CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2352 |
1.2374 |
0.0022 |
0.2% |
1.2300 |
| High |
1.2384 |
1.2506 |
0.0122 |
1.0% |
1.2403 |
| Low |
1.2320 |
1.2366 |
0.0046 |
0.4% |
1.2284 |
| Close |
1.2366 |
1.2485 |
0.0119 |
1.0% |
1.2339 |
| Range |
0.0064 |
0.0140 |
0.0076 |
118.8% |
0.0119 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
2.7% |
0.0000 |
| Volume |
310 |
421 |
111 |
35.8% |
3,348 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2872 |
1.2819 |
1.2562 |
|
| R3 |
1.2732 |
1.2679 |
1.2524 |
|
| R2 |
1.2592 |
1.2592 |
1.2511 |
|
| R1 |
1.2539 |
1.2539 |
1.2498 |
1.2566 |
| PP |
1.2452 |
1.2452 |
1.2452 |
1.2466 |
| S1 |
1.2399 |
1.2399 |
1.2472 |
1.2426 |
| S2 |
1.2312 |
1.2312 |
1.2459 |
|
| S3 |
1.2172 |
1.2259 |
1.2447 |
|
| S4 |
1.2032 |
1.2119 |
1.2408 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2699 |
1.2638 |
1.2404 |
|
| R3 |
1.2580 |
1.2519 |
1.2372 |
|
| R2 |
1.2461 |
1.2461 |
1.2361 |
|
| R1 |
1.2400 |
1.2400 |
1.2350 |
1.2431 |
| PP |
1.2342 |
1.2342 |
1.2342 |
1.2357 |
| S1 |
1.2281 |
1.2281 |
1.2328 |
1.2312 |
| S2 |
1.2223 |
1.2223 |
1.2317 |
|
| S3 |
1.2104 |
1.2162 |
1.2306 |
|
| S4 |
1.1985 |
1.2043 |
1.2274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2506 |
1.2284 |
0.0222 |
1.8% |
0.0094 |
0.7% |
91% |
True |
False |
547 |
| 10 |
1.2506 |
1.2270 |
0.0236 |
1.9% |
0.0089 |
0.7% |
91% |
True |
False |
559 |
| 20 |
1.2506 |
1.2088 |
0.0418 |
3.3% |
0.0112 |
0.9% |
95% |
True |
False |
654 |
| 40 |
1.2710 |
1.2069 |
0.0641 |
5.1% |
0.0107 |
0.9% |
65% |
False |
False |
525 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0106 |
0.8% |
57% |
False |
False |
390 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
9.9% |
0.0094 |
0.8% |
34% |
False |
False |
303 |
| 100 |
1.3355 |
1.2069 |
0.1286 |
10.3% |
0.0079 |
0.6% |
32% |
False |
False |
244 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.4% |
0.0069 |
0.6% |
32% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3101 |
|
2.618 |
1.2873 |
|
1.618 |
1.2733 |
|
1.000 |
1.2646 |
|
0.618 |
1.2593 |
|
HIGH |
1.2506 |
|
0.618 |
1.2453 |
|
0.500 |
1.2436 |
|
0.382 |
1.2419 |
|
LOW |
1.2366 |
|
0.618 |
1.2279 |
|
1.000 |
1.2226 |
|
1.618 |
1.2139 |
|
2.618 |
1.1999 |
|
4.250 |
1.1771 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2469 |
1.2459 |
| PP |
1.2452 |
1.2433 |
| S1 |
1.2436 |
1.2408 |
|