CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2586 |
1.2532 |
-0.0054 |
-0.4% |
1.2352 |
| High |
1.2586 |
1.2552 |
-0.0034 |
-0.3% |
1.2607 |
| Low |
1.2500 |
1.2514 |
0.0014 |
0.1% |
1.2320 |
| Close |
1.2536 |
1.2519 |
-0.0017 |
-0.1% |
1.2536 |
| Range |
0.0086 |
0.0038 |
-0.0048 |
-55.8% |
0.0287 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
1,542 |
1,082 |
-460 |
-29.8% |
4,756 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2642 |
1.2619 |
1.2540 |
|
| R3 |
1.2604 |
1.2581 |
1.2529 |
|
| R2 |
1.2566 |
1.2566 |
1.2526 |
|
| R1 |
1.2543 |
1.2543 |
1.2522 |
1.2536 |
| PP |
1.2528 |
1.2528 |
1.2528 |
1.2525 |
| S1 |
1.2505 |
1.2505 |
1.2516 |
1.2498 |
| S2 |
1.2490 |
1.2490 |
1.2512 |
|
| S3 |
1.2452 |
1.2467 |
1.2509 |
|
| S4 |
1.2414 |
1.2429 |
1.2498 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3349 |
1.3229 |
1.2694 |
|
| R3 |
1.3062 |
1.2942 |
1.2615 |
|
| R2 |
1.2775 |
1.2775 |
1.2589 |
|
| R1 |
1.2655 |
1.2655 |
1.2562 |
1.2715 |
| PP |
1.2488 |
1.2488 |
1.2488 |
1.2518 |
| S1 |
1.2368 |
1.2368 |
1.2510 |
1.2428 |
| S2 |
1.2201 |
1.2201 |
1.2483 |
|
| S3 |
1.1914 |
1.2081 |
1.2457 |
|
| S4 |
1.1627 |
1.1794 |
1.2378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2607 |
1.2366 |
0.0241 |
1.9% |
0.0086 |
0.7% |
63% |
False |
False |
1,105 |
| 10 |
1.2607 |
1.2284 |
0.0323 |
2.6% |
0.0082 |
0.7% |
73% |
False |
False |
847 |
| 20 |
1.2607 |
1.2160 |
0.0447 |
3.6% |
0.0100 |
0.8% |
80% |
False |
False |
730 |
| 40 |
1.2689 |
1.2069 |
0.0620 |
5.0% |
0.0103 |
0.8% |
73% |
False |
False |
636 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0105 |
0.8% |
61% |
False |
False |
472 |
| 80 |
1.3181 |
1.2069 |
0.1112 |
8.9% |
0.0096 |
0.8% |
40% |
False |
False |
367 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0081 |
0.6% |
37% |
False |
False |
295 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0071 |
0.6% |
35% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2714 |
|
2.618 |
1.2651 |
|
1.618 |
1.2613 |
|
1.000 |
1.2590 |
|
0.618 |
1.2575 |
|
HIGH |
1.2552 |
|
0.618 |
1.2537 |
|
0.500 |
1.2533 |
|
0.382 |
1.2529 |
|
LOW |
1.2514 |
|
0.618 |
1.2491 |
|
1.000 |
1.2476 |
|
1.618 |
1.2453 |
|
2.618 |
1.2415 |
|
4.250 |
1.2353 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2533 |
1.2554 |
| PP |
1.2528 |
1.2542 |
| S1 |
1.2524 |
1.2531 |
|