CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2502 |
1.2585 |
0.0083 |
0.7% |
1.2352 |
| High |
1.2590 |
1.2592 |
0.0002 |
0.0% |
1.2607 |
| Low |
1.2484 |
1.2539 |
0.0055 |
0.4% |
1.2320 |
| Close |
1.2579 |
1.2543 |
-0.0036 |
-0.3% |
1.2536 |
| Range |
0.0106 |
0.0053 |
-0.0053 |
-50.0% |
0.0287 |
| ATR |
0.0097 |
0.0093 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
627 |
2,156 |
1,529 |
243.9% |
4,756 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2717 |
1.2683 |
1.2572 |
|
| R3 |
1.2664 |
1.2630 |
1.2558 |
|
| R2 |
1.2611 |
1.2611 |
1.2553 |
|
| R1 |
1.2577 |
1.2577 |
1.2548 |
1.2568 |
| PP |
1.2558 |
1.2558 |
1.2558 |
1.2553 |
| S1 |
1.2524 |
1.2524 |
1.2538 |
1.2515 |
| S2 |
1.2505 |
1.2505 |
1.2533 |
|
| S3 |
1.2452 |
1.2471 |
1.2528 |
|
| S4 |
1.2399 |
1.2418 |
1.2514 |
|
|
| 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 |
1.2484 |
0.0123 |
1.0% |
0.0069 |
0.6% |
48% |
False |
False |
1,262 |
| 10 |
1.2607 |
1.2284 |
0.0323 |
2.6% |
0.0085 |
0.7% |
80% |
False |
False |
1,007 |
| 20 |
1.2607 |
1.2160 |
0.0447 |
3.6% |
0.0099 |
0.8% |
86% |
False |
False |
825 |
| 40 |
1.2617 |
1.2069 |
0.0548 |
4.4% |
0.0103 |
0.8% |
86% |
False |
False |
698 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0103 |
0.8% |
64% |
False |
False |
516 |
| 80 |
1.3054 |
1.2069 |
0.0985 |
7.9% |
0.0096 |
0.8% |
48% |
False |
False |
400 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0082 |
0.7% |
39% |
False |
False |
322 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0072 |
0.6% |
37% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2817 |
|
2.618 |
1.2731 |
|
1.618 |
1.2678 |
|
1.000 |
1.2645 |
|
0.618 |
1.2625 |
|
HIGH |
1.2592 |
|
0.618 |
1.2572 |
|
0.500 |
1.2566 |
|
0.382 |
1.2559 |
|
LOW |
1.2539 |
|
0.618 |
1.2506 |
|
1.000 |
1.2486 |
|
1.618 |
1.2453 |
|
2.618 |
1.2400 |
|
4.250 |
1.2314 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2566 |
1.2541 |
| PP |
1.2558 |
1.2540 |
| S1 |
1.2551 |
1.2538 |
|