CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2524 |
1.2597 |
0.0073 |
0.6% |
1.2532 |
| High |
1.2652 |
1.2643 |
-0.0009 |
-0.1% |
1.2652 |
| Low |
1.2512 |
1.2571 |
0.0059 |
0.5% |
1.2484 |
| Close |
1.2596 |
1.2588 |
-0.0008 |
-0.1% |
1.2596 |
| Range |
0.0140 |
0.0072 |
-0.0068 |
-48.6% |
0.0168 |
| ATR |
0.0095 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
3,449 |
2,734 |
-715 |
-20.7% |
8,064 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2817 |
1.2774 |
1.2628 |
|
| R3 |
1.2745 |
1.2702 |
1.2608 |
|
| R2 |
1.2673 |
1.2673 |
1.2601 |
|
| R1 |
1.2630 |
1.2630 |
1.2595 |
1.2616 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2593 |
| S1 |
1.2558 |
1.2558 |
1.2581 |
1.2544 |
| S2 |
1.2529 |
1.2529 |
1.2575 |
|
| S3 |
1.2457 |
1.2486 |
1.2568 |
|
| S4 |
1.2385 |
1.2414 |
1.2548 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3081 |
1.3007 |
1.2688 |
|
| R3 |
1.2913 |
1.2839 |
1.2642 |
|
| R2 |
1.2745 |
1.2745 |
1.2627 |
|
| R1 |
1.2671 |
1.2671 |
1.2611 |
1.2708 |
| PP |
1.2577 |
1.2577 |
1.2577 |
1.2596 |
| S1 |
1.2503 |
1.2503 |
1.2581 |
1.2540 |
| S2 |
1.2409 |
1.2409 |
1.2565 |
|
| S3 |
1.2241 |
1.2335 |
1.2550 |
|
| S4 |
1.2073 |
1.2167 |
1.2504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2652 |
1.2484 |
0.0168 |
1.3% |
0.0089 |
0.7% |
62% |
False |
False |
1,943 |
| 10 |
1.2652 |
1.2366 |
0.0286 |
2.3% |
0.0087 |
0.7% |
78% |
False |
False |
1,524 |
| 20 |
1.2652 |
1.2270 |
0.0382 |
3.0% |
0.0084 |
0.7% |
83% |
False |
False |
1,050 |
| 40 |
1.2652 |
1.2069 |
0.0583 |
4.6% |
0.0100 |
0.8% |
89% |
False |
False |
846 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.8% |
0.0104 |
0.8% |
71% |
False |
False |
622 |
| 80 |
1.2950 |
1.2069 |
0.0881 |
7.0% |
0.0098 |
0.8% |
59% |
False |
False |
484 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0085 |
0.7% |
42% |
False |
False |
392 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0074 |
0.6% |
40% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2949 |
|
2.618 |
1.2831 |
|
1.618 |
1.2759 |
|
1.000 |
1.2715 |
|
0.618 |
1.2687 |
|
HIGH |
1.2643 |
|
0.618 |
1.2615 |
|
0.500 |
1.2607 |
|
0.382 |
1.2599 |
|
LOW |
1.2571 |
|
0.618 |
1.2527 |
|
1.000 |
1.2499 |
|
1.618 |
1.2455 |
|
2.618 |
1.2383 |
|
4.250 |
1.2265 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2607 |
1.2585 |
| PP |
1.2601 |
1.2582 |
| S1 |
1.2594 |
1.2579 |
|