CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2597 |
1.2580 |
-0.0017 |
-0.1% |
1.2532 |
| High |
1.2643 |
1.2639 |
-0.0004 |
0.0% |
1.2652 |
| Low |
1.2571 |
1.2520 |
-0.0051 |
-0.4% |
1.2484 |
| Close |
1.2588 |
1.2615 |
0.0027 |
0.2% |
1.2596 |
| Range |
0.0072 |
0.0119 |
0.0047 |
65.3% |
0.0168 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.9% |
0.0000 |
| Volume |
2,734 |
6,476 |
3,742 |
136.9% |
8,064 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2948 |
1.2901 |
1.2680 |
|
| R3 |
1.2829 |
1.2782 |
1.2648 |
|
| R2 |
1.2710 |
1.2710 |
1.2637 |
|
| R1 |
1.2663 |
1.2663 |
1.2626 |
1.2687 |
| PP |
1.2591 |
1.2591 |
1.2591 |
1.2603 |
| S1 |
1.2544 |
1.2544 |
1.2604 |
1.2568 |
| S2 |
1.2472 |
1.2472 |
1.2593 |
|
| S3 |
1.2353 |
1.2425 |
1.2582 |
|
| S4 |
1.2234 |
1.2306 |
1.2550 |
|
|
| 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 |
1.2506 |
0.0146 |
1.2% |
0.0092 |
0.7% |
75% |
False |
False |
3,113 |
| 10 |
1.2652 |
1.2453 |
0.0199 |
1.6% |
0.0085 |
0.7% |
81% |
False |
False |
2,129 |
| 20 |
1.2652 |
1.2270 |
0.0382 |
3.0% |
0.0087 |
0.7% |
90% |
False |
False |
1,344 |
| 40 |
1.2652 |
1.2069 |
0.0583 |
4.6% |
0.0101 |
0.8% |
94% |
False |
False |
1,003 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.8% |
0.0103 |
0.8% |
74% |
False |
False |
729 |
| 80 |
1.2888 |
1.2069 |
0.0819 |
6.5% |
0.0100 |
0.8% |
67% |
False |
False |
565 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.8% |
0.0086 |
0.7% |
44% |
False |
False |
456 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.3% |
0.0075 |
0.6% |
42% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3145 |
|
2.618 |
1.2951 |
|
1.618 |
1.2832 |
|
1.000 |
1.2758 |
|
0.618 |
1.2713 |
|
HIGH |
1.2639 |
|
0.618 |
1.2594 |
|
0.500 |
1.2580 |
|
0.382 |
1.2565 |
|
LOW |
1.2520 |
|
0.618 |
1.2446 |
|
1.000 |
1.2401 |
|
1.618 |
1.2327 |
|
2.618 |
1.2208 |
|
4.250 |
1.2014 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2603 |
1.2604 |
| PP |
1.2591 |
1.2593 |
| S1 |
1.2580 |
1.2582 |
|