CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2580 |
1.2618 |
0.0038 |
0.3% |
1.2532 |
| High |
1.2639 |
1.2667 |
0.0028 |
0.2% |
1.2652 |
| Low |
1.2520 |
1.2576 |
0.0056 |
0.4% |
1.2484 |
| Close |
1.2615 |
1.2661 |
0.0046 |
0.4% |
1.2596 |
| Range |
0.0119 |
0.0091 |
-0.0028 |
-23.5% |
0.0168 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
6,476 |
12,351 |
5,875 |
90.7% |
8,064 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2908 |
1.2875 |
1.2711 |
|
| R3 |
1.2817 |
1.2784 |
1.2686 |
|
| R2 |
1.2726 |
1.2726 |
1.2678 |
|
| R1 |
1.2693 |
1.2693 |
1.2669 |
1.2710 |
| PP |
1.2635 |
1.2635 |
1.2635 |
1.2643 |
| S1 |
1.2602 |
1.2602 |
1.2653 |
1.2619 |
| S2 |
1.2544 |
1.2544 |
1.2644 |
|
| S3 |
1.2453 |
1.2511 |
1.2636 |
|
| S4 |
1.2362 |
1.2420 |
1.2611 |
|
|
| 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 |
1.2667 |
1.2506 |
0.0161 |
1.3% |
0.0099 |
0.8% |
96% |
True |
False |
5,152 |
| 10 |
1.2667 |
1.2484 |
0.0183 |
1.4% |
0.0084 |
0.7% |
97% |
True |
False |
3,207 |
| 20 |
1.2667 |
1.2270 |
0.0397 |
3.1% |
0.0088 |
0.7% |
98% |
True |
False |
1,941 |
| 40 |
1.2667 |
1.2069 |
0.0598 |
4.7% |
0.0101 |
0.8% |
99% |
True |
False |
1,304 |
| 60 |
1.2805 |
1.2069 |
0.0736 |
5.8% |
0.0103 |
0.8% |
80% |
False |
False |
928 |
| 80 |
1.2847 |
1.2069 |
0.0778 |
6.1% |
0.0100 |
0.8% |
76% |
False |
False |
720 |
| 100 |
1.3300 |
1.2069 |
0.1231 |
9.7% |
0.0087 |
0.7% |
48% |
False |
False |
580 |
| 120 |
1.3364 |
1.2069 |
0.1295 |
10.2% |
0.0075 |
0.6% |
46% |
False |
False |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3054 |
|
2.618 |
1.2905 |
|
1.618 |
1.2814 |
|
1.000 |
1.2758 |
|
0.618 |
1.2723 |
|
HIGH |
1.2667 |
|
0.618 |
1.2632 |
|
0.500 |
1.2622 |
|
0.382 |
1.2611 |
|
LOW |
1.2576 |
|
0.618 |
1.2520 |
|
1.000 |
1.2485 |
|
1.618 |
1.2429 |
|
2.618 |
1.2338 |
|
4.250 |
1.2189 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2648 |
1.2639 |
| PP |
1.2635 |
1.2616 |
| S1 |
1.2622 |
1.2594 |
|