CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2432 |
1.2449 |
0.0017 |
0.1% |
1.2271 |
High |
1.2432 |
1.2449 |
0.0017 |
0.1% |
1.2417 |
Low |
1.2432 |
1.2449 |
0.0017 |
0.1% |
1.2204 |
Close |
1.2432 |
1.2449 |
0.0017 |
0.1% |
1.2412 |
Range |
|
|
|
|
|
ATR |
0.0088 |
0.0082 |
-0.0005 |
-5.8% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
32 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2449 |
1.2449 |
1.2449 |
|
R3 |
1.2449 |
1.2449 |
1.2449 |
|
R2 |
1.2449 |
1.2449 |
1.2449 |
|
R1 |
1.2449 |
1.2449 |
1.2449 |
1.2449 |
PP |
1.2449 |
1.2449 |
1.2449 |
1.2449 |
S1 |
1.2449 |
1.2449 |
1.2449 |
1.2449 |
S2 |
1.2449 |
1.2449 |
1.2449 |
|
S3 |
1.2449 |
1.2449 |
1.2449 |
|
S4 |
1.2449 |
1.2449 |
1.2449 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2983 |
1.2911 |
1.2529 |
|
R3 |
1.2770 |
1.2698 |
1.2471 |
|
R2 |
1.2557 |
1.2557 |
1.2451 |
|
R1 |
1.2485 |
1.2485 |
1.2432 |
1.2521 |
PP |
1.2344 |
1.2344 |
1.2344 |
1.2363 |
S1 |
1.2272 |
1.2272 |
1.2392 |
1.2308 |
S2 |
1.2131 |
1.2131 |
1.2373 |
|
S3 |
1.1918 |
1.2059 |
1.2353 |
|
S4 |
1.1705 |
1.1846 |
1.2295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2449 |
1.2204 |
0.0245 |
2.0% |
0.0035 |
0.3% |
100% |
True |
False |
3 |
10 |
1.2449 |
1.2143 |
0.0306 |
2.5% |
0.0037 |
0.3% |
100% |
True |
False |
7 |
20 |
1.2449 |
1.2090 |
0.0359 |
2.9% |
0.0040 |
0.3% |
100% |
True |
False |
9 |
40 |
1.2749 |
1.2090 |
0.0659 |
5.3% |
0.0047 |
0.4% |
54% |
False |
False |
8 |
60 |
1.2895 |
1.2090 |
0.0805 |
6.5% |
0.0044 |
0.4% |
45% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2449 |
2.618 |
1.2449 |
1.618 |
1.2449 |
1.000 |
1.2449 |
0.618 |
1.2449 |
HIGH |
1.2449 |
0.618 |
1.2449 |
0.500 |
1.2449 |
0.382 |
1.2449 |
LOW |
1.2449 |
0.618 |
1.2449 |
1.000 |
1.2449 |
1.618 |
1.2449 |
2.618 |
1.2449 |
4.250 |
1.2449 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2449 |
1.2443 |
PP |
1.2449 |
1.2437 |
S1 |
1.2449 |
1.2431 |
|