CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2395 |
1.2384 |
-0.0011 |
-0.1% |
1.2310 |
High |
1.2395 |
1.2384 |
-0.0011 |
-0.1% |
1.2405 |
Low |
1.2350 |
1.2384 |
0.0034 |
0.3% |
1.2310 |
Close |
1.2357 |
1.2384 |
0.0027 |
0.2% |
1.2357 |
Range |
0.0045 |
0.0000 |
-0.0045 |
-100.0% |
0.0095 |
ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.3% |
0.0000 |
Volume |
9 |
10 |
1 |
11.1% |
19 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2384 |
1.2384 |
1.2384 |
|
R3 |
1.2384 |
1.2384 |
1.2384 |
|
R2 |
1.2384 |
1.2384 |
1.2384 |
|
R1 |
1.2384 |
1.2384 |
1.2384 |
1.2384 |
PP |
1.2384 |
1.2384 |
1.2384 |
1.2384 |
S1 |
1.2384 |
1.2384 |
1.2384 |
1.2384 |
S2 |
1.2384 |
1.2384 |
1.2384 |
|
S3 |
1.2384 |
1.2384 |
1.2384 |
|
S4 |
1.2384 |
1.2384 |
1.2384 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2642 |
1.2595 |
1.2409 |
|
R3 |
1.2547 |
1.2500 |
1.2383 |
|
R2 |
1.2452 |
1.2452 |
1.2374 |
|
R1 |
1.2405 |
1.2405 |
1.2366 |
1.2429 |
PP |
1.2357 |
1.2357 |
1.2357 |
1.2369 |
S1 |
1.2310 |
1.2310 |
1.2348 |
1.2334 |
S2 |
1.2262 |
1.2262 |
1.2340 |
|
S3 |
1.2167 |
1.2215 |
1.2331 |
|
S4 |
1.2072 |
1.2120 |
1.2305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2405 |
1.2318 |
0.0087 |
0.7% |
0.0018 |
0.1% |
76% |
False |
False |
5 |
10 |
1.2449 |
1.2300 |
0.0149 |
1.2% |
0.0019 |
0.2% |
56% |
False |
False |
3 |
20 |
1.2449 |
1.2090 |
0.0359 |
2.9% |
0.0031 |
0.2% |
82% |
False |
False |
6 |
40 |
1.2720 |
1.2090 |
0.0630 |
5.1% |
0.0043 |
0.3% |
47% |
False |
False |
8 |
60 |
1.2749 |
1.2090 |
0.0659 |
5.3% |
0.0043 |
0.3% |
45% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2384 |
2.618 |
1.2384 |
1.618 |
1.2384 |
1.000 |
1.2384 |
0.618 |
1.2384 |
HIGH |
1.2384 |
0.618 |
1.2384 |
0.500 |
1.2384 |
0.382 |
1.2384 |
LOW |
1.2384 |
0.618 |
1.2384 |
1.000 |
1.2384 |
1.618 |
1.2384 |
2.618 |
1.2384 |
4.250 |
1.2384 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2384 |
1.2382 |
PP |
1.2384 |
1.2380 |
S1 |
1.2384 |
1.2378 |
|