CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2561 |
1.2537 |
-0.0024 |
-0.2% |
1.2384 |
High |
1.2561 |
1.2537 |
-0.0024 |
-0.2% |
1.2608 |
Low |
1.2550 |
1.2537 |
-0.0013 |
-0.1% |
1.2384 |
Close |
1.2553 |
1.2537 |
-0.0016 |
-0.1% |
1.2553 |
Range |
0.0011 |
0.0000 |
-0.0011 |
-100.0% |
0.0224 |
ATR |
0.0066 |
0.0063 |
-0.0004 |
-5.4% |
0.0000 |
Volume |
15 |
29 |
14 |
93.3% |
42 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2537 |
1.2537 |
1.2537 |
|
R3 |
1.2537 |
1.2537 |
1.2537 |
|
R2 |
1.2537 |
1.2537 |
1.2537 |
|
R1 |
1.2537 |
1.2537 |
1.2537 |
1.2537 |
PP |
1.2537 |
1.2537 |
1.2537 |
1.2537 |
S1 |
1.2537 |
1.2537 |
1.2537 |
1.2537 |
S2 |
1.2537 |
1.2537 |
1.2537 |
|
S3 |
1.2537 |
1.2537 |
1.2537 |
|
S4 |
1.2537 |
1.2537 |
1.2537 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3187 |
1.3094 |
1.2676 |
|
R3 |
1.2963 |
1.2870 |
1.2615 |
|
R2 |
1.2739 |
1.2739 |
1.2594 |
|
R1 |
1.2646 |
1.2646 |
1.2574 |
1.2693 |
PP |
1.2515 |
1.2515 |
1.2515 |
1.2538 |
S1 |
1.2422 |
1.2422 |
1.2532 |
1.2469 |
S2 |
1.2291 |
1.2291 |
1.2512 |
|
S3 |
1.2067 |
1.2198 |
1.2491 |
|
S4 |
1.1843 |
1.1974 |
1.2430 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2608 |
1.2484 |
0.0124 |
1.0% |
0.0024 |
0.2% |
43% |
False |
False |
12 |
10 |
1.2608 |
1.2318 |
0.0290 |
2.3% |
0.0021 |
0.2% |
76% |
False |
False |
8 |
20 |
1.2608 |
1.2204 |
0.0404 |
3.2% |
0.0024 |
0.2% |
82% |
False |
False |
5 |
40 |
1.2655 |
1.2090 |
0.0565 |
4.5% |
0.0039 |
0.3% |
79% |
False |
False |
9 |
60 |
1.2749 |
1.2090 |
0.0659 |
5.3% |
0.0041 |
0.3% |
68% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2537 |
2.618 |
1.2537 |
1.618 |
1.2537 |
1.000 |
1.2537 |
0.618 |
1.2537 |
HIGH |
1.2537 |
0.618 |
1.2537 |
0.500 |
1.2537 |
0.382 |
1.2537 |
LOW |
1.2537 |
0.618 |
1.2537 |
1.000 |
1.2537 |
1.618 |
1.2537 |
2.618 |
1.2537 |
4.250 |
1.2537 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2537 |
1.2573 |
PP |
1.2537 |
1.2561 |
S1 |
1.2537 |
1.2549 |
|