CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2537 |
1.2596 |
0.0059 |
0.5% |
1.2384 |
High |
1.2537 |
1.2596 |
0.0059 |
0.5% |
1.2608 |
Low |
1.2537 |
1.2596 |
0.0059 |
0.5% |
1.2384 |
Close |
1.2537 |
1.2596 |
0.0059 |
0.5% |
1.2553 |
Range |
|
|
|
|
|
ATR |
0.0063 |
0.0062 |
0.0000 |
-0.4% |
0.0000 |
Volume |
29 |
29 |
0 |
0.0% |
42 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2596 |
1.2596 |
1.2596 |
|
R3 |
1.2596 |
1.2596 |
1.2596 |
|
R2 |
1.2596 |
1.2596 |
1.2596 |
|
R1 |
1.2596 |
1.2596 |
1.2596 |
1.2596 |
PP |
1.2596 |
1.2596 |
1.2596 |
1.2596 |
S1 |
1.2596 |
1.2596 |
1.2596 |
1.2596 |
S2 |
1.2596 |
1.2596 |
1.2596 |
|
S3 |
1.2596 |
1.2596 |
1.2596 |
|
S4 |
1.2596 |
1.2596 |
1.2596 |
|
|
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 |
1.2507 |
0.0101 |
0.8% |
0.0020 |
0.2% |
88% |
False |
False |
16 |
10 |
1.2608 |
1.2318 |
0.0290 |
2.3% |
0.0019 |
0.1% |
96% |
False |
False |
11 |
20 |
1.2608 |
1.2204 |
0.0404 |
3.2% |
0.0024 |
0.2% |
97% |
False |
False |
7 |
40 |
1.2654 |
1.2090 |
0.0564 |
4.5% |
0.0038 |
0.3% |
90% |
False |
False |
9 |
60 |
1.2749 |
1.2090 |
0.0659 |
5.2% |
0.0040 |
0.3% |
77% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2596 |
2.618 |
1.2596 |
1.618 |
1.2596 |
1.000 |
1.2596 |
0.618 |
1.2596 |
HIGH |
1.2596 |
0.618 |
1.2596 |
0.500 |
1.2596 |
0.382 |
1.2596 |
LOW |
1.2596 |
0.618 |
1.2596 |
1.000 |
1.2596 |
1.618 |
1.2596 |
2.618 |
1.2596 |
4.250 |
1.2596 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2596 |
1.2586 |
PP |
1.2596 |
1.2576 |
S1 |
1.2596 |
1.2567 |
|