CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 30-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.2580 |
1.2541 |
-0.0039 |
-0.3% |
1.2384 |
High |
1.2582 |
1.2541 |
-0.0041 |
-0.3% |
1.2608 |
Low |
1.2561 |
1.2541 |
-0.0020 |
-0.2% |
1.2384 |
Close |
1.2561 |
1.2541 |
-0.0020 |
-0.2% |
1.2553 |
Range |
0.0021 |
0.0000 |
-0.0021 |
-100.0% |
0.0224 |
ATR |
0.0060 |
0.0057 |
-0.0003 |
-4.8% |
0.0000 |
Volume |
29 |
11 |
-18 |
-62.1% |
42 |
|
Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2541 |
1.2541 |
1.2541 |
|
R3 |
1.2541 |
1.2541 |
1.2541 |
|
R2 |
1.2541 |
1.2541 |
1.2541 |
|
R1 |
1.2541 |
1.2541 |
1.2541 |
1.2541 |
PP |
1.2541 |
1.2541 |
1.2541 |
1.2541 |
S1 |
1.2541 |
1.2541 |
1.2541 |
1.2541 |
S2 |
1.2541 |
1.2541 |
1.2541 |
|
S3 |
1.2541 |
1.2541 |
1.2541 |
|
S4 |
1.2541 |
1.2541 |
1.2541 |
|
|
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 |
1.2596 |
1.2537 |
0.0059 |
0.5% |
0.0006 |
0.1% |
7% |
False |
False |
22 |
10 |
1.2608 |
1.2350 |
0.0258 |
2.1% |
0.0018 |
0.1% |
74% |
False |
False |
14 |
20 |
1.2608 |
1.2300 |
0.0308 |
2.5% |
0.0017 |
0.1% |
78% |
False |
False |
8 |
40 |
1.2608 |
1.2090 |
0.0518 |
4.1% |
0.0034 |
0.3% |
87% |
False |
False |
10 |
60 |
1.2749 |
1.2090 |
0.0659 |
5.3% |
0.0040 |
0.3% |
68% |
False |
False |
8 |
80 |
1.3000 |
1.2090 |
0.0910 |
7.3% |
0.0038 |
0.3% |
50% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2541 |
2.618 |
1.2541 |
1.618 |
1.2541 |
1.000 |
1.2541 |
0.618 |
1.2541 |
HIGH |
1.2541 |
0.618 |
1.2541 |
0.500 |
1.2541 |
0.382 |
1.2541 |
LOW |
1.2541 |
0.618 |
1.2541 |
1.000 |
1.2541 |
1.618 |
1.2541 |
2.618 |
1.2541 |
4.250 |
1.2541 |
|
|
Fisher Pivots for day following 30-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2541 |
1.2569 |
PP |
1.2541 |
1.2559 |
S1 |
1.2541 |
1.2550 |
|