CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2541 |
1.2615 |
0.0074 |
0.6% |
1.2537 |
| High |
1.2541 |
1.2627 |
0.0086 |
0.7% |
1.2627 |
| Low |
1.2541 |
1.2610 |
0.0069 |
0.6% |
1.2537 |
| Close |
1.2541 |
1.2612 |
0.0071 |
0.6% |
1.2612 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0090 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0000 |
| Volume |
11 |
11 |
0 |
0.0% |
109 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2667 |
1.2657 |
1.2621 |
|
| R3 |
1.2650 |
1.2640 |
1.2617 |
|
| R2 |
1.2633 |
1.2633 |
1.2615 |
|
| R1 |
1.2623 |
1.2623 |
1.2614 |
1.2620 |
| PP |
1.2616 |
1.2616 |
1.2616 |
1.2615 |
| S1 |
1.2606 |
1.2606 |
1.2610 |
1.2603 |
| S2 |
1.2599 |
1.2599 |
1.2609 |
|
| S3 |
1.2582 |
1.2589 |
1.2607 |
|
| S4 |
1.2565 |
1.2572 |
1.2603 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2862 |
1.2827 |
1.2662 |
|
| R3 |
1.2772 |
1.2737 |
1.2637 |
|
| R2 |
1.2682 |
1.2682 |
1.2629 |
|
| R1 |
1.2647 |
1.2647 |
1.2620 |
1.2665 |
| PP |
1.2592 |
1.2592 |
1.2592 |
1.2601 |
| S1 |
1.2557 |
1.2557 |
1.2604 |
1.2575 |
| S2 |
1.2502 |
1.2502 |
1.2596 |
|
| S3 |
1.2412 |
1.2467 |
1.2587 |
|
| S4 |
1.2322 |
1.2377 |
1.2563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2627 |
1.2537 |
0.0090 |
0.7% |
0.0008 |
0.1% |
83% |
True |
False |
21 |
| 10 |
1.2627 |
1.2384 |
0.0243 |
1.9% |
0.0016 |
0.1% |
94% |
True |
False |
15 |
| 20 |
1.2627 |
1.2300 |
0.0327 |
2.6% |
0.0017 |
0.1% |
95% |
True |
False |
8 |
| 40 |
1.2627 |
1.2090 |
0.0537 |
4.3% |
0.0032 |
0.3% |
97% |
True |
False |
9 |
| 60 |
1.2749 |
1.2090 |
0.0659 |
5.2% |
0.0040 |
0.3% |
79% |
False |
False |
8 |
| 80 |
1.3000 |
1.2090 |
0.0910 |
7.2% |
0.0038 |
0.3% |
57% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2699 |
|
2.618 |
1.2672 |
|
1.618 |
1.2655 |
|
1.000 |
1.2644 |
|
0.618 |
1.2638 |
|
HIGH |
1.2627 |
|
0.618 |
1.2621 |
|
0.500 |
1.2619 |
|
0.382 |
1.2616 |
|
LOW |
1.2610 |
|
0.618 |
1.2599 |
|
1.000 |
1.2593 |
|
1.618 |
1.2582 |
|
2.618 |
1.2565 |
|
4.250 |
1.2538 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2619 |
1.2603 |
| PP |
1.2616 |
1.2593 |
| S1 |
1.2614 |
1.2584 |
|