CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2324 |
1.2414 |
0.0090 |
0.7% |
1.2440 |
| High |
1.2389 |
1.2414 |
0.0025 |
0.2% |
1.2483 |
| Low |
1.2324 |
1.2383 |
0.0059 |
0.5% |
1.2349 |
| Close |
1.2389 |
1.2385 |
-0.0004 |
0.0% |
1.2349 |
| Range |
0.0065 |
0.0031 |
-0.0034 |
-52.3% |
0.0134 |
| ATR |
|
|
|
|
|
| Volume |
3 |
2 |
-1 |
-33.3% |
32 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2487 |
1.2467 |
1.2402 |
|
| R3 |
1.2456 |
1.2436 |
1.2394 |
|
| R2 |
1.2425 |
1.2425 |
1.2391 |
|
| R1 |
1.2405 |
1.2405 |
1.2388 |
1.2400 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2391 |
| S1 |
1.2374 |
1.2374 |
1.2382 |
1.2369 |
| S2 |
1.2363 |
1.2363 |
1.2379 |
|
| S3 |
1.2332 |
1.2343 |
1.2376 |
|
| S4 |
1.2301 |
1.2312 |
1.2368 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2796 |
1.2706 |
1.2423 |
|
| R3 |
1.2662 |
1.2572 |
1.2386 |
|
| R2 |
1.2528 |
1.2528 |
1.2374 |
|
| R1 |
1.2438 |
1.2438 |
1.2361 |
1.2416 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2383 |
| S1 |
1.2304 |
1.2304 |
1.2337 |
1.2282 |
| S2 |
1.2260 |
1.2260 |
1.2324 |
|
| S3 |
1.2126 |
1.2170 |
1.2312 |
|
| S4 |
1.1992 |
1.2036 |
1.2275 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2546 |
|
2.618 |
1.2495 |
|
1.618 |
1.2464 |
|
1.000 |
1.2445 |
|
0.618 |
1.2433 |
|
HIGH |
1.2414 |
|
0.618 |
1.2402 |
|
0.500 |
1.2399 |
|
0.382 |
1.2395 |
|
LOW |
1.2383 |
|
0.618 |
1.2364 |
|
1.000 |
1.2352 |
|
1.618 |
1.2333 |
|
2.618 |
1.2302 |
|
4.250 |
1.2251 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2399 |
1.2380 |
| PP |
1.2394 |
1.2374 |
| S1 |
1.2390 |
1.2369 |
|