CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2417 |
1.2347 |
-0.0070 |
-0.6% |
1.2324 |
| High |
1.2417 |
1.2376 |
-0.0041 |
-0.3% |
1.2417 |
| Low |
1.2417 |
1.2347 |
-0.0070 |
-0.6% |
1.2324 |
| Close |
1.2417 |
1.2376 |
-0.0041 |
-0.3% |
1.2376 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0093 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2444 |
1.2392 |
|
| R3 |
1.2424 |
1.2415 |
1.2384 |
|
| R2 |
1.2395 |
1.2395 |
1.2381 |
|
| R1 |
1.2386 |
1.2386 |
1.2379 |
1.2391 |
| PP |
1.2366 |
1.2366 |
1.2366 |
1.2369 |
| S1 |
1.2357 |
1.2357 |
1.2373 |
1.2362 |
| S2 |
1.2337 |
1.2337 |
1.2371 |
|
| S3 |
1.2308 |
1.2328 |
1.2368 |
|
| S4 |
1.2279 |
1.2299 |
1.2360 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2607 |
1.2427 |
|
| R3 |
1.2558 |
1.2514 |
1.2402 |
|
| R2 |
1.2465 |
1.2465 |
1.2393 |
|
| R1 |
1.2421 |
1.2421 |
1.2385 |
1.2443 |
| PP |
1.2372 |
1.2372 |
1.2372 |
1.2384 |
| S1 |
1.2328 |
1.2328 |
1.2367 |
1.2350 |
| S2 |
1.2279 |
1.2279 |
1.2359 |
|
| S3 |
1.2186 |
1.2235 |
1.2350 |
|
| S4 |
1.2093 |
1.2142 |
1.2325 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2499 |
|
2.618 |
1.2452 |
|
1.618 |
1.2423 |
|
1.000 |
1.2405 |
|
0.618 |
1.2394 |
|
HIGH |
1.2376 |
|
0.618 |
1.2365 |
|
0.500 |
1.2362 |
|
0.382 |
1.2358 |
|
LOW |
1.2347 |
|
0.618 |
1.2329 |
|
1.000 |
1.2318 |
|
1.618 |
1.2300 |
|
2.618 |
1.2271 |
|
4.250 |
1.2224 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2371 |
1.2375 |
| PP |
1.2366 |
1.2374 |
| S1 |
1.2362 |
1.2374 |
|