CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2403 |
1.2460 |
0.0057 |
0.5% |
1.2324 |
| High |
1.2403 |
1.2530 |
0.0127 |
1.0% |
1.2417 |
| Low |
1.2403 |
1.2460 |
0.0057 |
0.5% |
1.2324 |
| Close |
1.2403 |
1.2522 |
0.0119 |
1.0% |
1.2376 |
| Range |
0.0000 |
0.0070 |
0.0070 |
|
0.0093 |
| ATR |
0.0054 |
0.0059 |
0.0005 |
9.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2714 |
1.2688 |
1.2561 |
|
| R3 |
1.2644 |
1.2618 |
1.2541 |
|
| R2 |
1.2574 |
1.2574 |
1.2535 |
|
| R1 |
1.2548 |
1.2548 |
1.2528 |
1.2561 |
| PP |
1.2504 |
1.2504 |
1.2504 |
1.2511 |
| S1 |
1.2478 |
1.2478 |
1.2516 |
1.2491 |
| S2 |
1.2434 |
1.2434 |
1.2509 |
|
| S3 |
1.2364 |
1.2408 |
1.2503 |
|
| S4 |
1.2294 |
1.2338 |
1.2484 |
|
|
| 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 |
1.2828 |
|
2.618 |
1.2713 |
|
1.618 |
1.2643 |
|
1.000 |
1.2600 |
|
0.618 |
1.2573 |
|
HIGH |
1.2530 |
|
0.618 |
1.2503 |
|
0.500 |
1.2495 |
|
0.382 |
1.2487 |
|
LOW |
1.2460 |
|
0.618 |
1.2417 |
|
1.000 |
1.2390 |
|
1.618 |
1.2347 |
|
2.618 |
1.2277 |
|
4.250 |
1.2163 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2513 |
1.2494 |
| PP |
1.2504 |
1.2466 |
| S1 |
1.2495 |
1.2439 |
|