CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2583 |
1.2601 |
0.0018 |
0.1% |
1.2324 |
| High |
1.2583 |
1.2634 |
0.0051 |
0.4% |
1.2417 |
| Low |
1.2583 |
1.2594 |
0.0011 |
0.1% |
1.2324 |
| Close |
1.2583 |
1.2618 |
0.0035 |
0.3% |
1.2376 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0093 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2735 |
1.2717 |
1.2640 |
|
| R3 |
1.2695 |
1.2677 |
1.2629 |
|
| R2 |
1.2655 |
1.2655 |
1.2625 |
|
| R1 |
1.2637 |
1.2637 |
1.2622 |
1.2646 |
| PP |
1.2615 |
1.2615 |
1.2615 |
1.2620 |
| S1 |
1.2597 |
1.2597 |
1.2614 |
1.2606 |
| S2 |
1.2575 |
1.2575 |
1.2611 |
|
| S3 |
1.2535 |
1.2557 |
1.2607 |
|
| S4 |
1.2495 |
1.2517 |
1.2596 |
|
|
| 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 |
1.2804 |
|
2.618 |
1.2739 |
|
1.618 |
1.2699 |
|
1.000 |
1.2674 |
|
0.618 |
1.2659 |
|
HIGH |
1.2634 |
|
0.618 |
1.2619 |
|
0.500 |
1.2614 |
|
0.382 |
1.2609 |
|
LOW |
1.2594 |
|
0.618 |
1.2569 |
|
1.000 |
1.2554 |
|
1.618 |
1.2529 |
|
2.618 |
1.2489 |
|
4.250 |
1.2424 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2617 |
1.2594 |
| PP |
1.2615 |
1.2571 |
| S1 |
1.2614 |
1.2547 |
|