CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2601 |
1.2602 |
0.0001 |
0.0% |
1.2403 |
| High |
1.2634 |
1.2602 |
-0.0032 |
-0.3% |
1.2634 |
| Low |
1.2594 |
1.2571 |
-0.0023 |
-0.2% |
1.2403 |
| Close |
1.2618 |
1.2571 |
-0.0047 |
-0.4% |
1.2571 |
| Range |
0.0040 |
0.0031 |
-0.0009 |
-22.5% |
0.0231 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
6 |
23 |
17 |
283.3% |
39 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2674 |
1.2654 |
1.2588 |
|
| R3 |
1.2643 |
1.2623 |
1.2580 |
|
| R2 |
1.2612 |
1.2612 |
1.2577 |
|
| R1 |
1.2592 |
1.2592 |
1.2574 |
1.2587 |
| PP |
1.2581 |
1.2581 |
1.2581 |
1.2579 |
| S1 |
1.2561 |
1.2561 |
1.2568 |
1.2556 |
| S2 |
1.2550 |
1.2550 |
1.2565 |
|
| S3 |
1.2519 |
1.2530 |
1.2562 |
|
| S4 |
1.2488 |
1.2499 |
1.2554 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3229 |
1.3131 |
1.2698 |
|
| R3 |
1.2998 |
1.2900 |
1.2635 |
|
| R2 |
1.2767 |
1.2767 |
1.2613 |
|
| R1 |
1.2669 |
1.2669 |
1.2592 |
1.2718 |
| PP |
1.2536 |
1.2536 |
1.2536 |
1.2561 |
| S1 |
1.2438 |
1.2438 |
1.2550 |
1.2487 |
| S2 |
1.2305 |
1.2305 |
1.2529 |
|
| S3 |
1.2074 |
1.2207 |
1.2507 |
|
| S4 |
1.1843 |
1.1976 |
1.2444 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2734 |
|
2.618 |
1.2683 |
|
1.618 |
1.2652 |
|
1.000 |
1.2633 |
|
0.618 |
1.2621 |
|
HIGH |
1.2602 |
|
0.618 |
1.2590 |
|
0.500 |
1.2587 |
|
0.382 |
1.2583 |
|
LOW |
1.2571 |
|
0.618 |
1.2552 |
|
1.000 |
1.2540 |
|
1.618 |
1.2521 |
|
2.618 |
1.2490 |
|
4.250 |
1.2439 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2587 |
1.2603 |
| PP |
1.2581 |
1.2592 |
| S1 |
1.2576 |
1.2582 |
|