CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2602 |
1.2558 |
-0.0044 |
-0.3% |
1.2403 |
| High |
1.2602 |
1.2575 |
-0.0027 |
-0.2% |
1.2634 |
| Low |
1.2571 |
1.2554 |
-0.0017 |
-0.1% |
1.2403 |
| Close |
1.2571 |
1.2554 |
-0.0017 |
-0.1% |
1.2571 |
| Range |
0.0031 |
0.0021 |
-0.0010 |
-32.3% |
0.0231 |
| ATR |
0.0058 |
0.0055 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
23 |
1 |
-22 |
-95.7% |
39 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2624 |
1.2610 |
1.2566 |
|
| R3 |
1.2603 |
1.2589 |
1.2560 |
|
| R2 |
1.2582 |
1.2582 |
1.2558 |
|
| R1 |
1.2568 |
1.2568 |
1.2556 |
1.2565 |
| PP |
1.2561 |
1.2561 |
1.2561 |
1.2559 |
| S1 |
1.2547 |
1.2547 |
1.2552 |
1.2544 |
| S2 |
1.2540 |
1.2540 |
1.2550 |
|
| S3 |
1.2519 |
1.2526 |
1.2548 |
|
| S4 |
1.2498 |
1.2505 |
1.2542 |
|
|
| 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 |
1.2664 |
|
2.618 |
1.2630 |
|
1.618 |
1.2609 |
|
1.000 |
1.2596 |
|
0.618 |
1.2588 |
|
HIGH |
1.2575 |
|
0.618 |
1.2567 |
|
0.500 |
1.2565 |
|
0.382 |
1.2562 |
|
LOW |
1.2554 |
|
0.618 |
1.2541 |
|
1.000 |
1.2533 |
|
1.618 |
1.2520 |
|
2.618 |
1.2499 |
|
4.250 |
1.2465 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2565 |
1.2594 |
| PP |
1.2561 |
1.2581 |
| S1 |
1.2558 |
1.2567 |
|