CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2578 |
1.2580 |
0.0002 |
0.0% |
1.2403 |
| High |
1.2578 |
1.2615 |
0.0037 |
0.3% |
1.2634 |
| Low |
1.2578 |
1.2557 |
-0.0021 |
-0.2% |
1.2403 |
| Close |
1.2578 |
1.2557 |
-0.0021 |
-0.2% |
1.2571 |
| Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0231 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
39 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2750 |
1.2712 |
1.2589 |
|
| R3 |
1.2692 |
1.2654 |
1.2573 |
|
| R2 |
1.2634 |
1.2634 |
1.2568 |
|
| R1 |
1.2596 |
1.2596 |
1.2562 |
1.2586 |
| PP |
1.2576 |
1.2576 |
1.2576 |
1.2572 |
| S1 |
1.2538 |
1.2538 |
1.2552 |
1.2528 |
| S2 |
1.2518 |
1.2518 |
1.2546 |
|
| S3 |
1.2460 |
1.2480 |
1.2541 |
|
| S4 |
1.2402 |
1.2422 |
1.2525 |
|
|
| 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 |
1.2862 |
|
2.618 |
1.2767 |
|
1.618 |
1.2709 |
|
1.000 |
1.2673 |
|
0.618 |
1.2651 |
|
HIGH |
1.2615 |
|
0.618 |
1.2593 |
|
0.500 |
1.2586 |
|
0.382 |
1.2579 |
|
LOW |
1.2557 |
|
0.618 |
1.2521 |
|
1.000 |
1.2499 |
|
1.618 |
1.2463 |
|
2.618 |
1.2405 |
|
4.250 |
1.2311 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2586 |
1.2586 |
| PP |
1.2576 |
1.2576 |
| S1 |
1.2567 |
1.2567 |
|