CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2580 |
1.2572 |
-0.0008 |
-0.1% |
1.2558 |
| High |
1.2615 |
1.2683 |
0.0068 |
0.5% |
1.2683 |
| Low |
1.2557 |
1.2572 |
0.0015 |
0.1% |
1.2554 |
| Close |
1.2557 |
1.2627 |
0.0070 |
0.6% |
1.2627 |
| Range |
0.0058 |
0.0111 |
0.0053 |
91.4% |
0.0129 |
| ATR |
0.0054 |
0.0060 |
0.0005 |
9.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
8 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2960 |
1.2905 |
1.2688 |
|
| R3 |
1.2849 |
1.2794 |
1.2658 |
|
| R2 |
1.2738 |
1.2738 |
1.2647 |
|
| R1 |
1.2683 |
1.2683 |
1.2637 |
1.2711 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2641 |
| S1 |
1.2572 |
1.2572 |
1.2617 |
1.2600 |
| S2 |
1.2516 |
1.2516 |
1.2607 |
|
| S3 |
1.2405 |
1.2461 |
1.2596 |
|
| S4 |
1.2294 |
1.2350 |
1.2566 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3008 |
1.2947 |
1.2698 |
|
| R3 |
1.2879 |
1.2818 |
1.2662 |
|
| R2 |
1.2750 |
1.2750 |
1.2651 |
|
| R1 |
1.2689 |
1.2689 |
1.2639 |
1.2720 |
| PP |
1.2621 |
1.2621 |
1.2621 |
1.2637 |
| S1 |
1.2560 |
1.2560 |
1.2615 |
1.2591 |
| S2 |
1.2492 |
1.2492 |
1.2603 |
|
| S3 |
1.2363 |
1.2431 |
1.2592 |
|
| S4 |
1.2234 |
1.2302 |
1.2556 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3155 |
|
2.618 |
1.2974 |
|
1.618 |
1.2863 |
|
1.000 |
1.2794 |
|
0.618 |
1.2752 |
|
HIGH |
1.2683 |
|
0.618 |
1.2641 |
|
0.500 |
1.2628 |
|
0.382 |
1.2614 |
|
LOW |
1.2572 |
|
0.618 |
1.2503 |
|
1.000 |
1.2461 |
|
1.618 |
1.2392 |
|
2.618 |
1.2281 |
|
4.250 |
1.2100 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2628 |
1.2625 |
| PP |
1.2627 |
1.2622 |
| S1 |
1.2627 |
1.2620 |
|