CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2678 |
1.2596 |
-0.0082 |
-0.6% |
1.2564 |
| High |
1.2682 |
1.2639 |
-0.0043 |
-0.3% |
1.2703 |
| Low |
1.2578 |
1.2570 |
-0.0008 |
-0.1% |
1.2417 |
| Close |
1.2593 |
1.2622 |
0.0029 |
0.2% |
1.2668 |
| Range |
0.0104 |
0.0069 |
-0.0035 |
-33.7% |
0.0286 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
221,178 |
181,291 |
-39,887 |
-18.0% |
1,332,144 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2817 |
1.2789 |
1.2660 |
|
| R3 |
1.2748 |
1.2720 |
1.2641 |
|
| R2 |
1.2679 |
1.2679 |
1.2635 |
|
| R1 |
1.2651 |
1.2651 |
1.2628 |
1.2665 |
| PP |
1.2610 |
1.2610 |
1.2610 |
1.2618 |
| S1 |
1.2582 |
1.2582 |
1.2616 |
1.2596 |
| S2 |
1.2541 |
1.2541 |
1.2609 |
|
| S3 |
1.2472 |
1.2513 |
1.2603 |
|
| S4 |
1.2403 |
1.2444 |
1.2584 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3454 |
1.3347 |
1.2825 |
|
| R3 |
1.3168 |
1.3061 |
1.2747 |
|
| R2 |
1.2882 |
1.2882 |
1.2720 |
|
| R1 |
1.2775 |
1.2775 |
1.2694 |
1.2829 |
| PP |
1.2596 |
1.2596 |
1.2596 |
1.2623 |
| S1 |
1.2489 |
1.2489 |
1.2642 |
1.2543 |
| S2 |
1.2310 |
1.2310 |
1.2616 |
|
| S3 |
1.2024 |
1.2203 |
1.2589 |
|
| S4 |
1.1738 |
1.1917 |
1.2511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2703 |
1.2417 |
0.0286 |
2.3% |
0.0124 |
1.0% |
72% |
False |
False |
250,085 |
| 10 |
1.2740 |
1.2417 |
0.0323 |
2.6% |
0.0113 |
0.9% |
63% |
False |
False |
262,236 |
| 20 |
1.2759 |
1.2417 |
0.0342 |
2.7% |
0.0123 |
1.0% |
60% |
False |
False |
198,038 |
| 40 |
1.3050 |
1.2298 |
0.0752 |
6.0% |
0.0114 |
0.9% |
43% |
False |
False |
99,771 |
| 60 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0104 |
0.8% |
33% |
False |
False |
66,586 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0101 |
0.8% |
30% |
False |
False |
49,966 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0094 |
0.7% |
27% |
False |
False |
39,977 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0084 |
0.7% |
27% |
False |
False |
33,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2932 |
|
2.618 |
1.2820 |
|
1.618 |
1.2751 |
|
1.000 |
1.2708 |
|
0.618 |
1.2682 |
|
HIGH |
1.2639 |
|
0.618 |
1.2613 |
|
0.500 |
1.2605 |
|
0.382 |
1.2596 |
|
LOW |
1.2570 |
|
0.618 |
1.2527 |
|
1.000 |
1.2501 |
|
1.618 |
1.2458 |
|
2.618 |
1.2389 |
|
4.250 |
1.2277 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2616 |
1.2605 |
| PP |
1.2610 |
1.2587 |
| S1 |
1.2605 |
1.2570 |
|