CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2596 |
1.2598 |
0.0002 |
0.0% |
1.2564 |
| High |
1.2639 |
1.2619 |
-0.0020 |
-0.2% |
1.2703 |
| Low |
1.2570 |
1.2374 |
-0.0196 |
-1.6% |
1.2417 |
| Close |
1.2622 |
1.2401 |
-0.0221 |
-1.8% |
1.2668 |
| Range |
0.0069 |
0.0245 |
0.0176 |
255.1% |
0.0286 |
| ATR |
0.0119 |
0.0128 |
0.0009 |
7.8% |
0.0000 |
| Volume |
181,291 |
389,866 |
208,575 |
115.0% |
1,332,144 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3200 |
1.3045 |
1.2536 |
|
| R3 |
1.2955 |
1.2800 |
1.2468 |
|
| R2 |
1.2710 |
1.2710 |
1.2446 |
|
| R1 |
1.2555 |
1.2555 |
1.2423 |
1.2510 |
| PP |
1.2465 |
1.2465 |
1.2465 |
1.2442 |
| S1 |
1.2310 |
1.2310 |
1.2379 |
1.2265 |
| S2 |
1.2220 |
1.2220 |
1.2356 |
|
| S3 |
1.1975 |
1.2065 |
1.2334 |
|
| S4 |
1.1730 |
1.1820 |
1.2266 |
|
|
| 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 |
1.2374 |
0.0329 |
2.7% |
0.0161 |
1.3% |
8% |
False |
True |
289,008 |
| 10 |
1.2711 |
1.2374 |
0.0337 |
2.7% |
0.0128 |
1.0% |
8% |
False |
True |
272,078 |
| 20 |
1.2759 |
1.2374 |
0.0385 |
3.1% |
0.0128 |
1.0% |
7% |
False |
True |
217,020 |
| 40 |
1.3010 |
1.2298 |
0.0712 |
5.7% |
0.0119 |
1.0% |
14% |
False |
False |
109,504 |
| 60 |
1.3292 |
1.2298 |
0.0994 |
8.0% |
0.0106 |
0.9% |
10% |
False |
False |
73,083 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.9% |
0.0102 |
0.8% |
9% |
False |
False |
54,839 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.7% |
0.0096 |
0.8% |
9% |
False |
False |
43,876 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.7% |
0.0086 |
0.7% |
9% |
False |
False |
36,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3660 |
|
2.618 |
1.3260 |
|
1.618 |
1.3015 |
|
1.000 |
1.2864 |
|
0.618 |
1.2770 |
|
HIGH |
1.2619 |
|
0.618 |
1.2525 |
|
0.500 |
1.2497 |
|
0.382 |
1.2468 |
|
LOW |
1.2374 |
|
0.618 |
1.2223 |
|
1.000 |
1.2129 |
|
1.618 |
1.1978 |
|
2.618 |
1.1733 |
|
4.250 |
1.1333 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2497 |
1.2528 |
| PP |
1.2465 |
1.2486 |
| S1 |
1.2433 |
1.2443 |
|