CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2598 |
1.2408 |
-0.0190 |
-1.5% |
1.2678 |
| High |
1.2619 |
1.2414 |
-0.0205 |
-1.6% |
1.2682 |
| Low |
1.2374 |
1.2271 |
-0.0103 |
-0.8% |
1.2271 |
| Close |
1.2401 |
1.2283 |
-0.0118 |
-1.0% |
1.2283 |
| Range |
0.0245 |
0.0143 |
-0.0102 |
-41.6% |
0.0411 |
| ATR |
0.0128 |
0.0129 |
0.0001 |
0.8% |
0.0000 |
| Volume |
389,866 |
286,182 |
-103,684 |
-26.6% |
1,078,517 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2752 |
1.2660 |
1.2362 |
|
| R3 |
1.2609 |
1.2517 |
1.2322 |
|
| R2 |
1.2466 |
1.2466 |
1.2309 |
|
| R1 |
1.2374 |
1.2374 |
1.2296 |
1.2349 |
| PP |
1.2323 |
1.2323 |
1.2323 |
1.2310 |
| S1 |
1.2231 |
1.2231 |
1.2270 |
1.2206 |
| S2 |
1.2180 |
1.2180 |
1.2257 |
|
| S3 |
1.2037 |
1.2088 |
1.2244 |
|
| S4 |
1.1894 |
1.1945 |
1.2204 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3375 |
1.2509 |
|
| R3 |
1.3234 |
1.2964 |
1.2396 |
|
| R2 |
1.2823 |
1.2823 |
1.2358 |
|
| R1 |
1.2553 |
1.2553 |
1.2321 |
1.2483 |
| PP |
1.2412 |
1.2412 |
1.2412 |
1.2377 |
| S1 |
1.2142 |
1.2142 |
1.2245 |
1.2072 |
| S2 |
1.2001 |
1.2001 |
1.2208 |
|
| S3 |
1.1590 |
1.1731 |
1.2170 |
|
| S4 |
1.1179 |
1.1320 |
1.2057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2703 |
1.2271 |
0.0432 |
3.5% |
0.0166 |
1.3% |
3% |
False |
True |
291,107 |
| 10 |
1.2703 |
1.2271 |
0.0432 |
3.5% |
0.0126 |
1.0% |
3% |
False |
True |
265,756 |
| 20 |
1.2759 |
1.2271 |
0.0488 |
4.0% |
0.0131 |
1.1% |
2% |
False |
True |
230,712 |
| 40 |
1.2989 |
1.2271 |
0.0718 |
5.8% |
0.0120 |
1.0% |
2% |
False |
True |
116,649 |
| 60 |
1.3292 |
1.2271 |
0.1021 |
8.3% |
0.0108 |
0.9% |
1% |
False |
True |
77,847 |
| 80 |
1.3396 |
1.2271 |
0.1125 |
9.2% |
0.0103 |
0.8% |
1% |
False |
True |
58,415 |
| 100 |
1.3500 |
1.2271 |
0.1229 |
10.0% |
0.0097 |
0.8% |
1% |
False |
True |
46,737 |
| 120 |
1.3500 |
1.2271 |
0.1229 |
10.0% |
0.0087 |
0.7% |
1% |
False |
True |
38,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3022 |
|
2.618 |
1.2788 |
|
1.618 |
1.2645 |
|
1.000 |
1.2557 |
|
0.618 |
1.2502 |
|
HIGH |
1.2414 |
|
0.618 |
1.2359 |
|
0.500 |
1.2343 |
|
0.382 |
1.2326 |
|
LOW |
1.2271 |
|
0.618 |
1.2183 |
|
1.000 |
1.2128 |
|
1.618 |
1.2040 |
|
2.618 |
1.1897 |
|
4.250 |
1.1663 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2343 |
1.2455 |
| PP |
1.2323 |
1.2398 |
| S1 |
1.2303 |
1.2340 |
|