CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2408 |
1.2280 |
-0.0128 |
-1.0% |
1.2678 |
| High |
1.2414 |
1.2336 |
-0.0078 |
-0.6% |
1.2682 |
| Low |
1.2271 |
1.2266 |
-0.0005 |
0.0% |
1.2271 |
| Close |
1.2283 |
1.2321 |
0.0038 |
0.3% |
1.2283 |
| Range |
0.0143 |
0.0070 |
-0.0073 |
-51.0% |
0.0411 |
| ATR |
0.0129 |
0.0125 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
286,182 |
216,618 |
-69,564 |
-24.3% |
1,078,517 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2518 |
1.2489 |
1.2360 |
|
| R3 |
1.2448 |
1.2419 |
1.2340 |
|
| R2 |
1.2378 |
1.2378 |
1.2334 |
|
| R1 |
1.2349 |
1.2349 |
1.2327 |
1.2364 |
| PP |
1.2308 |
1.2308 |
1.2308 |
1.2315 |
| S1 |
1.2279 |
1.2279 |
1.2315 |
1.2294 |
| S2 |
1.2238 |
1.2238 |
1.2308 |
|
| S3 |
1.2168 |
1.2209 |
1.2302 |
|
| S4 |
1.2098 |
1.2139 |
1.2283 |
|
|
| 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 |
1.2682 |
1.2266 |
0.0416 |
3.4% |
0.0126 |
1.0% |
13% |
False |
True |
259,027 |
| 10 |
1.2703 |
1.2266 |
0.0437 |
3.5% |
0.0126 |
1.0% |
13% |
False |
True |
262,727 |
| 20 |
1.2759 |
1.2266 |
0.0493 |
4.0% |
0.0126 |
1.0% |
11% |
False |
True |
239,957 |
| 40 |
1.2964 |
1.2266 |
0.0698 |
5.7% |
0.0121 |
1.0% |
8% |
False |
True |
122,052 |
| 60 |
1.3292 |
1.2266 |
0.1026 |
8.3% |
0.0107 |
0.9% |
5% |
False |
True |
81,457 |
| 80 |
1.3396 |
1.2266 |
0.1130 |
9.2% |
0.0103 |
0.8% |
5% |
False |
True |
61,122 |
| 100 |
1.3500 |
1.2266 |
0.1234 |
10.0% |
0.0096 |
0.8% |
4% |
False |
True |
48,903 |
| 120 |
1.3500 |
1.2266 |
0.1234 |
10.0% |
0.0087 |
0.7% |
4% |
False |
True |
40,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2634 |
|
2.618 |
1.2519 |
|
1.618 |
1.2449 |
|
1.000 |
1.2406 |
|
0.618 |
1.2379 |
|
HIGH |
1.2336 |
|
0.618 |
1.2309 |
|
0.500 |
1.2301 |
|
0.382 |
1.2293 |
|
LOW |
1.2266 |
|
0.618 |
1.2223 |
|
1.000 |
1.2196 |
|
1.618 |
1.2153 |
|
2.618 |
1.2083 |
|
4.250 |
1.1969 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2314 |
1.2443 |
| PP |
1.2308 |
1.2402 |
| S1 |
1.2301 |
1.2362 |
|