CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2261 |
1.2251 |
-0.0010 |
-0.1% |
1.2678 |
| High |
1.2308 |
1.2259 |
-0.0049 |
-0.4% |
1.2682 |
| Low |
1.2222 |
1.2176 |
-0.0046 |
-0.4% |
1.2271 |
| Close |
1.2232 |
1.2206 |
-0.0026 |
-0.2% |
1.2283 |
| Range |
0.0086 |
0.0083 |
-0.0003 |
-3.5% |
0.0411 |
| ATR |
0.0120 |
0.0118 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
227,766 |
202,924 |
-24,842 |
-10.9% |
1,078,517 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2463 |
1.2417 |
1.2252 |
|
| R3 |
1.2380 |
1.2334 |
1.2229 |
|
| R2 |
1.2297 |
1.2297 |
1.2221 |
|
| R1 |
1.2251 |
1.2251 |
1.2214 |
1.2233 |
| PP |
1.2214 |
1.2214 |
1.2214 |
1.2204 |
| S1 |
1.2168 |
1.2168 |
1.2198 |
1.2150 |
| S2 |
1.2131 |
1.2131 |
1.2191 |
|
| S3 |
1.2048 |
1.2085 |
1.2183 |
|
| S4 |
1.1965 |
1.2002 |
1.2160 |
|
|
| 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 |
1.2414 |
1.2176 |
0.0238 |
1.9% |
0.0096 |
0.8% |
13% |
False |
True |
231,392 |
| 10 |
1.2703 |
1.2176 |
0.0527 |
4.3% |
0.0128 |
1.1% |
6% |
False |
True |
260,200 |
| 20 |
1.2759 |
1.2176 |
0.0583 |
4.8% |
0.0119 |
1.0% |
5% |
False |
True |
256,684 |
| 40 |
1.2838 |
1.2176 |
0.0662 |
5.4% |
0.0121 |
1.0% |
5% |
False |
True |
138,364 |
| 60 |
1.3292 |
1.2176 |
0.1116 |
9.1% |
0.0107 |
0.9% |
3% |
False |
True |
92,350 |
| 80 |
1.3396 |
1.2176 |
0.1220 |
10.0% |
0.0103 |
0.8% |
2% |
False |
True |
69,294 |
| 100 |
1.3500 |
1.2176 |
0.1324 |
10.8% |
0.0096 |
0.8% |
2% |
False |
True |
55,444 |
| 120 |
1.3500 |
1.2176 |
0.1324 |
10.8% |
0.0089 |
0.7% |
2% |
False |
True |
46,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2612 |
|
2.618 |
1.2476 |
|
1.618 |
1.2393 |
|
1.000 |
1.2342 |
|
0.618 |
1.2310 |
|
HIGH |
1.2259 |
|
0.618 |
1.2227 |
|
0.500 |
1.2218 |
|
0.382 |
1.2208 |
|
LOW |
1.2176 |
|
0.618 |
1.2125 |
|
1.000 |
1.2093 |
|
1.618 |
1.2042 |
|
2.618 |
1.1959 |
|
4.250 |
1.1823 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2218 |
1.2261 |
| PP |
1.2214 |
1.2242 |
| S1 |
1.2210 |
1.2224 |
|