CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2251 |
1.2211 |
-0.0040 |
-0.3% |
1.2280 |
| High |
1.2259 |
1.2267 |
0.0008 |
0.1% |
1.2345 |
| Low |
1.2176 |
1.2171 |
-0.0005 |
0.0% |
1.2171 |
| Close |
1.2206 |
1.2251 |
0.0045 |
0.4% |
1.2251 |
| Range |
0.0083 |
0.0096 |
0.0013 |
15.7% |
0.0174 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
202,924 |
224,360 |
21,436 |
10.6% |
1,095,140 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2518 |
1.2480 |
1.2304 |
|
| R3 |
1.2422 |
1.2384 |
1.2277 |
|
| R2 |
1.2326 |
1.2326 |
1.2269 |
|
| R1 |
1.2288 |
1.2288 |
1.2260 |
1.2307 |
| PP |
1.2230 |
1.2230 |
1.2230 |
1.2239 |
| S1 |
1.2192 |
1.2192 |
1.2242 |
1.2211 |
| S2 |
1.2134 |
1.2134 |
1.2233 |
|
| S3 |
1.2038 |
1.2096 |
1.2225 |
|
| S4 |
1.1942 |
1.2000 |
1.2198 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2778 |
1.2688 |
1.2347 |
|
| R3 |
1.2604 |
1.2514 |
1.2299 |
|
| R2 |
1.2430 |
1.2430 |
1.2283 |
|
| R1 |
1.2340 |
1.2340 |
1.2267 |
1.2298 |
| PP |
1.2256 |
1.2256 |
1.2256 |
1.2235 |
| S1 |
1.2166 |
1.2166 |
1.2235 |
1.2124 |
| S2 |
1.2082 |
1.2082 |
1.2219 |
|
| S3 |
1.1908 |
1.1992 |
1.2203 |
|
| S4 |
1.1734 |
1.1818 |
1.2155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2345 |
1.2171 |
0.0174 |
1.4% |
0.0087 |
0.7% |
46% |
False |
True |
219,028 |
| 10 |
1.2703 |
1.2171 |
0.0532 |
4.3% |
0.0126 |
1.0% |
15% |
False |
True |
255,067 |
| 20 |
1.2759 |
1.2171 |
0.0588 |
4.8% |
0.0119 |
1.0% |
14% |
False |
True |
260,467 |
| 40 |
1.2838 |
1.2171 |
0.0667 |
5.4% |
0.0122 |
1.0% |
12% |
False |
True |
143,945 |
| 60 |
1.3292 |
1.2171 |
0.1121 |
9.2% |
0.0107 |
0.9% |
7% |
False |
True |
96,084 |
| 80 |
1.3396 |
1.2171 |
0.1225 |
10.0% |
0.0103 |
0.8% |
7% |
False |
True |
72,097 |
| 100 |
1.3500 |
1.2171 |
0.1329 |
10.8% |
0.0097 |
0.8% |
6% |
False |
True |
57,688 |
| 120 |
1.3500 |
1.2171 |
0.1329 |
10.8% |
0.0090 |
0.7% |
6% |
False |
True |
48,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2675 |
|
2.618 |
1.2518 |
|
1.618 |
1.2422 |
|
1.000 |
1.2363 |
|
0.618 |
1.2326 |
|
HIGH |
1.2267 |
|
0.618 |
1.2230 |
|
0.500 |
1.2219 |
|
0.382 |
1.2208 |
|
LOW |
1.2171 |
|
0.618 |
1.2112 |
|
1.000 |
1.2075 |
|
1.618 |
1.2016 |
|
2.618 |
1.1920 |
|
4.250 |
1.1763 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2240 |
1.2247 |
| PP |
1.2230 |
1.2243 |
| S1 |
1.2219 |
1.2240 |
|