CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2211 |
1.2256 |
0.0045 |
0.4% |
1.2280 |
| High |
1.2267 |
1.2301 |
0.0034 |
0.3% |
1.2345 |
| Low |
1.2171 |
1.2184 |
0.0013 |
0.1% |
1.2171 |
| Close |
1.2251 |
1.2286 |
0.0035 |
0.3% |
1.2251 |
| Range |
0.0096 |
0.0117 |
0.0021 |
21.9% |
0.0174 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.1% |
0.0000 |
| Volume |
224,360 |
210,420 |
-13,940 |
-6.2% |
1,095,140 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2608 |
1.2564 |
1.2350 |
|
| R3 |
1.2491 |
1.2447 |
1.2318 |
|
| R2 |
1.2374 |
1.2374 |
1.2307 |
|
| R1 |
1.2330 |
1.2330 |
1.2297 |
1.2352 |
| PP |
1.2257 |
1.2257 |
1.2257 |
1.2268 |
| S1 |
1.2213 |
1.2213 |
1.2275 |
1.2235 |
| S2 |
1.2140 |
1.2140 |
1.2265 |
|
| S3 |
1.2023 |
1.2096 |
1.2254 |
|
| S4 |
1.1906 |
1.1979 |
1.2222 |
|
|
| 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% |
0.0096 |
0.8% |
66% |
False |
False |
217,788 |
| 10 |
1.2682 |
1.2171 |
0.0511 |
4.2% |
0.0111 |
0.9% |
23% |
False |
False |
238,407 |
| 20 |
1.2759 |
1.2171 |
0.0588 |
4.8% |
0.0121 |
1.0% |
20% |
False |
False |
260,463 |
| 40 |
1.2838 |
1.2171 |
0.0667 |
5.4% |
0.0123 |
1.0% |
17% |
False |
False |
149,185 |
| 60 |
1.3292 |
1.2171 |
0.1121 |
9.1% |
0.0108 |
0.9% |
10% |
False |
False |
99,581 |
| 80 |
1.3396 |
1.2171 |
0.1225 |
10.0% |
0.0104 |
0.8% |
9% |
False |
False |
74,725 |
| 100 |
1.3500 |
1.2171 |
0.1329 |
10.8% |
0.0098 |
0.8% |
9% |
False |
False |
59,792 |
| 120 |
1.3500 |
1.2171 |
0.1329 |
10.8% |
0.0090 |
0.7% |
9% |
False |
False |
49,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2798 |
|
2.618 |
1.2607 |
|
1.618 |
1.2490 |
|
1.000 |
1.2418 |
|
0.618 |
1.2373 |
|
HIGH |
1.2301 |
|
0.618 |
1.2256 |
|
0.500 |
1.2243 |
|
0.382 |
1.2229 |
|
LOW |
1.2184 |
|
0.618 |
1.2112 |
|
1.000 |
1.2067 |
|
1.618 |
1.1995 |
|
2.618 |
1.1878 |
|
4.250 |
1.1687 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2272 |
1.2269 |
| PP |
1.2257 |
1.2253 |
| S1 |
1.2243 |
1.2236 |
|