CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2256 |
1.2281 |
0.0025 |
0.2% |
1.2280 |
| High |
1.2301 |
1.2327 |
0.0026 |
0.2% |
1.2345 |
| Low |
1.2184 |
1.2200 |
0.0016 |
0.1% |
1.2171 |
| Close |
1.2286 |
1.2297 |
0.0011 |
0.1% |
1.2251 |
| Range |
0.0117 |
0.0127 |
0.0010 |
8.5% |
0.0174 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.7% |
0.0000 |
| Volume |
210,420 |
263,979 |
53,559 |
25.5% |
1,095,140 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2603 |
1.2367 |
|
| R3 |
1.2529 |
1.2476 |
1.2332 |
|
| R2 |
1.2402 |
1.2402 |
1.2320 |
|
| R1 |
1.2349 |
1.2349 |
1.2309 |
1.2376 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2288 |
| S1 |
1.2222 |
1.2222 |
1.2285 |
1.2249 |
| S2 |
1.2148 |
1.2148 |
1.2274 |
|
| S3 |
1.2021 |
1.2095 |
1.2262 |
|
| S4 |
1.1894 |
1.1968 |
1.2227 |
|
|
| 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 |
1.2327 |
1.2171 |
0.0156 |
1.3% |
0.0102 |
0.8% |
81% |
True |
False |
225,889 |
| 10 |
1.2639 |
1.2171 |
0.0468 |
3.8% |
0.0114 |
0.9% |
27% |
False |
False |
242,687 |
| 20 |
1.2741 |
1.2171 |
0.0570 |
4.6% |
0.0118 |
1.0% |
22% |
False |
False |
258,626 |
| 40 |
1.2838 |
1.2171 |
0.0667 |
5.4% |
0.0123 |
1.0% |
19% |
False |
False |
155,756 |
| 60 |
1.3292 |
1.2171 |
0.1121 |
9.1% |
0.0108 |
0.9% |
11% |
False |
False |
103,976 |
| 80 |
1.3396 |
1.2171 |
0.1225 |
10.0% |
0.0104 |
0.8% |
10% |
False |
False |
78,024 |
| 100 |
1.3493 |
1.2171 |
0.1322 |
10.8% |
0.0098 |
0.8% |
10% |
False |
False |
62,431 |
| 120 |
1.3500 |
1.2171 |
0.1329 |
10.8% |
0.0091 |
0.7% |
9% |
False |
False |
52,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2867 |
|
2.618 |
1.2659 |
|
1.618 |
1.2532 |
|
1.000 |
1.2454 |
|
0.618 |
1.2405 |
|
HIGH |
1.2327 |
|
0.618 |
1.2278 |
|
0.500 |
1.2264 |
|
0.382 |
1.2249 |
|
LOW |
1.2200 |
|
0.618 |
1.2122 |
|
1.000 |
1.2073 |
|
1.618 |
1.1995 |
|
2.618 |
1.1868 |
|
4.250 |
1.1660 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2286 |
1.2281 |
| PP |
1.2275 |
1.2265 |
| S1 |
1.2264 |
1.2249 |
|