CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2281 |
1.2300 |
0.0019 |
0.2% |
1.2280 |
| High |
1.2327 |
1.2317 |
-0.0010 |
-0.1% |
1.2345 |
| Low |
1.2200 |
1.2225 |
0.0025 |
0.2% |
1.2171 |
| Close |
1.2297 |
1.2272 |
-0.0025 |
-0.2% |
1.2251 |
| Range |
0.0127 |
0.0092 |
-0.0035 |
-27.6% |
0.0174 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
263,979 |
213,571 |
-50,408 |
-19.1% |
1,095,140 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2547 |
1.2502 |
1.2323 |
|
| R3 |
1.2455 |
1.2410 |
1.2297 |
|
| R2 |
1.2363 |
1.2363 |
1.2289 |
|
| R1 |
1.2318 |
1.2318 |
1.2280 |
1.2295 |
| PP |
1.2271 |
1.2271 |
1.2271 |
1.2260 |
| S1 |
1.2226 |
1.2226 |
1.2264 |
1.2203 |
| S2 |
1.2179 |
1.2179 |
1.2255 |
|
| S3 |
1.2087 |
1.2134 |
1.2247 |
|
| S4 |
1.1995 |
1.2042 |
1.2221 |
|
|
| 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% |
0.0103 |
0.8% |
65% |
False |
False |
223,050 |
| 10 |
1.2619 |
1.2171 |
0.0448 |
3.7% |
0.0116 |
0.9% |
23% |
False |
False |
245,915 |
| 20 |
1.2740 |
1.2171 |
0.0569 |
4.6% |
0.0114 |
0.9% |
18% |
False |
False |
254,075 |
| 40 |
1.2824 |
1.2171 |
0.0653 |
5.3% |
0.0122 |
1.0% |
15% |
False |
False |
161,071 |
| 60 |
1.3292 |
1.2171 |
0.1121 |
9.1% |
0.0108 |
0.9% |
9% |
False |
False |
107,530 |
| 80 |
1.3396 |
1.2171 |
0.1225 |
10.0% |
0.0103 |
0.8% |
8% |
False |
False |
80,693 |
| 100 |
1.3493 |
1.2171 |
0.1322 |
10.8% |
0.0099 |
0.8% |
8% |
False |
False |
64,566 |
| 120 |
1.3500 |
1.2171 |
0.1329 |
10.8% |
0.0091 |
0.7% |
8% |
False |
False |
53,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2708 |
|
2.618 |
1.2558 |
|
1.618 |
1.2466 |
|
1.000 |
1.2409 |
|
0.618 |
1.2374 |
|
HIGH |
1.2317 |
|
0.618 |
1.2282 |
|
0.500 |
1.2271 |
|
0.382 |
1.2260 |
|
LOW |
1.2225 |
|
0.618 |
1.2168 |
|
1.000 |
1.2133 |
|
1.618 |
1.2076 |
|
2.618 |
1.1984 |
|
4.250 |
1.1834 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2272 |
1.2267 |
| PP |
1.2271 |
1.2261 |
| S1 |
1.2271 |
1.2256 |
|