CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2300 |
1.2292 |
-0.0008 |
-0.1% |
1.2280 |
| High |
1.2317 |
1.2335 |
0.0018 |
0.1% |
1.2345 |
| Low |
1.2225 |
1.2237 |
0.0012 |
0.1% |
1.2171 |
| Close |
1.2272 |
1.2287 |
0.0015 |
0.1% |
1.2251 |
| Range |
0.0092 |
0.0098 |
0.0006 |
6.5% |
0.0174 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
213,571 |
252,344 |
38,773 |
18.2% |
1,095,140 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2580 |
1.2532 |
1.2341 |
|
| R3 |
1.2482 |
1.2434 |
1.2314 |
|
| R2 |
1.2384 |
1.2384 |
1.2305 |
|
| R1 |
1.2336 |
1.2336 |
1.2296 |
1.2311 |
| PP |
1.2286 |
1.2286 |
1.2286 |
1.2274 |
| S1 |
1.2238 |
1.2238 |
1.2278 |
1.2213 |
| S2 |
1.2188 |
1.2188 |
1.2269 |
|
| S3 |
1.2090 |
1.2140 |
1.2260 |
|
| S4 |
1.1992 |
1.2042 |
1.2233 |
|
|
| 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 |
1.2335 |
1.2171 |
0.0164 |
1.3% |
0.0106 |
0.9% |
71% |
True |
False |
232,934 |
| 10 |
1.2414 |
1.2171 |
0.0243 |
2.0% |
0.0101 |
0.8% |
48% |
False |
False |
232,163 |
| 20 |
1.2711 |
1.2171 |
0.0540 |
4.4% |
0.0115 |
0.9% |
21% |
False |
False |
252,120 |
| 40 |
1.2759 |
1.2171 |
0.0588 |
4.8% |
0.0121 |
1.0% |
20% |
False |
False |
167,369 |
| 60 |
1.3292 |
1.2171 |
0.1121 |
9.1% |
0.0109 |
0.9% |
10% |
False |
False |
111,731 |
| 80 |
1.3390 |
1.2171 |
0.1219 |
9.9% |
0.0103 |
0.8% |
10% |
False |
False |
83,846 |
| 100 |
1.3450 |
1.2171 |
0.1279 |
10.4% |
0.0099 |
0.8% |
9% |
False |
False |
67,089 |
| 120 |
1.3500 |
1.2171 |
0.1329 |
10.8% |
0.0091 |
0.7% |
9% |
False |
False |
55,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2752 |
|
2.618 |
1.2592 |
|
1.618 |
1.2494 |
|
1.000 |
1.2433 |
|
0.618 |
1.2396 |
|
HIGH |
1.2335 |
|
0.618 |
1.2298 |
|
0.500 |
1.2286 |
|
0.382 |
1.2274 |
|
LOW |
1.2237 |
|
0.618 |
1.2176 |
|
1.000 |
1.2139 |
|
1.618 |
1.2078 |
|
2.618 |
1.1980 |
|
4.250 |
1.1821 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2287 |
1.2281 |
| PP |
1.2286 |
1.2274 |
| S1 |
1.2286 |
1.2268 |
|