CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2292 |
1.2286 |
-0.0006 |
0.0% |
1.2256 |
| High |
1.2335 |
1.2292 |
-0.0043 |
-0.3% |
1.2335 |
| Low |
1.2237 |
1.2153 |
-0.0084 |
-0.7% |
1.2153 |
| Close |
1.2287 |
1.2168 |
-0.0119 |
-1.0% |
1.2168 |
| Range |
0.0098 |
0.0139 |
0.0041 |
41.8% |
0.0182 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.6% |
0.0000 |
| Volume |
252,344 |
240,253 |
-12,091 |
-4.8% |
1,180,567 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2621 |
1.2534 |
1.2244 |
|
| R3 |
1.2482 |
1.2395 |
1.2206 |
|
| R2 |
1.2343 |
1.2343 |
1.2193 |
|
| R1 |
1.2256 |
1.2256 |
1.2181 |
1.2230 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2192 |
| S1 |
1.2117 |
1.2117 |
1.2155 |
1.2091 |
| S2 |
1.2065 |
1.2065 |
1.2143 |
|
| S3 |
1.1926 |
1.1978 |
1.2130 |
|
| S4 |
1.1787 |
1.1839 |
1.2092 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2765 |
1.2648 |
1.2268 |
|
| R3 |
1.2583 |
1.2466 |
1.2218 |
|
| R2 |
1.2401 |
1.2401 |
1.2201 |
|
| R1 |
1.2284 |
1.2284 |
1.2185 |
1.2252 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2202 |
| S1 |
1.2102 |
1.2102 |
1.2151 |
1.2070 |
| S2 |
1.2037 |
1.2037 |
1.2135 |
|
| S3 |
1.1855 |
1.1920 |
1.2118 |
|
| S4 |
1.1673 |
1.1738 |
1.2068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2335 |
1.2153 |
0.0182 |
1.5% |
0.0115 |
0.9% |
8% |
False |
True |
236,113 |
| 10 |
1.2345 |
1.2153 |
0.0192 |
1.6% |
0.0101 |
0.8% |
8% |
False |
True |
227,570 |
| 20 |
1.2703 |
1.2153 |
0.0550 |
4.5% |
0.0113 |
0.9% |
3% |
False |
True |
246,663 |
| 40 |
1.2759 |
1.2153 |
0.0606 |
5.0% |
0.0121 |
1.0% |
2% |
False |
True |
173,359 |
| 60 |
1.3292 |
1.2153 |
0.1139 |
9.4% |
0.0110 |
0.9% |
1% |
False |
True |
115,735 |
| 80 |
1.3390 |
1.2153 |
0.1237 |
10.2% |
0.0104 |
0.9% |
1% |
False |
True |
86,848 |
| 100 |
1.3396 |
1.2153 |
0.1243 |
10.2% |
0.0099 |
0.8% |
1% |
False |
True |
69,492 |
| 120 |
1.3500 |
1.2153 |
0.1347 |
11.1% |
0.0093 |
0.8% |
1% |
False |
True |
57,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2883 |
|
2.618 |
1.2656 |
|
1.618 |
1.2517 |
|
1.000 |
1.2431 |
|
0.618 |
1.2378 |
|
HIGH |
1.2292 |
|
0.618 |
1.2239 |
|
0.500 |
1.2223 |
|
0.382 |
1.2206 |
|
LOW |
1.2153 |
|
0.618 |
1.2067 |
|
1.000 |
1.2014 |
|
1.618 |
1.1928 |
|
2.618 |
1.1789 |
|
4.250 |
1.1562 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2223 |
1.2244 |
| PP |
1.2204 |
1.2219 |
| S1 |
1.2186 |
1.2193 |
|