CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2286 |
1.2132 |
-0.0154 |
-1.3% |
1.2256 |
| High |
1.2292 |
1.2154 |
-0.0138 |
-1.1% |
1.2335 |
| Low |
1.2153 |
1.2076 |
-0.0077 |
-0.6% |
1.2153 |
| Close |
1.2168 |
1.2135 |
-0.0033 |
-0.3% |
1.2168 |
| Range |
0.0139 |
0.0078 |
-0.0061 |
-43.9% |
0.0182 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
240,253 |
281,651 |
41,398 |
17.2% |
1,180,567 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2356 |
1.2323 |
1.2178 |
|
| R3 |
1.2278 |
1.2245 |
1.2156 |
|
| R2 |
1.2200 |
1.2200 |
1.2149 |
|
| R1 |
1.2167 |
1.2167 |
1.2142 |
1.2184 |
| PP |
1.2122 |
1.2122 |
1.2122 |
1.2130 |
| S1 |
1.2089 |
1.2089 |
1.2128 |
1.2106 |
| S2 |
1.2044 |
1.2044 |
1.2121 |
|
| S3 |
1.1966 |
1.2011 |
1.2114 |
|
| S4 |
1.1888 |
1.1933 |
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 |
1.2076 |
0.0259 |
2.1% |
0.0107 |
0.9% |
23% |
False |
True |
250,359 |
| 10 |
1.2345 |
1.2076 |
0.0269 |
2.2% |
0.0102 |
0.8% |
22% |
False |
True |
234,074 |
| 20 |
1.2703 |
1.2076 |
0.0627 |
5.2% |
0.0114 |
0.9% |
9% |
False |
True |
248,400 |
| 40 |
1.2759 |
1.2076 |
0.0683 |
5.6% |
0.0121 |
1.0% |
9% |
False |
True |
180,370 |
| 60 |
1.3292 |
1.2076 |
0.1216 |
10.0% |
0.0110 |
0.9% |
5% |
False |
True |
120,428 |
| 80 |
1.3390 |
1.2076 |
0.1314 |
10.8% |
0.0104 |
0.9% |
4% |
False |
True |
90,368 |
| 100 |
1.3396 |
1.2076 |
0.1320 |
10.9% |
0.0100 |
0.8% |
4% |
False |
True |
72,308 |
| 120 |
1.3500 |
1.2076 |
0.1424 |
11.7% |
0.0092 |
0.8% |
4% |
False |
True |
60,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2486 |
|
2.618 |
1.2358 |
|
1.618 |
1.2280 |
|
1.000 |
1.2232 |
|
0.618 |
1.2202 |
|
HIGH |
1.2154 |
|
0.618 |
1.2124 |
|
0.500 |
1.2115 |
|
0.382 |
1.2106 |
|
LOW |
1.2076 |
|
0.618 |
1.2028 |
|
1.000 |
1.1998 |
|
1.618 |
1.1950 |
|
2.618 |
1.1872 |
|
4.250 |
1.1745 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2128 |
1.2206 |
| PP |
1.2122 |
1.2182 |
| S1 |
1.2115 |
1.2159 |
|