CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2132 |
1.2125 |
-0.0007 |
-0.1% |
1.2256 |
| High |
1.2154 |
1.2147 |
-0.0007 |
-0.1% |
1.2335 |
| Low |
1.2076 |
1.2051 |
-0.0025 |
-0.2% |
1.2153 |
| Close |
1.2135 |
1.2071 |
-0.0064 |
-0.5% |
1.2168 |
| Range |
0.0078 |
0.0096 |
0.0018 |
23.1% |
0.0182 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
281,651 |
240,338 |
-41,313 |
-14.7% |
1,180,567 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2378 |
1.2320 |
1.2124 |
|
| R3 |
1.2282 |
1.2224 |
1.2097 |
|
| R2 |
1.2186 |
1.2186 |
1.2089 |
|
| R1 |
1.2128 |
1.2128 |
1.2080 |
1.2109 |
| PP |
1.2090 |
1.2090 |
1.2090 |
1.2080 |
| S1 |
1.2032 |
1.2032 |
1.2062 |
1.2013 |
| S2 |
1.1994 |
1.1994 |
1.2053 |
|
| S3 |
1.1898 |
1.1936 |
1.2045 |
|
| S4 |
1.1802 |
1.1840 |
1.2018 |
|
|
| 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 |
1.2051 |
0.0284 |
2.4% |
0.0101 |
0.8% |
7% |
False |
True |
245,631 |
| 10 |
1.2335 |
1.2051 |
0.0284 |
2.4% |
0.0101 |
0.8% |
7% |
False |
True |
235,760 |
| 20 |
1.2703 |
1.2051 |
0.0652 |
5.4% |
0.0114 |
0.9% |
3% |
False |
True |
249,789 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.9% |
0.0121 |
1.0% |
3% |
False |
True |
186,351 |
| 60 |
1.3292 |
1.2051 |
0.1241 |
10.3% |
0.0110 |
0.9% |
2% |
False |
True |
124,425 |
| 80 |
1.3390 |
1.2051 |
0.1339 |
11.1% |
0.0105 |
0.9% |
1% |
False |
True |
93,371 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
11.1% |
0.0100 |
0.8% |
1% |
False |
True |
74,711 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
12.0% |
0.0093 |
0.8% |
1% |
False |
True |
62,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2555 |
|
2.618 |
1.2398 |
|
1.618 |
1.2302 |
|
1.000 |
1.2243 |
|
0.618 |
1.2206 |
|
HIGH |
1.2147 |
|
0.618 |
1.2110 |
|
0.500 |
1.2099 |
|
0.382 |
1.2088 |
|
LOW |
1.2051 |
|
0.618 |
1.1992 |
|
1.000 |
1.1955 |
|
1.618 |
1.1896 |
|
2.618 |
1.1800 |
|
4.250 |
1.1643 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2099 |
1.2172 |
| PP |
1.2090 |
1.2138 |
| S1 |
1.2080 |
1.2105 |
|