CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2125 |
1.2071 |
-0.0054 |
-0.4% |
1.2256 |
| High |
1.2147 |
1.2179 |
0.0032 |
0.3% |
1.2335 |
| Low |
1.2051 |
1.2061 |
0.0010 |
0.1% |
1.2153 |
| Close |
1.2071 |
1.2165 |
0.0094 |
0.8% |
1.2168 |
| Range |
0.0096 |
0.0118 |
0.0022 |
22.9% |
0.0182 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.3% |
0.0000 |
| Volume |
240,338 |
278,930 |
38,592 |
16.1% |
1,180,567 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2489 |
1.2445 |
1.2230 |
|
| R3 |
1.2371 |
1.2327 |
1.2197 |
|
| R2 |
1.2253 |
1.2253 |
1.2187 |
|
| R1 |
1.2209 |
1.2209 |
1.2176 |
1.2231 |
| PP |
1.2135 |
1.2135 |
1.2135 |
1.2146 |
| S1 |
1.2091 |
1.2091 |
1.2154 |
1.2113 |
| S2 |
1.2017 |
1.2017 |
1.2143 |
|
| S3 |
1.1899 |
1.1973 |
1.2133 |
|
| S4 |
1.1781 |
1.1855 |
1.2100 |
|
|
| 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 |
2.3% |
0.0106 |
0.9% |
40% |
False |
False |
258,703 |
| 10 |
1.2335 |
1.2051 |
0.0284 |
2.3% |
0.0104 |
0.9% |
40% |
False |
False |
240,877 |
| 20 |
1.2703 |
1.2051 |
0.0652 |
5.4% |
0.0115 |
0.9% |
17% |
False |
False |
250,154 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.8% |
0.0120 |
1.0% |
16% |
False |
False |
193,311 |
| 60 |
1.3292 |
1.2051 |
0.1241 |
10.2% |
0.0112 |
0.9% |
9% |
False |
False |
129,072 |
| 80 |
1.3377 |
1.2051 |
0.1326 |
10.9% |
0.0105 |
0.9% |
9% |
False |
False |
96,856 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
11.1% |
0.0101 |
0.8% |
8% |
False |
False |
77,500 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.9% |
0.0094 |
0.8% |
8% |
False |
False |
64,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2681 |
|
2.618 |
1.2488 |
|
1.618 |
1.2370 |
|
1.000 |
1.2297 |
|
0.618 |
1.2252 |
|
HIGH |
1.2179 |
|
0.618 |
1.2134 |
|
0.500 |
1.2120 |
|
0.382 |
1.2106 |
|
LOW |
1.2061 |
|
0.618 |
1.1988 |
|
1.000 |
1.1943 |
|
1.618 |
1.1870 |
|
2.618 |
1.1752 |
|
4.250 |
1.1560 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2150 |
1.2148 |
| PP |
1.2135 |
1.2132 |
| S1 |
1.2120 |
1.2115 |
|