CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2285 |
1.2310 |
0.0025 |
0.2% |
1.2132 |
| High |
1.2397 |
1.2317 |
-0.0080 |
-0.6% |
1.2397 |
| Low |
1.2247 |
1.2233 |
-0.0014 |
-0.1% |
1.2051 |
| Close |
1.2317 |
1.2269 |
-0.0048 |
-0.4% |
1.2317 |
| Range |
0.0150 |
0.0084 |
-0.0066 |
-44.0% |
0.0346 |
| ATR |
0.0122 |
0.0120 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
340,718 |
180,407 |
-160,311 |
-47.1% |
1,477,229 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2525 |
1.2481 |
1.2315 |
|
| R3 |
1.2441 |
1.2397 |
1.2292 |
|
| R2 |
1.2357 |
1.2357 |
1.2284 |
|
| R1 |
1.2313 |
1.2313 |
1.2277 |
1.2293 |
| PP |
1.2273 |
1.2273 |
1.2273 |
1.2263 |
| S1 |
1.2229 |
1.2229 |
1.2261 |
1.2209 |
| S2 |
1.2189 |
1.2189 |
1.2254 |
|
| S3 |
1.2105 |
1.2145 |
1.2246 |
|
| S4 |
1.2021 |
1.2061 |
1.2223 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3293 |
1.3151 |
1.2507 |
|
| R3 |
1.2947 |
1.2805 |
1.2412 |
|
| R2 |
1.2601 |
1.2601 |
1.2380 |
|
| R1 |
1.2459 |
1.2459 |
1.2349 |
1.2530 |
| PP |
1.2255 |
1.2255 |
1.2255 |
1.2291 |
| S1 |
1.2113 |
1.2113 |
1.2285 |
1.2184 |
| S2 |
1.1909 |
1.1909 |
1.2254 |
|
| S3 |
1.1563 |
1.1767 |
1.2222 |
|
| S4 |
1.1217 |
1.1421 |
1.2127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2397 |
1.2051 |
0.0346 |
2.8% |
0.0132 |
1.1% |
63% |
False |
False |
275,197 |
| 10 |
1.2397 |
1.2051 |
0.0346 |
2.8% |
0.0120 |
1.0% |
63% |
False |
False |
262,778 |
| 20 |
1.2682 |
1.2051 |
0.0631 |
5.1% |
0.0115 |
0.9% |
35% |
False |
False |
250,593 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.8% |
0.0121 |
1.0% |
31% |
False |
False |
214,507 |
| 60 |
1.3186 |
1.2051 |
0.1135 |
9.3% |
0.0115 |
0.9% |
19% |
False |
False |
143,344 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0106 |
0.9% |
18% |
False |
False |
107,559 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
11.0% |
0.0104 |
0.8% |
16% |
False |
False |
86,067 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.8% |
0.0096 |
0.8% |
15% |
False |
False |
71,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2674 |
|
2.618 |
1.2537 |
|
1.618 |
1.2453 |
|
1.000 |
1.2401 |
|
0.618 |
1.2369 |
|
HIGH |
1.2317 |
|
0.618 |
1.2285 |
|
0.500 |
1.2275 |
|
0.382 |
1.2265 |
|
LOW |
1.2233 |
|
0.618 |
1.2181 |
|
1.000 |
1.2149 |
|
1.618 |
1.2097 |
|
2.618 |
1.2013 |
|
4.250 |
1.1876 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2275 |
1.2266 |
| PP |
1.2273 |
1.2263 |
| S1 |
1.2271 |
1.2261 |
|