CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2310 |
1.2265 |
-0.0045 |
-0.4% |
1.2132 |
| High |
1.2317 |
1.2338 |
0.0021 |
0.2% |
1.2397 |
| Low |
1.2233 |
1.2256 |
0.0023 |
0.2% |
1.2051 |
| Close |
1.2269 |
1.2313 |
0.0044 |
0.4% |
1.2317 |
| Range |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0346 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
180,407 |
219,756 |
39,349 |
21.8% |
1,477,229 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2548 |
1.2513 |
1.2358 |
|
| R3 |
1.2466 |
1.2431 |
1.2336 |
|
| R2 |
1.2384 |
1.2384 |
1.2328 |
|
| R1 |
1.2349 |
1.2349 |
1.2321 |
1.2367 |
| PP |
1.2302 |
1.2302 |
1.2302 |
1.2311 |
| S1 |
1.2267 |
1.2267 |
1.2305 |
1.2285 |
| S2 |
1.2220 |
1.2220 |
1.2298 |
|
| S3 |
1.2138 |
1.2185 |
1.2290 |
|
| S4 |
1.2056 |
1.2103 |
1.2268 |
|
|
| 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 |
1.2061 |
0.0336 |
2.7% |
0.0129 |
1.1% |
75% |
False |
False |
271,080 |
| 10 |
1.2397 |
1.2051 |
0.0346 |
2.8% |
0.0115 |
0.9% |
76% |
False |
False |
258,356 |
| 20 |
1.2639 |
1.2051 |
0.0588 |
4.8% |
0.0114 |
0.9% |
45% |
False |
False |
250,521 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.8% |
0.0120 |
1.0% |
37% |
False |
False |
219,883 |
| 60 |
1.3072 |
1.2051 |
0.1021 |
8.3% |
0.0114 |
0.9% |
26% |
False |
False |
147,004 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0106 |
0.9% |
21% |
False |
False |
110,304 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0103 |
0.8% |
19% |
False |
False |
88,264 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.8% |
0.0097 |
0.8% |
18% |
False |
False |
73,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2687 |
|
2.618 |
1.2553 |
|
1.618 |
1.2471 |
|
1.000 |
1.2420 |
|
0.618 |
1.2389 |
|
HIGH |
1.2338 |
|
0.618 |
1.2307 |
|
0.500 |
1.2297 |
|
0.382 |
1.2287 |
|
LOW |
1.2256 |
|
0.618 |
1.2205 |
|
1.000 |
1.2174 |
|
1.618 |
1.2123 |
|
2.618 |
1.2041 |
|
4.250 |
1.1908 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2308 |
1.2315 |
| PP |
1.2302 |
1.2314 |
| S1 |
1.2297 |
1.2314 |
|