CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2265 |
1.2306 |
0.0041 |
0.3% |
1.2132 |
| High |
1.2338 |
1.2344 |
0.0006 |
0.0% |
1.2397 |
| Low |
1.2256 |
1.2225 |
-0.0031 |
-0.3% |
1.2051 |
| Close |
1.2313 |
1.2243 |
-0.0070 |
-0.6% |
1.2317 |
| Range |
0.0082 |
0.0119 |
0.0037 |
45.1% |
0.0346 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.1% |
0.0000 |
| Volume |
219,756 |
209,939 |
-9,817 |
-4.5% |
1,477,229 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2628 |
1.2554 |
1.2308 |
|
| R3 |
1.2509 |
1.2435 |
1.2276 |
|
| R2 |
1.2390 |
1.2390 |
1.2265 |
|
| R1 |
1.2316 |
1.2316 |
1.2254 |
1.2294 |
| PP |
1.2271 |
1.2271 |
1.2271 |
1.2259 |
| S1 |
1.2197 |
1.2197 |
1.2232 |
1.2175 |
| S2 |
1.2152 |
1.2152 |
1.2221 |
|
| S3 |
1.2033 |
1.2078 |
1.2210 |
|
| S4 |
1.1914 |
1.1959 |
1.2178 |
|
|
| 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 |
1.2124 |
0.0273 |
2.2% |
0.0130 |
1.1% |
44% |
False |
False |
257,282 |
| 10 |
1.2397 |
1.2051 |
0.0346 |
2.8% |
0.0118 |
1.0% |
55% |
False |
False |
257,992 |
| 20 |
1.2619 |
1.2051 |
0.0568 |
4.6% |
0.0117 |
1.0% |
34% |
False |
False |
251,954 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.8% |
0.0120 |
1.0% |
27% |
False |
False |
224,996 |
| 60 |
1.3050 |
1.2051 |
0.0999 |
8.2% |
0.0115 |
0.9% |
19% |
False |
False |
150,499 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0107 |
0.9% |
15% |
False |
False |
112,928 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
11.0% |
0.0104 |
0.8% |
14% |
False |
False |
90,363 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.8% |
0.0097 |
0.8% |
13% |
False |
False |
75,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2850 |
|
2.618 |
1.2656 |
|
1.618 |
1.2537 |
|
1.000 |
1.2463 |
|
0.618 |
1.2418 |
|
HIGH |
1.2344 |
|
0.618 |
1.2299 |
|
0.500 |
1.2285 |
|
0.382 |
1.2270 |
|
LOW |
1.2225 |
|
0.618 |
1.2151 |
|
1.000 |
1.2106 |
|
1.618 |
1.2032 |
|
2.618 |
1.1913 |
|
4.250 |
1.1719 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2285 |
1.2285 |
| PP |
1.2271 |
1.2271 |
| S1 |
1.2257 |
1.2257 |
|