CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2306 |
1.2236 |
-0.0070 |
-0.6% |
1.2132 |
| High |
1.2344 |
1.2394 |
0.0050 |
0.4% |
1.2397 |
| Low |
1.2225 |
1.2140 |
-0.0085 |
-0.7% |
1.2051 |
| Close |
1.2243 |
1.2180 |
-0.0063 |
-0.5% |
1.2317 |
| Range |
0.0119 |
0.0254 |
0.0135 |
113.4% |
0.0346 |
| ATR |
0.0117 |
0.0127 |
0.0010 |
8.3% |
0.0000 |
| Volume |
209,939 |
467,476 |
257,537 |
122.7% |
1,477,229 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2844 |
1.2320 |
|
| R3 |
1.2746 |
1.2590 |
1.2250 |
|
| R2 |
1.2492 |
1.2492 |
1.2227 |
|
| R1 |
1.2336 |
1.2336 |
1.2203 |
1.2287 |
| PP |
1.2238 |
1.2238 |
1.2238 |
1.2214 |
| S1 |
1.2082 |
1.2082 |
1.2157 |
1.2033 |
| S2 |
1.1984 |
1.1984 |
1.2133 |
|
| S3 |
1.1730 |
1.1828 |
1.2110 |
|
| S4 |
1.1476 |
1.1574 |
1.2040 |
|
|
| 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 |
1.2140 |
0.0257 |
2.1% |
0.0138 |
1.1% |
16% |
False |
True |
283,659 |
| 10 |
1.2397 |
1.2051 |
0.0346 |
2.8% |
0.0133 |
1.1% |
37% |
False |
False |
279,506 |
| 20 |
1.2414 |
1.2051 |
0.0363 |
3.0% |
0.0117 |
1.0% |
36% |
False |
False |
255,834 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.8% |
0.0123 |
1.0% |
18% |
False |
False |
236,427 |
| 60 |
1.3010 |
1.2051 |
0.0959 |
7.9% |
0.0118 |
1.0% |
13% |
False |
False |
158,281 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.2% |
0.0109 |
0.9% |
10% |
False |
False |
118,771 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
11.0% |
0.0105 |
0.9% |
10% |
False |
False |
95,038 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.9% |
0.0100 |
0.8% |
9% |
False |
False |
79,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3474 |
|
2.618 |
1.3059 |
|
1.618 |
1.2805 |
|
1.000 |
1.2648 |
|
0.618 |
1.2551 |
|
HIGH |
1.2394 |
|
0.618 |
1.2297 |
|
0.500 |
1.2267 |
|
0.382 |
1.2237 |
|
LOW |
1.2140 |
|
0.618 |
1.1983 |
|
1.000 |
1.1886 |
|
1.618 |
1.1729 |
|
2.618 |
1.1475 |
|
4.250 |
1.1061 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2267 |
1.2267 |
| PP |
1.2238 |
1.2238 |
| S1 |
1.2209 |
1.2209 |
|