CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2465 |
1.2647 |
0.0182 |
1.5% |
1.2559 |
| High |
1.2710 |
1.2689 |
-0.0021 |
-0.2% |
1.2710 |
| Low |
1.2465 |
1.2597 |
0.0132 |
1.1% |
1.2440 |
| Close |
1.2682 |
1.2608 |
-0.0074 |
-0.6% |
1.2682 |
| Range |
0.0245 |
0.0092 |
-0.0153 |
-62.4% |
0.0270 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
132 |
211 |
79 |
59.8% |
928 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2907 |
1.2850 |
1.2659 |
|
| R3 |
1.2815 |
1.2758 |
1.2633 |
|
| R2 |
1.2723 |
1.2723 |
1.2625 |
|
| R1 |
1.2666 |
1.2666 |
1.2616 |
1.2649 |
| PP |
1.2631 |
1.2631 |
1.2631 |
1.2623 |
| S1 |
1.2574 |
1.2574 |
1.2600 |
1.2557 |
| S2 |
1.2539 |
1.2539 |
1.2591 |
|
| S3 |
1.2447 |
1.2482 |
1.2583 |
|
| S4 |
1.2355 |
1.2390 |
1.2557 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3421 |
1.3321 |
1.2831 |
|
| R3 |
1.3151 |
1.3051 |
1.2756 |
|
| R2 |
1.2881 |
1.2881 |
1.2732 |
|
| R1 |
1.2781 |
1.2781 |
1.2707 |
1.2831 |
| PP |
1.2611 |
1.2611 |
1.2611 |
1.2636 |
| S1 |
1.2511 |
1.2511 |
1.2657 |
1.2561 |
| S2 |
1.2341 |
1.2341 |
1.2633 |
|
| S3 |
1.2071 |
1.2241 |
1.2608 |
|
| S4 |
1.1801 |
1.1971 |
1.2534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2710 |
1.2440 |
0.0270 |
2.1% |
0.0114 |
0.9% |
62% |
False |
False |
174 |
| 10 |
1.2750 |
1.2440 |
0.0310 |
2.5% |
0.0107 |
0.9% |
54% |
False |
False |
148 |
| 20 |
1.2805 |
1.2440 |
0.0365 |
2.9% |
0.0107 |
0.8% |
46% |
False |
False |
149 |
| 40 |
1.3077 |
1.2325 |
0.0752 |
6.0% |
0.0089 |
0.7% |
38% |
False |
False |
101 |
| 60 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0068 |
0.5% |
29% |
False |
False |
71 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.2% |
0.0056 |
0.4% |
27% |
False |
False |
54 |
| 100 |
1.3491 |
1.2325 |
0.1166 |
9.2% |
0.0049 |
0.4% |
24% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3080 |
|
2.618 |
1.2930 |
|
1.618 |
1.2838 |
|
1.000 |
1.2781 |
|
0.618 |
1.2746 |
|
HIGH |
1.2689 |
|
0.618 |
1.2654 |
|
0.500 |
1.2643 |
|
0.382 |
1.2632 |
|
LOW |
1.2597 |
|
0.618 |
1.2540 |
|
1.000 |
1.2505 |
|
1.618 |
1.2448 |
|
2.618 |
1.2356 |
|
4.250 |
1.2206 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2643 |
1.2597 |
| PP |
1.2631 |
1.2586 |
| S1 |
1.2620 |
1.2575 |
|