CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2303 |
1.2326 |
0.0023 |
0.2% |
1.2647 |
| High |
1.2345 |
1.2356 |
0.0011 |
0.1% |
1.2689 |
| Low |
1.2302 |
1.2273 |
-0.0029 |
-0.2% |
1.2289 |
| Close |
1.2337 |
1.2280 |
-0.0057 |
-0.5% |
1.2299 |
| Range |
0.0043 |
0.0083 |
0.0040 |
93.0% |
0.0400 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
488 |
167 |
-321 |
-65.8% |
842 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2552 |
1.2499 |
1.2326 |
|
| R3 |
1.2469 |
1.2416 |
1.2303 |
|
| R2 |
1.2386 |
1.2386 |
1.2295 |
|
| R1 |
1.2333 |
1.2333 |
1.2288 |
1.2318 |
| PP |
1.2303 |
1.2303 |
1.2303 |
1.2296 |
| S1 |
1.2250 |
1.2250 |
1.2272 |
1.2235 |
| S2 |
1.2220 |
1.2220 |
1.2265 |
|
| S3 |
1.2137 |
1.2167 |
1.2257 |
|
| S4 |
1.2054 |
1.2084 |
1.2234 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3362 |
1.2519 |
|
| R3 |
1.3226 |
1.2962 |
1.2409 |
|
| R2 |
1.2826 |
1.2826 |
1.2372 |
|
| R1 |
1.2562 |
1.2562 |
1.2336 |
1.2494 |
| PP |
1.2426 |
1.2426 |
1.2426 |
1.2392 |
| S1 |
1.2162 |
1.2162 |
1.2262 |
1.2094 |
| S2 |
1.2026 |
1.2026 |
1.2226 |
|
| S3 |
1.1626 |
1.1762 |
1.2189 |
|
| S4 |
1.1226 |
1.1362 |
1.2079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2648 |
1.2273 |
0.0375 |
3.1% |
0.0109 |
0.9% |
2% |
False |
True |
257 |
| 10 |
1.2710 |
1.2273 |
0.0437 |
3.6% |
0.0112 |
0.9% |
2% |
False |
True |
215 |
| 20 |
1.2805 |
1.2273 |
0.0532 |
4.3% |
0.0107 |
0.9% |
1% |
False |
True |
180 |
| 40 |
1.2888 |
1.2273 |
0.0615 |
5.0% |
0.0098 |
0.8% |
1% |
False |
True |
127 |
| 60 |
1.3300 |
1.2273 |
0.1027 |
8.4% |
0.0076 |
0.6% |
1% |
False |
True |
92 |
| 80 |
1.3364 |
1.2273 |
0.1091 |
8.9% |
0.0062 |
0.5% |
1% |
False |
True |
70 |
| 100 |
1.3491 |
1.2273 |
0.1218 |
9.9% |
0.0055 |
0.4% |
1% |
False |
True |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2709 |
|
2.618 |
1.2573 |
|
1.618 |
1.2490 |
|
1.000 |
1.2439 |
|
0.618 |
1.2407 |
|
HIGH |
1.2356 |
|
0.618 |
1.2324 |
|
0.500 |
1.2315 |
|
0.382 |
1.2305 |
|
LOW |
1.2273 |
|
0.618 |
1.2222 |
|
1.000 |
1.2190 |
|
1.618 |
1.2139 |
|
2.618 |
1.2056 |
|
4.250 |
1.1920 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2315 |
1.2349 |
| PP |
1.2303 |
1.2326 |
| S1 |
1.2292 |
1.2303 |
|