CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2326 |
1.2282 |
-0.0044 |
-0.4% |
1.2647 |
| High |
1.2356 |
1.2323 |
-0.0033 |
-0.3% |
1.2689 |
| Low |
1.2273 |
1.2241 |
-0.0032 |
-0.3% |
1.2289 |
| Close |
1.2280 |
1.2248 |
-0.0032 |
-0.3% |
1.2299 |
| Range |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0400 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
167 |
313 |
146 |
87.4% |
842 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2517 |
1.2464 |
1.2293 |
|
| R3 |
1.2435 |
1.2382 |
1.2271 |
|
| R2 |
1.2353 |
1.2353 |
1.2263 |
|
| R1 |
1.2300 |
1.2300 |
1.2256 |
1.2286 |
| PP |
1.2271 |
1.2271 |
1.2271 |
1.2263 |
| S1 |
1.2218 |
1.2218 |
1.2240 |
1.2204 |
| S2 |
1.2189 |
1.2189 |
1.2233 |
|
| S3 |
1.2107 |
1.2136 |
1.2225 |
|
| S4 |
1.2025 |
1.2054 |
1.2203 |
|
|
| 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 |
1.2617 |
1.2241 |
0.0376 |
3.1% |
0.0113 |
0.9% |
2% |
False |
True |
305 |
| 10 |
1.2710 |
1.2241 |
0.0469 |
3.8% |
0.0112 |
0.9% |
1% |
False |
True |
227 |
| 20 |
1.2805 |
1.2241 |
0.0564 |
4.6% |
0.0107 |
0.9% |
1% |
False |
True |
176 |
| 40 |
1.2847 |
1.2241 |
0.0606 |
4.9% |
0.0099 |
0.8% |
1% |
False |
True |
135 |
| 60 |
1.3300 |
1.2241 |
0.1059 |
8.6% |
0.0077 |
0.6% |
1% |
False |
True |
97 |
| 80 |
1.3364 |
1.2241 |
0.1123 |
9.2% |
0.0063 |
0.5% |
1% |
False |
True |
74 |
| 100 |
1.3491 |
1.2241 |
0.1250 |
10.2% |
0.0055 |
0.5% |
1% |
False |
True |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2672 |
|
2.618 |
1.2538 |
|
1.618 |
1.2456 |
|
1.000 |
1.2405 |
|
0.618 |
1.2374 |
|
HIGH |
1.2323 |
|
0.618 |
1.2292 |
|
0.500 |
1.2282 |
|
0.382 |
1.2272 |
|
LOW |
1.2241 |
|
0.618 |
1.2190 |
|
1.000 |
1.2159 |
|
1.618 |
1.2108 |
|
2.618 |
1.2026 |
|
4.250 |
1.1893 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2282 |
1.2299 |
| PP |
1.2271 |
1.2282 |
| S1 |
1.2259 |
1.2265 |
|