CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2230 |
1.2273 |
0.0043 |
0.4% |
1.2303 |
| High |
1.2280 |
1.2313 |
0.0033 |
0.3% |
1.2356 |
| Low |
1.2193 |
1.2202 |
0.0009 |
0.1% |
1.2193 |
| Close |
1.2268 |
1.2303 |
0.0035 |
0.3% |
1.2268 |
| Range |
0.0087 |
0.0111 |
0.0024 |
27.6% |
0.0163 |
| ATR |
0.0103 |
0.0103 |
0.0001 |
0.6% |
0.0000 |
| Volume |
261 |
185 |
-76 |
-29.1% |
1,513 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2606 |
1.2565 |
1.2364 |
|
| R3 |
1.2495 |
1.2454 |
1.2334 |
|
| R2 |
1.2384 |
1.2384 |
1.2323 |
|
| R1 |
1.2343 |
1.2343 |
1.2313 |
1.2364 |
| PP |
1.2273 |
1.2273 |
1.2273 |
1.2283 |
| S1 |
1.2232 |
1.2232 |
1.2293 |
1.2253 |
| S2 |
1.2162 |
1.2162 |
1.2283 |
|
| S3 |
1.2051 |
1.2121 |
1.2272 |
|
| S4 |
1.1940 |
1.2010 |
1.2242 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2761 |
1.2678 |
1.2358 |
|
| R3 |
1.2598 |
1.2515 |
1.2313 |
|
| R2 |
1.2435 |
1.2435 |
1.2298 |
|
| R1 |
1.2352 |
1.2352 |
1.2283 |
1.2312 |
| PP |
1.2272 |
1.2272 |
1.2272 |
1.2253 |
| S1 |
1.2189 |
1.2189 |
1.2253 |
1.2149 |
| S2 |
1.2109 |
1.2109 |
1.2238 |
|
| S3 |
1.1946 |
1.2026 |
1.2223 |
|
| S4 |
1.1783 |
1.1863 |
1.2178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2356 |
1.2193 |
0.0163 |
1.3% |
0.0086 |
0.7% |
67% |
False |
False |
242 |
| 10 |
1.2689 |
1.2193 |
0.0496 |
4.0% |
0.0098 |
0.8% |
22% |
False |
False |
254 |
| 20 |
1.2805 |
1.2193 |
0.0612 |
5.0% |
0.0109 |
0.9% |
18% |
False |
False |
194 |
| 40 |
1.2833 |
1.2193 |
0.0640 |
5.2% |
0.0100 |
0.8% |
17% |
False |
False |
145 |
| 60 |
1.3300 |
1.2193 |
0.1107 |
9.0% |
0.0081 |
0.7% |
10% |
False |
False |
109 |
| 80 |
1.3364 |
1.2193 |
0.1171 |
9.5% |
0.0065 |
0.5% |
9% |
False |
False |
83 |
| 100 |
1.3491 |
1.2193 |
0.1298 |
10.6% |
0.0056 |
0.5% |
8% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2785 |
|
2.618 |
1.2604 |
|
1.618 |
1.2493 |
|
1.000 |
1.2424 |
|
0.618 |
1.2382 |
|
HIGH |
1.2313 |
|
0.618 |
1.2271 |
|
0.500 |
1.2258 |
|
0.382 |
1.2244 |
|
LOW |
1.2202 |
|
0.618 |
1.2133 |
|
1.000 |
1.2091 |
|
1.618 |
1.2022 |
|
2.618 |
1.1911 |
|
4.250 |
1.1730 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2288 |
1.2286 |
| PP |
1.2273 |
1.2270 |
| S1 |
1.2258 |
1.2253 |
|