CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2298 |
1.2309 |
0.0011 |
0.1% |
1.2303 |
| High |
1.2342 |
1.2332 |
-0.0010 |
-0.1% |
1.2356 |
| Low |
1.2216 |
1.2245 |
0.0029 |
0.2% |
1.2193 |
| Close |
1.2314 |
1.2288 |
-0.0026 |
-0.2% |
1.2268 |
| Range |
0.0126 |
0.0087 |
-0.0039 |
-31.0% |
0.0163 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
533 |
430 |
-103 |
-19.3% |
1,513 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2549 |
1.2506 |
1.2336 |
|
| R3 |
1.2462 |
1.2419 |
1.2312 |
|
| R2 |
1.2375 |
1.2375 |
1.2304 |
|
| R1 |
1.2332 |
1.2332 |
1.2296 |
1.2310 |
| PP |
1.2288 |
1.2288 |
1.2288 |
1.2278 |
| S1 |
1.2245 |
1.2245 |
1.2280 |
1.2223 |
| S2 |
1.2201 |
1.2201 |
1.2272 |
|
| S3 |
1.2114 |
1.2158 |
1.2264 |
|
| S4 |
1.2027 |
1.2071 |
1.2240 |
|
|
| 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 |
1.2342 |
1.2193 |
0.0149 |
1.2% |
0.0096 |
0.8% |
64% |
False |
False |
338 |
| 10 |
1.2617 |
1.2193 |
0.0424 |
3.5% |
0.0105 |
0.9% |
22% |
False |
False |
322 |
| 20 |
1.2745 |
1.2193 |
0.0552 |
4.5% |
0.0102 |
0.8% |
17% |
False |
False |
236 |
| 40 |
1.2805 |
1.2193 |
0.0612 |
5.0% |
0.0101 |
0.8% |
16% |
False |
False |
168 |
| 60 |
1.3300 |
1.2193 |
0.1107 |
9.0% |
0.0084 |
0.7% |
9% |
False |
False |
125 |
| 80 |
1.3356 |
1.2193 |
0.1163 |
9.5% |
0.0067 |
0.5% |
8% |
False |
False |
95 |
| 100 |
1.3484 |
1.2193 |
0.1291 |
10.5% |
0.0058 |
0.5% |
7% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2702 |
|
2.618 |
1.2560 |
|
1.618 |
1.2473 |
|
1.000 |
1.2419 |
|
0.618 |
1.2386 |
|
HIGH |
1.2332 |
|
0.618 |
1.2299 |
|
0.500 |
1.2289 |
|
0.382 |
1.2278 |
|
LOW |
1.2245 |
|
0.618 |
1.2191 |
|
1.000 |
1.2158 |
|
1.618 |
1.2104 |
|
2.618 |
1.2017 |
|
4.250 |
1.1875 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2289 |
1.2283 |
| PP |
1.2288 |
1.2277 |
| S1 |
1.2288 |
1.2272 |
|