CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2309 |
1.2310 |
0.0001 |
0.0% |
1.2303 |
| High |
1.2332 |
1.2353 |
0.0021 |
0.2% |
1.2356 |
| Low |
1.2245 |
1.2255 |
0.0010 |
0.1% |
1.2193 |
| Close |
1.2288 |
1.2302 |
0.0014 |
0.1% |
1.2268 |
| Range |
0.0087 |
0.0098 |
0.0011 |
12.6% |
0.0163 |
| ATR |
0.0104 |
0.0103 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
430 |
1,160 |
730 |
169.8% |
1,513 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2597 |
1.2548 |
1.2356 |
|
| R3 |
1.2499 |
1.2450 |
1.2329 |
|
| R2 |
1.2401 |
1.2401 |
1.2320 |
|
| R1 |
1.2352 |
1.2352 |
1.2311 |
1.2328 |
| PP |
1.2303 |
1.2303 |
1.2303 |
1.2291 |
| S1 |
1.2254 |
1.2254 |
1.2293 |
1.2230 |
| S2 |
1.2205 |
1.2205 |
1.2284 |
|
| S3 |
1.2107 |
1.2156 |
1.2275 |
|
| S4 |
1.2009 |
1.2058 |
1.2248 |
|
|
| 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 |
1.2353 |
1.2193 |
0.0160 |
1.3% |
0.0102 |
0.8% |
68% |
True |
False |
513 |
| 10 |
1.2425 |
1.2193 |
0.0232 |
1.9% |
0.0092 |
0.7% |
47% |
False |
False |
432 |
| 20 |
1.2720 |
1.2193 |
0.0527 |
4.3% |
0.0103 |
0.8% |
21% |
False |
False |
291 |
| 40 |
1.2805 |
1.2193 |
0.0612 |
5.0% |
0.0102 |
0.8% |
18% |
False |
False |
197 |
| 60 |
1.3300 |
1.2193 |
0.1107 |
9.0% |
0.0085 |
0.7% |
10% |
False |
False |
144 |
| 80 |
1.3355 |
1.2193 |
0.1162 |
9.4% |
0.0068 |
0.6% |
9% |
False |
False |
109 |
| 100 |
1.3452 |
1.2193 |
0.1259 |
10.2% |
0.0059 |
0.5% |
9% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2770 |
|
2.618 |
1.2610 |
|
1.618 |
1.2512 |
|
1.000 |
1.2451 |
|
0.618 |
1.2414 |
|
HIGH |
1.2353 |
|
0.618 |
1.2316 |
|
0.500 |
1.2304 |
|
0.382 |
1.2292 |
|
LOW |
1.2255 |
|
0.618 |
1.2194 |
|
1.000 |
1.2157 |
|
1.618 |
1.2096 |
|
2.618 |
1.1998 |
|
4.250 |
1.1839 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2304 |
1.2296 |
| PP |
1.2303 |
1.2290 |
| S1 |
1.2303 |
1.2285 |
|