CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2310 |
1.2277 |
-0.0033 |
-0.3% |
1.2273 |
| High |
1.2353 |
1.2293 |
-0.0060 |
-0.5% |
1.2353 |
| Low |
1.2255 |
1.2179 |
-0.0076 |
-0.6% |
1.2179 |
| Close |
1.2302 |
1.2184 |
-0.0118 |
-1.0% |
1.2184 |
| Range |
0.0098 |
0.0114 |
0.0016 |
16.3% |
0.0174 |
| ATR |
0.0103 |
0.0105 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1,160 |
853 |
-307 |
-26.5% |
3,161 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2561 |
1.2486 |
1.2247 |
|
| R3 |
1.2447 |
1.2372 |
1.2215 |
|
| R2 |
1.2333 |
1.2333 |
1.2205 |
|
| R1 |
1.2258 |
1.2258 |
1.2194 |
1.2239 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2209 |
| S1 |
1.2144 |
1.2144 |
1.2174 |
1.2125 |
| S2 |
1.2105 |
1.2105 |
1.2163 |
|
| S3 |
1.1991 |
1.2030 |
1.2153 |
|
| S4 |
1.1877 |
1.1916 |
1.2121 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2761 |
1.2646 |
1.2280 |
|
| R3 |
1.2587 |
1.2472 |
1.2232 |
|
| R2 |
1.2413 |
1.2413 |
1.2216 |
|
| R1 |
1.2298 |
1.2298 |
1.2200 |
1.2269 |
| PP |
1.2239 |
1.2239 |
1.2239 |
1.2224 |
| S1 |
1.2124 |
1.2124 |
1.2168 |
1.2095 |
| S2 |
1.2065 |
1.2065 |
1.2152 |
|
| S3 |
1.1891 |
1.1950 |
1.2136 |
|
| S4 |
1.1717 |
1.1776 |
1.2088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2353 |
1.2179 |
0.0174 |
1.4% |
0.0107 |
0.9% |
3% |
False |
True |
632 |
| 10 |
1.2356 |
1.2179 |
0.0177 |
1.5% |
0.0090 |
0.7% |
3% |
False |
True |
467 |
| 20 |
1.2710 |
1.2179 |
0.0531 |
4.4% |
0.0101 |
0.8% |
1% |
False |
True |
327 |
| 40 |
1.2805 |
1.2179 |
0.0626 |
5.1% |
0.0102 |
0.8% |
1% |
False |
True |
217 |
| 60 |
1.3300 |
1.2179 |
0.1121 |
9.2% |
0.0086 |
0.7% |
0% |
False |
True |
158 |
| 80 |
1.3355 |
1.2179 |
0.1176 |
9.7% |
0.0069 |
0.6% |
0% |
False |
True |
120 |
| 100 |
1.3364 |
1.2179 |
0.1185 |
9.7% |
0.0060 |
0.5% |
0% |
False |
True |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2778 |
|
2.618 |
1.2591 |
|
1.618 |
1.2477 |
|
1.000 |
1.2407 |
|
0.618 |
1.2363 |
|
HIGH |
1.2293 |
|
0.618 |
1.2249 |
|
0.500 |
1.2236 |
|
0.382 |
1.2223 |
|
LOW |
1.2179 |
|
0.618 |
1.2109 |
|
1.000 |
1.2065 |
|
1.618 |
1.1995 |
|
2.618 |
1.1881 |
|
4.250 |
1.1695 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2236 |
1.2266 |
| PP |
1.2219 |
1.2239 |
| S1 |
1.2201 |
1.2211 |
|