CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2277 |
1.2149 |
-0.0128 |
-1.0% |
1.2273 |
| High |
1.2293 |
1.2171 |
-0.0122 |
-1.0% |
1.2353 |
| Low |
1.2179 |
1.2098 |
-0.0081 |
-0.7% |
1.2179 |
| Close |
1.2184 |
1.2152 |
-0.0032 |
-0.3% |
1.2184 |
| Range |
0.0114 |
0.0073 |
-0.0041 |
-36.0% |
0.0174 |
| ATR |
0.0105 |
0.0103 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
853 |
484 |
-369 |
-43.3% |
3,161 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2359 |
1.2329 |
1.2192 |
|
| R3 |
1.2286 |
1.2256 |
1.2172 |
|
| R2 |
1.2213 |
1.2213 |
1.2165 |
|
| R1 |
1.2183 |
1.2183 |
1.2159 |
1.2198 |
| PP |
1.2140 |
1.2140 |
1.2140 |
1.2148 |
| S1 |
1.2110 |
1.2110 |
1.2145 |
1.2125 |
| S2 |
1.2067 |
1.2067 |
1.2139 |
|
| S3 |
1.1994 |
1.2037 |
1.2132 |
|
| S4 |
1.1921 |
1.1964 |
1.2112 |
|
|
| 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 |
1.2098 |
0.0255 |
2.1% |
0.0100 |
0.8% |
21% |
False |
True |
692 |
| 10 |
1.2356 |
1.2098 |
0.0258 |
2.1% |
0.0093 |
0.8% |
21% |
False |
True |
467 |
| 20 |
1.2710 |
1.2098 |
0.0612 |
5.0% |
0.0101 |
0.8% |
9% |
False |
True |
346 |
| 40 |
1.2805 |
1.2098 |
0.0707 |
5.8% |
0.0102 |
0.8% |
8% |
False |
True |
227 |
| 60 |
1.3300 |
1.2098 |
0.1202 |
9.9% |
0.0087 |
0.7% |
4% |
False |
True |
166 |
| 80 |
1.3355 |
1.2098 |
0.1257 |
10.3% |
0.0069 |
0.6% |
4% |
False |
True |
126 |
| 100 |
1.3364 |
1.2098 |
0.1266 |
10.4% |
0.0060 |
0.5% |
4% |
False |
True |
102 |
| 120 |
1.3491 |
1.2098 |
0.1393 |
11.5% |
0.0053 |
0.4% |
4% |
False |
True |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2481 |
|
2.618 |
1.2362 |
|
1.618 |
1.2289 |
|
1.000 |
1.2244 |
|
0.618 |
1.2216 |
|
HIGH |
1.2171 |
|
0.618 |
1.2143 |
|
0.500 |
1.2135 |
|
0.382 |
1.2126 |
|
LOW |
1.2098 |
|
0.618 |
1.2053 |
|
1.000 |
1.2025 |
|
1.618 |
1.1980 |
|
2.618 |
1.1907 |
|
4.250 |
1.1788 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2146 |
1.2226 |
| PP |
1.2140 |
1.2201 |
| S1 |
1.2135 |
1.2177 |
|