CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2146 |
1.2088 |
-0.0058 |
-0.5% |
1.2273 |
| High |
1.2160 |
1.2192 |
0.0032 |
0.3% |
1.2353 |
| Low |
1.2069 |
1.2088 |
0.0019 |
0.2% |
1.2179 |
| Close |
1.2087 |
1.2183 |
0.0096 |
0.8% |
1.2184 |
| Range |
0.0091 |
0.0104 |
0.0013 |
14.3% |
0.0174 |
| ATR |
0.0102 |
0.0103 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,261 |
797 |
-464 |
-36.8% |
3,161 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2429 |
1.2240 |
|
| R3 |
1.2362 |
1.2325 |
1.2212 |
|
| R2 |
1.2258 |
1.2258 |
1.2202 |
|
| R1 |
1.2221 |
1.2221 |
1.2193 |
1.2240 |
| PP |
1.2154 |
1.2154 |
1.2154 |
1.2164 |
| S1 |
1.2117 |
1.2117 |
1.2173 |
1.2136 |
| S2 |
1.2050 |
1.2050 |
1.2164 |
|
| S3 |
1.1946 |
1.2013 |
1.2154 |
|
| S4 |
1.1842 |
1.1909 |
1.2126 |
|
|
| 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 |
1.2069 |
0.0284 |
2.3% |
0.0096 |
0.8% |
40% |
False |
False |
911 |
| 10 |
1.2353 |
1.2069 |
0.0284 |
2.3% |
0.0096 |
0.8% |
40% |
False |
False |
624 |
| 20 |
1.2710 |
1.2069 |
0.0641 |
5.3% |
0.0104 |
0.9% |
18% |
False |
False |
426 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0103 |
0.8% |
15% |
False |
False |
276 |
| 60 |
1.3300 |
1.2069 |
0.1231 |
10.1% |
0.0089 |
0.7% |
9% |
False |
False |
199 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.1% |
0.0072 |
0.6% |
9% |
False |
False |
151 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.6% |
0.0062 |
0.5% |
9% |
False |
False |
122 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.7% |
0.0055 |
0.5% |
8% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2634 |
|
2.618 |
1.2464 |
|
1.618 |
1.2360 |
|
1.000 |
1.2296 |
|
0.618 |
1.2256 |
|
HIGH |
1.2192 |
|
0.618 |
1.2152 |
|
0.500 |
1.2140 |
|
0.382 |
1.2128 |
|
LOW |
1.2088 |
|
0.618 |
1.2024 |
|
1.000 |
1.1984 |
|
1.618 |
1.1920 |
|
2.618 |
1.1816 |
|
4.250 |
1.1646 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2169 |
1.2166 |
| PP |
1.2154 |
1.2148 |
| S1 |
1.2140 |
1.2131 |
|