CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2321 |
1.2290 |
-0.0031 |
-0.3% |
1.2149 |
| High |
1.2327 |
1.2348 |
0.0021 |
0.2% |
1.2407 |
| Low |
1.2251 |
1.2275 |
0.0024 |
0.2% |
1.2069 |
| Close |
1.2285 |
1.2329 |
0.0044 |
0.4% |
1.2333 |
| Range |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0338 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
1,610 |
522 |
-1,088 |
-67.6% |
3,721 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2536 |
1.2506 |
1.2369 |
|
| R3 |
1.2463 |
1.2433 |
1.2349 |
|
| R2 |
1.2390 |
1.2390 |
1.2342 |
|
| R1 |
1.2360 |
1.2360 |
1.2336 |
1.2375 |
| PP |
1.2317 |
1.2317 |
1.2317 |
1.2325 |
| S1 |
1.2287 |
1.2287 |
1.2322 |
1.2302 |
| S2 |
1.2244 |
1.2244 |
1.2316 |
|
| S3 |
1.2171 |
1.2214 |
1.2309 |
|
| S4 |
1.2098 |
1.2141 |
1.2289 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3284 |
1.3146 |
1.2519 |
|
| R3 |
1.2946 |
1.2808 |
1.2426 |
|
| R2 |
1.2608 |
1.2608 |
1.2395 |
|
| R1 |
1.2470 |
1.2470 |
1.2364 |
1.2539 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2304 |
| S1 |
1.2132 |
1.2132 |
1.2302 |
1.2201 |
| S2 |
1.1932 |
1.1932 |
1.2271 |
|
| S3 |
1.1594 |
1.1794 |
1.2240 |
|
| S4 |
1.1256 |
1.1456 |
1.2147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2407 |
1.2088 |
0.0319 |
2.6% |
0.0120 |
1.0% |
76% |
False |
False |
821 |
| 10 |
1.2407 |
1.2069 |
0.0338 |
2.7% |
0.0107 |
0.9% |
77% |
False |
False |
829 |
| 20 |
1.2648 |
1.2069 |
0.0579 |
4.7% |
0.0104 |
0.8% |
45% |
False |
False |
557 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0106 |
0.9% |
35% |
False |
False |
353 |
| 60 |
1.3077 |
1.2069 |
0.1008 |
8.2% |
0.0094 |
0.8% |
26% |
False |
False |
253 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0077 |
0.6% |
21% |
False |
False |
192 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0066 |
0.5% |
20% |
False |
False |
155 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.5% |
0.0058 |
0.5% |
18% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2658 |
|
2.618 |
1.2539 |
|
1.618 |
1.2466 |
|
1.000 |
1.2421 |
|
0.618 |
1.2393 |
|
HIGH |
1.2348 |
|
0.618 |
1.2320 |
|
0.500 |
1.2312 |
|
0.382 |
1.2303 |
|
LOW |
1.2275 |
|
0.618 |
1.2230 |
|
1.000 |
1.2202 |
|
1.618 |
1.2157 |
|
2.618 |
1.2084 |
|
4.250 |
1.1965 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2323 |
1.2329 |
| PP |
1.2317 |
1.2329 |
| S1 |
1.2312 |
1.2329 |
|