CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2290 |
1.2314 |
0.0024 |
0.2% |
1.2149 |
| High |
1.2348 |
1.2355 |
0.0007 |
0.1% |
1.2407 |
| Low |
1.2275 |
1.2245 |
-0.0030 |
-0.2% |
1.2069 |
| Close |
1.2329 |
1.2259 |
-0.0070 |
-0.6% |
1.2333 |
| Range |
0.0073 |
0.0110 |
0.0037 |
50.7% |
0.0338 |
| ATR |
0.0107 |
0.0108 |
0.0000 |
0.2% |
0.0000 |
| Volume |
522 |
369 |
-153 |
-29.3% |
3,721 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2616 |
1.2548 |
1.2320 |
|
| R3 |
1.2506 |
1.2438 |
1.2289 |
|
| R2 |
1.2396 |
1.2396 |
1.2279 |
|
| R1 |
1.2328 |
1.2328 |
1.2269 |
1.2307 |
| PP |
1.2286 |
1.2286 |
1.2286 |
1.2276 |
| S1 |
1.2218 |
1.2218 |
1.2249 |
1.2197 |
| S2 |
1.2176 |
1.2176 |
1.2239 |
|
| S3 |
1.2066 |
1.2108 |
1.2229 |
|
| S4 |
1.1956 |
1.1998 |
1.2199 |
|
|
| 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 |
1.2144 |
0.0263 |
2.1% |
0.0122 |
1.0% |
44% |
False |
False |
736 |
| 10 |
1.2407 |
1.2069 |
0.0338 |
2.8% |
0.0109 |
0.9% |
56% |
False |
False |
823 |
| 20 |
1.2617 |
1.2069 |
0.0548 |
4.5% |
0.0107 |
0.9% |
35% |
False |
False |
572 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0105 |
0.9% |
26% |
False |
False |
362 |
| 60 |
1.3054 |
1.2069 |
0.0985 |
8.0% |
0.0095 |
0.8% |
19% |
False |
False |
259 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0078 |
0.6% |
15% |
False |
False |
197 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.6% |
0.0067 |
0.5% |
15% |
False |
False |
159 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.6% |
0.0059 |
0.5% |
13% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2823 |
|
2.618 |
1.2643 |
|
1.618 |
1.2533 |
|
1.000 |
1.2465 |
|
0.618 |
1.2423 |
|
HIGH |
1.2355 |
|
0.618 |
1.2313 |
|
0.500 |
1.2300 |
|
0.382 |
1.2287 |
|
LOW |
1.2245 |
|
0.618 |
1.2177 |
|
1.000 |
1.2135 |
|
1.618 |
1.2067 |
|
2.618 |
1.1957 |
|
4.250 |
1.1778 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2300 |
1.2300 |
| PP |
1.2286 |
1.2286 |
| S1 |
1.2273 |
1.2273 |
|