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CME Euro FX (E) Future December 2012


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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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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