CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2314 |
1.2252 |
-0.0062 |
-0.5% |
1.2149 |
| High |
1.2355 |
1.2425 |
0.0070 |
0.6% |
1.2407 |
| Low |
1.2245 |
1.2160 |
-0.0085 |
-0.7% |
1.2069 |
| Close |
1.2259 |
1.2196 |
-0.0063 |
-0.5% |
1.2333 |
| Range |
0.0110 |
0.0265 |
0.0155 |
140.9% |
0.0338 |
| ATR |
0.0108 |
0.0119 |
0.0011 |
10.4% |
0.0000 |
| Volume |
369 |
250 |
-119 |
-32.2% |
3,721 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2891 |
1.2342 |
|
| R3 |
1.2790 |
1.2626 |
1.2269 |
|
| R2 |
1.2525 |
1.2525 |
1.2245 |
|
| R1 |
1.2361 |
1.2361 |
1.2220 |
1.2311 |
| PP |
1.2260 |
1.2260 |
1.2260 |
1.2235 |
| S1 |
1.2096 |
1.2096 |
1.2172 |
1.2046 |
| S2 |
1.1995 |
1.1995 |
1.2147 |
|
| S3 |
1.1730 |
1.1831 |
1.2123 |
|
| S4 |
1.1465 |
1.1566 |
1.2050 |
|
|
| 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 |
1.2425 |
1.2160 |
0.0265 |
2.2% |
0.0133 |
1.1% |
14% |
True |
True |
610 |
| 10 |
1.2425 |
1.2069 |
0.0356 |
2.9% |
0.0126 |
1.0% |
36% |
True |
False |
732 |
| 20 |
1.2425 |
1.2069 |
0.0356 |
2.9% |
0.0109 |
0.9% |
36% |
True |
False |
582 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0109 |
0.9% |
17% |
False |
False |
357 |
| 60 |
1.3009 |
1.2069 |
0.0940 |
7.7% |
0.0099 |
0.8% |
14% |
False |
False |
263 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.1% |
0.0081 |
0.7% |
10% |
False |
False |
200 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.6% |
0.0069 |
0.6% |
10% |
False |
False |
161 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.7% |
0.0061 |
0.5% |
9% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3551 |
|
2.618 |
1.3119 |
|
1.618 |
1.2854 |
|
1.000 |
1.2690 |
|
0.618 |
1.2589 |
|
HIGH |
1.2425 |
|
0.618 |
1.2324 |
|
0.500 |
1.2293 |
|
0.382 |
1.2261 |
|
LOW |
1.2160 |
|
0.618 |
1.1996 |
|
1.000 |
1.1895 |
|
1.618 |
1.1731 |
|
2.618 |
1.1466 |
|
4.250 |
1.1034 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2293 |
1.2293 |
| PP |
1.2260 |
1.2260 |
| S1 |
1.2228 |
1.2228 |
|