CME Euro FX (E) Future March 2013
| 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 |
1.2274 |
1.2289 |
0.0015 |
0.1% |
1.2138 |
| High |
1.2274 |
1.2374 |
0.0100 |
0.8% |
1.2408 |
| Low |
1.2274 |
1.2204 |
-0.0070 |
-0.6% |
1.2090 |
| Close |
1.2274 |
1.2213 |
-0.0061 |
-0.5% |
1.2351 |
| Range |
0.0000 |
0.0170 |
0.0170 |
|
0.0318 |
| ATR |
0.0078 |
0.0084 |
0.0007 |
8.5% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
77 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2774 |
1.2663 |
1.2307 |
|
| R3 |
1.2604 |
1.2493 |
1.2260 |
|
| R2 |
1.2434 |
1.2434 |
1.2244 |
|
| R1 |
1.2323 |
1.2323 |
1.2229 |
1.2294 |
| PP |
1.2264 |
1.2264 |
1.2264 |
1.2249 |
| S1 |
1.2153 |
1.2153 |
1.2197 |
1.2124 |
| S2 |
1.2094 |
1.2094 |
1.2182 |
|
| S3 |
1.1924 |
1.1983 |
1.2166 |
|
| S4 |
1.1754 |
1.1813 |
1.2120 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3237 |
1.3112 |
1.2526 |
|
| R3 |
1.2919 |
1.2794 |
1.2438 |
|
| R2 |
1.2601 |
1.2601 |
1.2409 |
|
| R1 |
1.2476 |
1.2476 |
1.2380 |
1.2539 |
| PP |
1.2283 |
1.2283 |
1.2283 |
1.2314 |
| S1 |
1.2158 |
1.2158 |
1.2322 |
1.2221 |
| S2 |
1.1965 |
1.1965 |
1.2293 |
|
| S3 |
1.1647 |
1.1840 |
1.2264 |
|
| S4 |
1.1329 |
1.1522 |
1.2176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2408 |
1.2204 |
0.0204 |
1.7% |
0.0059 |
0.5% |
4% |
False |
True |
11 |
| 10 |
1.2408 |
1.2090 |
0.0318 |
2.6% |
0.0060 |
0.5% |
39% |
False |
False |
14 |
| 20 |
1.2430 |
1.2090 |
0.0340 |
2.8% |
0.0051 |
0.4% |
36% |
False |
False |
12 |
| 40 |
1.2749 |
1.2090 |
0.0659 |
5.4% |
0.0052 |
0.4% |
19% |
False |
False |
8 |
| 60 |
1.3000 |
1.2090 |
0.0910 |
7.5% |
0.0044 |
0.4% |
14% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3097 |
|
2.618 |
1.2819 |
|
1.618 |
1.2649 |
|
1.000 |
1.2544 |
|
0.618 |
1.2479 |
|
HIGH |
1.2374 |
|
0.618 |
1.2309 |
|
0.500 |
1.2289 |
|
0.382 |
1.2269 |
|
LOW |
1.2204 |
|
0.618 |
1.2099 |
|
1.000 |
1.2034 |
|
1.618 |
1.1929 |
|
2.618 |
1.1759 |
|
4.250 |
1.1482 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2289 |
1.2289 |
| PP |
1.2264 |
1.2264 |
| S1 |
1.2238 |
1.2238 |
|