CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2451 |
1.2678 |
0.0227 |
1.8% |
1.2564 |
| High |
1.2703 |
1.2682 |
-0.0021 |
-0.2% |
1.2703 |
| Low |
1.2436 |
1.2578 |
0.0142 |
1.1% |
1.2417 |
| Close |
1.2668 |
1.2593 |
-0.0075 |
-0.6% |
1.2668 |
| Range |
0.0267 |
0.0104 |
-0.0163 |
-61.0% |
0.0286 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
377,020 |
221,178 |
-155,842 |
-41.3% |
1,332,144 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2930 |
1.2865 |
1.2650 |
|
| R3 |
1.2826 |
1.2761 |
1.2622 |
|
| R2 |
1.2722 |
1.2722 |
1.2612 |
|
| R1 |
1.2657 |
1.2657 |
1.2603 |
1.2638 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2608 |
| S1 |
1.2553 |
1.2553 |
1.2583 |
1.2534 |
| S2 |
1.2514 |
1.2514 |
1.2574 |
|
| S3 |
1.2410 |
1.2449 |
1.2564 |
|
| S4 |
1.2306 |
1.2345 |
1.2536 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3454 |
1.3347 |
1.2825 |
|
| R3 |
1.3168 |
1.3061 |
1.2747 |
|
| R2 |
1.2882 |
1.2882 |
1.2720 |
|
| R1 |
1.2775 |
1.2775 |
1.2694 |
1.2829 |
| PP |
1.2596 |
1.2596 |
1.2596 |
1.2623 |
| S1 |
1.2489 |
1.2489 |
1.2642 |
1.2543 |
| S2 |
1.2310 |
1.2310 |
1.2616 |
|
| S3 |
1.2024 |
1.2203 |
1.2589 |
|
| S4 |
1.1738 |
1.1917 |
1.2511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2703 |
1.2417 |
0.0286 |
2.3% |
0.0129 |
1.0% |
62% |
False |
False |
268,151 |
| 10 |
1.2741 |
1.2417 |
0.0324 |
2.6% |
0.0122 |
1.0% |
54% |
False |
False |
274,565 |
| 20 |
1.2759 |
1.2417 |
0.0342 |
2.7% |
0.0126 |
1.0% |
51% |
False |
False |
189,245 |
| 40 |
1.3072 |
1.2298 |
0.0774 |
6.1% |
0.0115 |
0.9% |
38% |
False |
False |
95,245 |
| 60 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0103 |
0.8% |
30% |
False |
False |
63,565 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0100 |
0.8% |
27% |
False |
False |
47,700 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0093 |
0.7% |
25% |
False |
False |
38,164 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0084 |
0.7% |
25% |
False |
False |
31,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3124 |
|
2.618 |
1.2954 |
|
1.618 |
1.2850 |
|
1.000 |
1.2786 |
|
0.618 |
1.2746 |
|
HIGH |
1.2682 |
|
0.618 |
1.2642 |
|
0.500 |
1.2630 |
|
0.382 |
1.2618 |
|
LOW |
1.2578 |
|
0.618 |
1.2514 |
|
1.000 |
1.2474 |
|
1.618 |
1.2410 |
|
2.618 |
1.2306 |
|
4.250 |
1.2136 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2630 |
1.2582 |
| PP |
1.2618 |
1.2571 |
| S1 |
1.2605 |
1.2560 |
|