CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2280 |
1.2328 |
0.0048 |
0.4% |
1.2678 |
| High |
1.2336 |
1.2345 |
0.0009 |
0.1% |
1.2682 |
| Low |
1.2266 |
1.2246 |
-0.0020 |
-0.2% |
1.2271 |
| Close |
1.2321 |
1.2263 |
-0.0058 |
-0.5% |
1.2283 |
| Range |
0.0070 |
0.0099 |
0.0029 |
41.4% |
0.0411 |
| ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
216,618 |
223,472 |
6,854 |
3.2% |
1,078,517 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2582 |
1.2521 |
1.2317 |
|
| R3 |
1.2483 |
1.2422 |
1.2290 |
|
| R2 |
1.2384 |
1.2384 |
1.2281 |
|
| R1 |
1.2323 |
1.2323 |
1.2272 |
1.2304 |
| PP |
1.2285 |
1.2285 |
1.2285 |
1.2275 |
| S1 |
1.2224 |
1.2224 |
1.2254 |
1.2205 |
| S2 |
1.2186 |
1.2186 |
1.2245 |
|
| S3 |
1.2087 |
1.2125 |
1.2236 |
|
| S4 |
1.1988 |
1.2026 |
1.2209 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3375 |
1.2509 |
|
| R3 |
1.3234 |
1.2964 |
1.2396 |
|
| R2 |
1.2823 |
1.2823 |
1.2358 |
|
| R1 |
1.2553 |
1.2553 |
1.2321 |
1.2483 |
| PP |
1.2412 |
1.2412 |
1.2412 |
1.2377 |
| S1 |
1.2142 |
1.2142 |
1.2245 |
1.2072 |
| S2 |
1.2001 |
1.2001 |
1.2208 |
|
| S3 |
1.1590 |
1.1731 |
1.2170 |
|
| S4 |
1.1179 |
1.1320 |
1.2057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2639 |
1.2246 |
0.0393 |
3.2% |
0.0125 |
1.0% |
4% |
False |
True |
259,485 |
| 10 |
1.2703 |
1.2246 |
0.0457 |
3.7% |
0.0127 |
1.0% |
4% |
False |
True |
263,818 |
| 20 |
1.2759 |
1.2246 |
0.0513 |
4.2% |
0.0122 |
1.0% |
3% |
False |
True |
247,488 |
| 40 |
1.2906 |
1.2246 |
0.0660 |
5.4% |
0.0122 |
1.0% |
3% |
False |
True |
127,629 |
| 60 |
1.3292 |
1.2246 |
0.1046 |
8.5% |
0.0107 |
0.9% |
2% |
False |
True |
85,178 |
| 80 |
1.3396 |
1.2246 |
0.1150 |
9.4% |
0.0103 |
0.8% |
1% |
False |
True |
63,915 |
| 100 |
1.3500 |
1.2246 |
0.1254 |
10.2% |
0.0096 |
0.8% |
1% |
False |
True |
51,138 |
| 120 |
1.3500 |
1.2246 |
0.1254 |
10.2% |
0.0088 |
0.7% |
1% |
False |
True |
42,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2766 |
|
2.618 |
1.2604 |
|
1.618 |
1.2505 |
|
1.000 |
1.2444 |
|
0.618 |
1.2406 |
|
HIGH |
1.2345 |
|
0.618 |
1.2307 |
|
0.500 |
1.2296 |
|
0.382 |
1.2284 |
|
LOW |
1.2246 |
|
0.618 |
1.2185 |
|
1.000 |
1.2147 |
|
1.618 |
1.2086 |
|
2.618 |
1.1987 |
|
4.250 |
1.1825 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2296 |
1.2330 |
| PP |
1.2285 |
1.2308 |
| S1 |
1.2274 |
1.2285 |
|