CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2328 |
1.2261 |
-0.0067 |
-0.5% |
1.2678 |
| High |
1.2345 |
1.2308 |
-0.0037 |
-0.3% |
1.2682 |
| Low |
1.2246 |
1.2222 |
-0.0024 |
-0.2% |
1.2271 |
| Close |
1.2263 |
1.2232 |
-0.0031 |
-0.3% |
1.2283 |
| Range |
0.0099 |
0.0086 |
-0.0013 |
-13.1% |
0.0411 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
223,472 |
227,766 |
4,294 |
1.9% |
1,078,517 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2512 |
1.2458 |
1.2279 |
|
| R3 |
1.2426 |
1.2372 |
1.2256 |
|
| R2 |
1.2340 |
1.2340 |
1.2248 |
|
| R1 |
1.2286 |
1.2286 |
1.2240 |
1.2270 |
| PP |
1.2254 |
1.2254 |
1.2254 |
1.2246 |
| S1 |
1.2200 |
1.2200 |
1.2224 |
1.2184 |
| S2 |
1.2168 |
1.2168 |
1.2216 |
|
| S3 |
1.2082 |
1.2114 |
1.2208 |
|
| S4 |
1.1996 |
1.2028 |
1.2185 |
|
|
| 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 |
1.2619 |
1.2222 |
0.0397 |
3.2% |
0.0129 |
1.1% |
3% |
False |
True |
268,780 |
| 10 |
1.2703 |
1.2222 |
0.0481 |
3.9% |
0.0127 |
1.0% |
2% |
False |
True |
259,432 |
| 20 |
1.2759 |
1.2222 |
0.0537 |
4.4% |
0.0122 |
1.0% |
2% |
False |
True |
253,773 |
| 40 |
1.2875 |
1.2222 |
0.0653 |
5.3% |
0.0123 |
1.0% |
2% |
False |
True |
133,317 |
| 60 |
1.3292 |
1.2222 |
0.1070 |
8.7% |
0.0106 |
0.9% |
1% |
False |
True |
88,972 |
| 80 |
1.3396 |
1.2222 |
0.1174 |
9.6% |
0.0103 |
0.8% |
1% |
False |
True |
66,758 |
| 100 |
1.3500 |
1.2222 |
0.1278 |
10.4% |
0.0096 |
0.8% |
1% |
False |
True |
53,415 |
| 120 |
1.3500 |
1.2222 |
0.1278 |
10.4% |
0.0089 |
0.7% |
1% |
False |
True |
44,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2674 |
|
2.618 |
1.2533 |
|
1.618 |
1.2447 |
|
1.000 |
1.2394 |
|
0.618 |
1.2361 |
|
HIGH |
1.2308 |
|
0.618 |
1.2275 |
|
0.500 |
1.2265 |
|
0.382 |
1.2255 |
|
LOW |
1.2222 |
|
0.618 |
1.2169 |
|
1.000 |
1.2136 |
|
1.618 |
1.2083 |
|
2.618 |
1.1997 |
|
4.250 |
1.1857 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2265 |
1.2284 |
| PP |
1.2254 |
1.2266 |
| S1 |
1.2243 |
1.2249 |
|