CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2071 |
1.2158 |
0.0087 |
0.7% |
1.2256 |
| High |
1.2179 |
1.2337 |
0.0158 |
1.3% |
1.2335 |
| Low |
1.2061 |
1.2124 |
0.0063 |
0.5% |
1.2153 |
| Close |
1.2165 |
1.2293 |
0.0128 |
1.1% |
1.2168 |
| Range |
0.0118 |
0.0213 |
0.0095 |
80.5% |
0.0182 |
| ATR |
0.0113 |
0.0120 |
0.0007 |
6.3% |
0.0000 |
| Volume |
278,930 |
335,592 |
56,662 |
20.3% |
1,180,567 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2890 |
1.2805 |
1.2410 |
|
| R3 |
1.2677 |
1.2592 |
1.2352 |
|
| R2 |
1.2464 |
1.2464 |
1.2332 |
|
| R1 |
1.2379 |
1.2379 |
1.2313 |
1.2422 |
| PP |
1.2251 |
1.2251 |
1.2251 |
1.2273 |
| S1 |
1.2166 |
1.2166 |
1.2273 |
1.2209 |
| S2 |
1.2038 |
1.2038 |
1.2254 |
|
| S3 |
1.1825 |
1.1953 |
1.2234 |
|
| S4 |
1.1612 |
1.1740 |
1.2176 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2765 |
1.2648 |
1.2268 |
|
| R3 |
1.2583 |
1.2466 |
1.2218 |
|
| R2 |
1.2401 |
1.2401 |
1.2201 |
|
| R1 |
1.2284 |
1.2284 |
1.2185 |
1.2252 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2202 |
| S1 |
1.2102 |
1.2102 |
1.2151 |
1.2070 |
| S2 |
1.2037 |
1.2037 |
1.2135 |
|
| S3 |
1.1855 |
1.1920 |
1.2118 |
|
| S4 |
1.1673 |
1.1738 |
1.2068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2337 |
1.2051 |
0.0286 |
2.3% |
0.0129 |
1.0% |
85% |
True |
False |
275,352 |
| 10 |
1.2337 |
1.2051 |
0.0286 |
2.3% |
0.0117 |
1.0% |
85% |
True |
False |
254,143 |
| 20 |
1.2703 |
1.2051 |
0.0652 |
5.3% |
0.0123 |
1.0% |
37% |
False |
False |
257,172 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.8% |
0.0122 |
1.0% |
34% |
False |
False |
201,645 |
| 60 |
1.3242 |
1.2051 |
0.1191 |
9.7% |
0.0114 |
0.9% |
20% |
False |
False |
134,663 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0106 |
0.9% |
20% |
False |
False |
101,048 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0102 |
0.8% |
18% |
False |
False |
80,856 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.8% |
0.0096 |
0.8% |
17% |
False |
False |
67,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3242 |
|
2.618 |
1.2895 |
|
1.618 |
1.2682 |
|
1.000 |
1.2550 |
|
0.618 |
1.2469 |
|
HIGH |
1.2337 |
|
0.618 |
1.2256 |
|
0.500 |
1.2231 |
|
0.382 |
1.2205 |
|
LOW |
1.2124 |
|
0.618 |
1.1992 |
|
1.000 |
1.1911 |
|
1.618 |
1.1779 |
|
2.618 |
1.1566 |
|
4.250 |
1.1219 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2272 |
1.2260 |
| PP |
1.2251 |
1.2227 |
| S1 |
1.2231 |
1.2194 |
|