CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2158 |
1.2285 |
0.0127 |
1.0% |
1.2132 |
| High |
1.2337 |
1.2397 |
0.0060 |
0.5% |
1.2397 |
| Low |
1.2124 |
1.2247 |
0.0123 |
1.0% |
1.2051 |
| Close |
1.2293 |
1.2317 |
0.0024 |
0.2% |
1.2317 |
| Range |
0.0213 |
0.0150 |
-0.0063 |
-29.6% |
0.0346 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.8% |
0.0000 |
| Volume |
335,592 |
340,718 |
5,126 |
1.5% |
1,477,229 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2770 |
1.2694 |
1.2400 |
|
| R3 |
1.2620 |
1.2544 |
1.2358 |
|
| R2 |
1.2470 |
1.2470 |
1.2345 |
|
| R1 |
1.2394 |
1.2394 |
1.2331 |
1.2432 |
| PP |
1.2320 |
1.2320 |
1.2320 |
1.2340 |
| S1 |
1.2244 |
1.2244 |
1.2303 |
1.2282 |
| S2 |
1.2170 |
1.2170 |
1.2290 |
|
| S3 |
1.2020 |
1.2094 |
1.2276 |
|
| S4 |
1.1870 |
1.1944 |
1.2235 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3293 |
1.3151 |
1.2507 |
|
| R3 |
1.2947 |
1.2805 |
1.2412 |
|
| R2 |
1.2601 |
1.2601 |
1.2380 |
|
| R1 |
1.2459 |
1.2459 |
1.2349 |
1.2530 |
| PP |
1.2255 |
1.2255 |
1.2255 |
1.2291 |
| S1 |
1.2113 |
1.2113 |
1.2285 |
1.2184 |
| S2 |
1.1909 |
1.1909 |
1.2254 |
|
| S3 |
1.1563 |
1.1767 |
1.2222 |
|
| S4 |
1.1217 |
1.1421 |
1.2127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2397 |
1.2051 |
0.0346 |
2.8% |
0.0131 |
1.1% |
77% |
True |
False |
295,445 |
| 10 |
1.2397 |
1.2051 |
0.0346 |
2.8% |
0.0123 |
1.0% |
77% |
True |
False |
265,779 |
| 20 |
1.2703 |
1.2051 |
0.0652 |
5.3% |
0.0125 |
1.0% |
41% |
False |
False |
260,423 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0123 |
1.0% |
38% |
False |
False |
210,085 |
| 60 |
1.3190 |
1.2051 |
0.1139 |
9.2% |
0.0115 |
0.9% |
23% |
False |
False |
140,340 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.1% |
0.0106 |
0.9% |
21% |
False |
False |
105,306 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0104 |
0.8% |
20% |
False |
False |
84,263 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.8% |
0.0096 |
0.8% |
18% |
False |
False |
70,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3035 |
|
2.618 |
1.2790 |
|
1.618 |
1.2640 |
|
1.000 |
1.2547 |
|
0.618 |
1.2490 |
|
HIGH |
1.2397 |
|
0.618 |
1.2340 |
|
0.500 |
1.2322 |
|
0.382 |
1.2304 |
|
LOW |
1.2247 |
|
0.618 |
1.2154 |
|
1.000 |
1.2097 |
|
1.618 |
1.2004 |
|
2.618 |
1.1854 |
|
4.250 |
1.1610 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2322 |
1.2288 |
| PP |
1.2320 |
1.2258 |
| S1 |
1.2319 |
1.2229 |
|