CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2236 |
1.2188 |
-0.0048 |
-0.4% |
1.2310 |
| High |
1.2394 |
1.2399 |
0.0005 |
0.0% |
1.2399 |
| Low |
1.2140 |
1.2173 |
0.0033 |
0.3% |
1.2140 |
| Close |
1.2180 |
1.2382 |
0.0202 |
1.7% |
1.2382 |
| Range |
0.0254 |
0.0226 |
-0.0028 |
-11.0% |
0.0259 |
| ATR |
0.0127 |
0.0134 |
0.0007 |
5.6% |
0.0000 |
| Volume |
467,476 |
292,415 |
-175,061 |
-37.4% |
1,369,993 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2996 |
1.2915 |
1.2506 |
|
| R3 |
1.2770 |
1.2689 |
1.2444 |
|
| R2 |
1.2544 |
1.2544 |
1.2423 |
|
| R1 |
1.2463 |
1.2463 |
1.2403 |
1.2504 |
| PP |
1.2318 |
1.2318 |
1.2318 |
1.2338 |
| S1 |
1.2237 |
1.2237 |
1.2361 |
1.2278 |
| S2 |
1.2092 |
1.2092 |
1.2341 |
|
| S3 |
1.1866 |
1.2011 |
1.2320 |
|
| S4 |
1.1640 |
1.1785 |
1.2258 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3084 |
1.2992 |
1.2524 |
|
| R3 |
1.2825 |
1.2733 |
1.2453 |
|
| R2 |
1.2566 |
1.2566 |
1.2429 |
|
| R1 |
1.2474 |
1.2474 |
1.2406 |
1.2520 |
| PP |
1.2307 |
1.2307 |
1.2307 |
1.2330 |
| S1 |
1.2215 |
1.2215 |
1.2358 |
1.2261 |
| S2 |
1.2048 |
1.2048 |
1.2335 |
|
| S3 |
1.1789 |
1.1956 |
1.2311 |
|
| S4 |
1.1530 |
1.1697 |
1.2240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2399 |
1.2140 |
0.0259 |
2.1% |
0.0153 |
1.2% |
93% |
True |
False |
273,998 |
| 10 |
1.2399 |
1.2051 |
0.0348 |
2.8% |
0.0142 |
1.1% |
95% |
True |
False |
284,722 |
| 20 |
1.2399 |
1.2051 |
0.0348 |
2.8% |
0.0121 |
1.0% |
95% |
True |
False |
256,146 |
| 40 |
1.2759 |
1.2051 |
0.0708 |
5.7% |
0.0126 |
1.0% |
47% |
False |
False |
243,429 |
| 60 |
1.2989 |
1.2051 |
0.0938 |
7.6% |
0.0121 |
1.0% |
35% |
False |
False |
163,148 |
| 80 |
1.3292 |
1.2051 |
0.1241 |
10.0% |
0.0111 |
0.9% |
27% |
False |
False |
122,422 |
| 100 |
1.3396 |
1.2051 |
0.1345 |
10.9% |
0.0107 |
0.9% |
25% |
False |
False |
97,961 |
| 120 |
1.3500 |
1.2051 |
0.1449 |
11.7% |
0.0101 |
0.8% |
23% |
False |
False |
81,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3360 |
|
2.618 |
1.2991 |
|
1.618 |
1.2765 |
|
1.000 |
1.2625 |
|
0.618 |
1.2539 |
|
HIGH |
1.2399 |
|
0.618 |
1.2313 |
|
0.500 |
1.2286 |
|
0.382 |
1.2259 |
|
LOW |
1.2173 |
|
0.618 |
1.2033 |
|
1.000 |
1.1947 |
|
1.618 |
1.1807 |
|
2.618 |
1.1581 |
|
4.250 |
1.1213 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2350 |
1.2345 |
| PP |
1.2318 |
1.2307 |
| S1 |
1.2286 |
1.2270 |
|