CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2647 |
1.2630 |
-0.0017 |
-0.1% |
1.2559 |
| High |
1.2689 |
1.2648 |
-0.0041 |
-0.3% |
1.2710 |
| Low |
1.2597 |
1.2588 |
-0.0009 |
-0.1% |
1.2440 |
| Close |
1.2608 |
1.2637 |
0.0029 |
0.2% |
1.2682 |
| Range |
0.0092 |
0.0060 |
-0.0032 |
-34.8% |
0.0270 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
211 |
71 |
-140 |
-66.4% |
928 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2804 |
1.2781 |
1.2670 |
|
| R3 |
1.2744 |
1.2721 |
1.2654 |
|
| R2 |
1.2684 |
1.2684 |
1.2648 |
|
| R1 |
1.2661 |
1.2661 |
1.2643 |
1.2673 |
| PP |
1.2624 |
1.2624 |
1.2624 |
1.2630 |
| S1 |
1.2601 |
1.2601 |
1.2632 |
1.2613 |
| S2 |
1.2564 |
1.2564 |
1.2626 |
|
| S3 |
1.2504 |
1.2541 |
1.2621 |
|
| S4 |
1.2444 |
1.2481 |
1.2604 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3421 |
1.3321 |
1.2831 |
|
| R3 |
1.3151 |
1.3051 |
1.2756 |
|
| R2 |
1.2881 |
1.2881 |
1.2732 |
|
| R1 |
1.2781 |
1.2781 |
1.2707 |
1.2831 |
| PP |
1.2611 |
1.2611 |
1.2611 |
1.2636 |
| S1 |
1.2511 |
1.2511 |
1.2657 |
1.2561 |
| S2 |
1.2341 |
1.2341 |
1.2633 |
|
| S3 |
1.2071 |
1.2241 |
1.2608 |
|
| S4 |
1.1801 |
1.1971 |
1.2534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2710 |
1.2440 |
0.0270 |
2.1% |
0.0111 |
0.9% |
73% |
False |
False |
149 |
| 10 |
1.2745 |
1.2440 |
0.0305 |
2.4% |
0.0099 |
0.8% |
65% |
False |
False |
151 |
| 20 |
1.2805 |
1.2440 |
0.0365 |
2.9% |
0.0104 |
0.8% |
54% |
False |
False |
151 |
| 40 |
1.3054 |
1.2325 |
0.0729 |
5.8% |
0.0089 |
0.7% |
43% |
False |
False |
102 |
| 60 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0068 |
0.5% |
32% |
False |
False |
72 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.2% |
0.0057 |
0.4% |
30% |
False |
False |
55 |
| 100 |
1.3491 |
1.2325 |
0.1166 |
9.2% |
0.0050 |
0.4% |
27% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2903 |
|
2.618 |
1.2805 |
|
1.618 |
1.2745 |
|
1.000 |
1.2708 |
|
0.618 |
1.2685 |
|
HIGH |
1.2648 |
|
0.618 |
1.2625 |
|
0.500 |
1.2618 |
|
0.382 |
1.2611 |
|
LOW |
1.2588 |
|
0.618 |
1.2551 |
|
1.000 |
1.2528 |
|
1.618 |
1.2491 |
|
2.618 |
1.2431 |
|
4.250 |
1.2333 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2631 |
1.2621 |
| PP |
1.2624 |
1.2604 |
| S1 |
1.2618 |
1.2588 |
|