CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2630 |
1.2608 |
-0.0022 |
-0.2% |
1.2559 |
| High |
1.2648 |
1.2617 |
-0.0031 |
-0.2% |
1.2710 |
| Low |
1.2588 |
1.2396 |
-0.0192 |
-1.5% |
1.2440 |
| Close |
1.2637 |
1.2416 |
-0.0221 |
-1.7% |
1.2682 |
| Range |
0.0060 |
0.0221 |
0.0161 |
268.3% |
0.0270 |
| ATR |
0.0104 |
0.0114 |
0.0010 |
9.4% |
0.0000 |
| Volume |
71 |
52 |
-19 |
-26.8% |
928 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3139 |
1.2999 |
1.2538 |
|
| R3 |
1.2918 |
1.2778 |
1.2477 |
|
| R2 |
1.2697 |
1.2697 |
1.2457 |
|
| R1 |
1.2557 |
1.2557 |
1.2436 |
1.2517 |
| PP |
1.2476 |
1.2476 |
1.2476 |
1.2456 |
| S1 |
1.2336 |
1.2336 |
1.2396 |
1.2296 |
| S2 |
1.2255 |
1.2255 |
1.2375 |
|
| S3 |
1.2034 |
1.2115 |
1.2355 |
|
| S4 |
1.1813 |
1.1894 |
1.2294 |
|
|
| 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 |
1.2396 |
0.0314 |
2.5% |
0.0145 |
1.2% |
6% |
False |
True |
140 |
| 10 |
1.2720 |
1.2396 |
0.0324 |
2.6% |
0.0113 |
0.9% |
6% |
False |
True |
150 |
| 20 |
1.2805 |
1.2396 |
0.0409 |
3.3% |
0.0109 |
0.9% |
5% |
False |
True |
131 |
| 40 |
1.3009 |
1.2325 |
0.0684 |
5.5% |
0.0094 |
0.8% |
13% |
False |
False |
103 |
| 60 |
1.3300 |
1.2325 |
0.0975 |
7.9% |
0.0072 |
0.6% |
9% |
False |
False |
73 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.4% |
0.0059 |
0.5% |
9% |
False |
False |
56 |
| 100 |
1.3491 |
1.2325 |
0.1166 |
9.4% |
0.0052 |
0.4% |
8% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3556 |
|
2.618 |
1.3196 |
|
1.618 |
1.2975 |
|
1.000 |
1.2838 |
|
0.618 |
1.2754 |
|
HIGH |
1.2617 |
|
0.618 |
1.2533 |
|
0.500 |
1.2507 |
|
0.382 |
1.2480 |
|
LOW |
1.2396 |
|
0.618 |
1.2259 |
|
1.000 |
1.2175 |
|
1.618 |
1.2038 |
|
2.618 |
1.1817 |
|
4.250 |
1.1457 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2507 |
1.2543 |
| PP |
1.2476 |
1.2500 |
| S1 |
1.2446 |
1.2458 |
|