CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2608 |
1.2405 |
-0.0203 |
-1.6% |
1.2647 |
| High |
1.2617 |
1.2425 |
-0.0192 |
-1.5% |
1.2689 |
| Low |
1.2396 |
1.2289 |
-0.0107 |
-0.9% |
1.2289 |
| Close |
1.2416 |
1.2299 |
-0.0117 |
-0.9% |
1.2299 |
| Range |
0.0221 |
0.0136 |
-0.0085 |
-38.5% |
0.0400 |
| ATR |
0.0114 |
0.0115 |
0.0002 |
1.4% |
0.0000 |
| Volume |
52 |
508 |
456 |
876.9% |
842 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2746 |
1.2658 |
1.2374 |
|
| R3 |
1.2610 |
1.2522 |
1.2336 |
|
| R2 |
1.2474 |
1.2474 |
1.2324 |
|
| R1 |
1.2386 |
1.2386 |
1.2311 |
1.2362 |
| PP |
1.2338 |
1.2338 |
1.2338 |
1.2326 |
| S1 |
1.2250 |
1.2250 |
1.2287 |
1.2226 |
| S2 |
1.2202 |
1.2202 |
1.2274 |
|
| S3 |
1.2066 |
1.2114 |
1.2262 |
|
| S4 |
1.1930 |
1.1978 |
1.2224 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3362 |
1.2519 |
|
| R3 |
1.3226 |
1.2962 |
1.2409 |
|
| R2 |
1.2826 |
1.2826 |
1.2372 |
|
| R1 |
1.2562 |
1.2562 |
1.2336 |
1.2494 |
| PP |
1.2426 |
1.2426 |
1.2426 |
1.2392 |
| S1 |
1.2162 |
1.2162 |
1.2262 |
1.2094 |
| S2 |
1.2026 |
1.2026 |
1.2226 |
|
| S3 |
1.1626 |
1.1762 |
1.2189 |
|
| S4 |
1.1226 |
1.1362 |
1.2079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2710 |
1.2289 |
0.0421 |
3.4% |
0.0151 |
1.2% |
2% |
False |
True |
194 |
| 10 |
1.2710 |
1.2289 |
0.0421 |
3.4% |
0.0111 |
0.9% |
2% |
False |
True |
188 |
| 20 |
1.2805 |
1.2289 |
0.0516 |
4.2% |
0.0113 |
0.9% |
2% |
False |
True |
154 |
| 40 |
1.2979 |
1.2289 |
0.0690 |
5.6% |
0.0096 |
0.8% |
1% |
False |
True |
112 |
| 60 |
1.3300 |
1.2289 |
0.1011 |
8.2% |
0.0074 |
0.6% |
1% |
False |
True |
81 |
| 80 |
1.3364 |
1.2289 |
0.1075 |
8.7% |
0.0061 |
0.5% |
1% |
False |
True |
62 |
| 100 |
1.3491 |
1.2289 |
0.1202 |
9.8% |
0.0053 |
0.4% |
1% |
False |
True |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3003 |
|
2.618 |
1.2781 |
|
1.618 |
1.2645 |
|
1.000 |
1.2561 |
|
0.618 |
1.2509 |
|
HIGH |
1.2425 |
|
0.618 |
1.2373 |
|
0.500 |
1.2357 |
|
0.382 |
1.2341 |
|
LOW |
1.2289 |
|
0.618 |
1.2205 |
|
1.000 |
1.2153 |
|
1.618 |
1.2069 |
|
2.618 |
1.1933 |
|
4.250 |
1.1711 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2357 |
1.2469 |
| PP |
1.2338 |
1.2412 |
| S1 |
1.2318 |
1.2356 |
|