CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2405 |
1.2303 |
-0.0102 |
-0.8% |
1.2647 |
| High |
1.2425 |
1.2345 |
-0.0080 |
-0.6% |
1.2689 |
| Low |
1.2289 |
1.2302 |
0.0013 |
0.1% |
1.2289 |
| Close |
1.2299 |
1.2337 |
0.0038 |
0.3% |
1.2299 |
| Range |
0.0136 |
0.0043 |
-0.0093 |
-68.4% |
0.0400 |
| ATR |
0.0115 |
0.0110 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
508 |
488 |
-20 |
-3.9% |
842 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2457 |
1.2440 |
1.2361 |
|
| R3 |
1.2414 |
1.2397 |
1.2349 |
|
| R2 |
1.2371 |
1.2371 |
1.2345 |
|
| R1 |
1.2354 |
1.2354 |
1.2341 |
1.2363 |
| PP |
1.2328 |
1.2328 |
1.2328 |
1.2332 |
| S1 |
1.2311 |
1.2311 |
1.2333 |
1.2320 |
| S2 |
1.2285 |
1.2285 |
1.2329 |
|
| S3 |
1.2242 |
1.2268 |
1.2325 |
|
| S4 |
1.2199 |
1.2225 |
1.2313 |
|
|
| 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 |
1.2689 |
1.2289 |
0.0400 |
3.2% |
0.0110 |
0.9% |
12% |
False |
False |
266 |
| 10 |
1.2710 |
1.2289 |
0.0421 |
3.4% |
0.0109 |
0.9% |
11% |
False |
False |
225 |
| 20 |
1.2805 |
1.2289 |
0.0516 |
4.2% |
0.0111 |
0.9% |
9% |
False |
False |
175 |
| 40 |
1.2950 |
1.2289 |
0.0661 |
5.4% |
0.0096 |
0.8% |
7% |
False |
False |
123 |
| 60 |
1.3300 |
1.2289 |
0.1011 |
8.2% |
0.0075 |
0.6% |
5% |
False |
False |
89 |
| 80 |
1.3364 |
1.2289 |
0.1075 |
8.7% |
0.0061 |
0.5% |
4% |
False |
False |
68 |
| 100 |
1.3491 |
1.2289 |
0.1202 |
9.7% |
0.0054 |
0.4% |
4% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2528 |
|
2.618 |
1.2458 |
|
1.618 |
1.2415 |
|
1.000 |
1.2388 |
|
0.618 |
1.2372 |
|
HIGH |
1.2345 |
|
0.618 |
1.2329 |
|
0.500 |
1.2324 |
|
0.382 |
1.2318 |
|
LOW |
1.2302 |
|
0.618 |
1.2275 |
|
1.000 |
1.2259 |
|
1.618 |
1.2232 |
|
2.618 |
1.2189 |
|
4.250 |
1.2119 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2333 |
1.2453 |
| PP |
1.2328 |
1.2414 |
| S1 |
1.2324 |
1.2376 |
|