CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2282 |
1.2268 |
-0.0014 |
-0.1% |
1.2647 |
| High |
1.2323 |
1.2268 |
-0.0055 |
-0.4% |
1.2689 |
| Low |
1.2241 |
1.2199 |
-0.0042 |
-0.3% |
1.2289 |
| Close |
1.2248 |
1.2222 |
-0.0026 |
-0.2% |
1.2299 |
| Range |
0.0082 |
0.0069 |
-0.0013 |
-15.9% |
0.0400 |
| ATR |
0.0106 |
0.0104 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
313 |
284 |
-29 |
-9.3% |
842 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2437 |
1.2398 |
1.2260 |
|
| R3 |
1.2368 |
1.2329 |
1.2241 |
|
| R2 |
1.2299 |
1.2299 |
1.2235 |
|
| R1 |
1.2260 |
1.2260 |
1.2228 |
1.2245 |
| PP |
1.2230 |
1.2230 |
1.2230 |
1.2222 |
| S1 |
1.2191 |
1.2191 |
1.2216 |
1.2176 |
| S2 |
1.2161 |
1.2161 |
1.2209 |
|
| S3 |
1.2092 |
1.2122 |
1.2203 |
|
| S4 |
1.2023 |
1.2053 |
1.2184 |
|
|
| 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 |
1.2425 |
1.2199 |
0.0226 |
1.8% |
0.0083 |
0.7% |
10% |
False |
True |
352 |
| 10 |
1.2710 |
1.2199 |
0.0511 |
4.2% |
0.0114 |
0.9% |
5% |
False |
True |
246 |
| 20 |
1.2805 |
1.2199 |
0.0606 |
5.0% |
0.0105 |
0.9% |
4% |
False |
True |
180 |
| 40 |
1.2833 |
1.2199 |
0.0634 |
5.2% |
0.0099 |
0.8% |
4% |
False |
True |
142 |
| 60 |
1.3300 |
1.2199 |
0.1101 |
9.0% |
0.0078 |
0.6% |
2% |
False |
True |
101 |
| 80 |
1.3364 |
1.2199 |
0.1165 |
9.5% |
0.0064 |
0.5% |
2% |
False |
True |
77 |
| 100 |
1.3491 |
1.2199 |
0.1292 |
10.6% |
0.0055 |
0.5% |
2% |
False |
True |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2561 |
|
2.618 |
1.2449 |
|
1.618 |
1.2380 |
|
1.000 |
1.2337 |
|
0.618 |
1.2311 |
|
HIGH |
1.2268 |
|
0.618 |
1.2242 |
|
0.500 |
1.2234 |
|
0.382 |
1.2225 |
|
LOW |
1.2199 |
|
0.618 |
1.2156 |
|
1.000 |
1.2130 |
|
1.618 |
1.2087 |
|
2.618 |
1.2018 |
|
4.250 |
1.1906 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2234 |
1.2278 |
| PP |
1.2230 |
1.2259 |
| S1 |
1.2226 |
1.2241 |
|