CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2268 |
1.2230 |
-0.0038 |
-0.3% |
1.2303 |
| High |
1.2268 |
1.2280 |
0.0012 |
0.1% |
1.2356 |
| Low |
1.2199 |
1.2193 |
-0.0006 |
0.0% |
1.2193 |
| Close |
1.2222 |
1.2268 |
0.0046 |
0.4% |
1.2268 |
| Range |
0.0069 |
0.0087 |
0.0018 |
26.1% |
0.0163 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
284 |
261 |
-23 |
-8.1% |
1,513 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2508 |
1.2475 |
1.2316 |
|
| R3 |
1.2421 |
1.2388 |
1.2292 |
|
| R2 |
1.2334 |
1.2334 |
1.2284 |
|
| R1 |
1.2301 |
1.2301 |
1.2276 |
1.2318 |
| PP |
1.2247 |
1.2247 |
1.2247 |
1.2255 |
| S1 |
1.2214 |
1.2214 |
1.2260 |
1.2231 |
| S2 |
1.2160 |
1.2160 |
1.2252 |
|
| S3 |
1.2073 |
1.2127 |
1.2244 |
|
| S4 |
1.1986 |
1.2040 |
1.2220 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2761 |
1.2678 |
1.2358 |
|
| R3 |
1.2598 |
1.2515 |
1.2313 |
|
| R2 |
1.2435 |
1.2435 |
1.2298 |
|
| R1 |
1.2352 |
1.2352 |
1.2283 |
1.2312 |
| PP |
1.2272 |
1.2272 |
1.2272 |
1.2253 |
| S1 |
1.2189 |
1.2189 |
1.2253 |
1.2149 |
| S2 |
1.2109 |
1.2109 |
1.2238 |
|
| S3 |
1.1946 |
1.2026 |
1.2223 |
|
| S4 |
1.1783 |
1.1863 |
1.2178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2356 |
1.2193 |
0.0163 |
1.3% |
0.0073 |
0.6% |
46% |
False |
True |
302 |
| 10 |
1.2710 |
1.2193 |
0.0517 |
4.2% |
0.0112 |
0.9% |
15% |
False |
True |
248 |
| 20 |
1.2805 |
1.2193 |
0.0612 |
5.0% |
0.0106 |
0.9% |
12% |
False |
True |
188 |
| 40 |
1.2833 |
1.2193 |
0.0640 |
5.2% |
0.0099 |
0.8% |
12% |
False |
True |
141 |
| 60 |
1.3300 |
1.2193 |
0.1107 |
9.0% |
0.0079 |
0.6% |
7% |
False |
True |
106 |
| 80 |
1.3364 |
1.2193 |
0.1171 |
9.5% |
0.0064 |
0.5% |
6% |
False |
True |
81 |
| 100 |
1.3491 |
1.2193 |
0.1298 |
10.6% |
0.0056 |
0.5% |
6% |
False |
True |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2650 |
|
2.618 |
1.2508 |
|
1.618 |
1.2421 |
|
1.000 |
1.2367 |
|
0.618 |
1.2334 |
|
HIGH |
1.2280 |
|
0.618 |
1.2247 |
|
0.500 |
1.2237 |
|
0.382 |
1.2226 |
|
LOW |
1.2193 |
|
0.618 |
1.2139 |
|
1.000 |
1.2106 |
|
1.618 |
1.2052 |
|
2.618 |
1.1965 |
|
4.250 |
1.1823 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2258 |
1.2265 |
| PP |
1.2247 |
1.2261 |
| S1 |
1.2237 |
1.2258 |
|