CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2273 |
1.2298 |
0.0025 |
0.2% |
1.2303 |
| High |
1.2313 |
1.2342 |
0.0029 |
0.2% |
1.2356 |
| Low |
1.2202 |
1.2216 |
0.0014 |
0.1% |
1.2193 |
| Close |
1.2303 |
1.2314 |
0.0011 |
0.1% |
1.2268 |
| Range |
0.0111 |
0.0126 |
0.0015 |
13.5% |
0.0163 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.6% |
0.0000 |
| Volume |
185 |
533 |
348 |
188.1% |
1,513 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2669 |
1.2617 |
1.2383 |
|
| R3 |
1.2543 |
1.2491 |
1.2349 |
|
| R2 |
1.2417 |
1.2417 |
1.2337 |
|
| R1 |
1.2365 |
1.2365 |
1.2326 |
1.2391 |
| PP |
1.2291 |
1.2291 |
1.2291 |
1.2304 |
| S1 |
1.2239 |
1.2239 |
1.2302 |
1.2265 |
| S2 |
1.2165 |
1.2165 |
1.2291 |
|
| S3 |
1.2039 |
1.2113 |
1.2279 |
|
| S4 |
1.1913 |
1.1987 |
1.2245 |
|
|
| 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 |
1.2342 |
1.2193 |
0.0149 |
1.2% |
0.0095 |
0.8% |
81% |
True |
False |
315 |
| 10 |
1.2648 |
1.2193 |
0.0455 |
3.7% |
0.0102 |
0.8% |
27% |
False |
False |
286 |
| 20 |
1.2750 |
1.2193 |
0.0557 |
4.5% |
0.0105 |
0.8% |
22% |
False |
False |
217 |
| 40 |
1.2833 |
1.2193 |
0.0640 |
5.2% |
0.0101 |
0.8% |
19% |
False |
False |
158 |
| 60 |
1.3300 |
1.2193 |
0.1107 |
9.0% |
0.0083 |
0.7% |
11% |
False |
False |
118 |
| 80 |
1.3364 |
1.2193 |
0.1171 |
9.5% |
0.0067 |
0.5% |
10% |
False |
False |
89 |
| 100 |
1.3484 |
1.2193 |
0.1291 |
10.5% |
0.0058 |
0.5% |
9% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2878 |
|
2.618 |
1.2672 |
|
1.618 |
1.2546 |
|
1.000 |
1.2468 |
|
0.618 |
1.2420 |
|
HIGH |
1.2342 |
|
0.618 |
1.2294 |
|
0.500 |
1.2279 |
|
0.382 |
1.2264 |
|
LOW |
1.2216 |
|
0.618 |
1.2138 |
|
1.000 |
1.2090 |
|
1.618 |
1.2012 |
|
2.618 |
1.1886 |
|
4.250 |
1.1681 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2302 |
1.2299 |
| PP |
1.2291 |
1.2283 |
| S1 |
1.2279 |
1.2268 |
|