CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2149 |
1.2146 |
-0.0003 |
0.0% |
1.2273 |
| High |
1.2171 |
1.2160 |
-0.0011 |
-0.1% |
1.2353 |
| Low |
1.2098 |
1.2069 |
-0.0029 |
-0.2% |
1.2179 |
| Close |
1.2152 |
1.2087 |
-0.0065 |
-0.5% |
1.2184 |
| Range |
0.0073 |
0.0091 |
0.0018 |
24.7% |
0.0174 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
484 |
1,261 |
777 |
160.5% |
3,161 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2378 |
1.2324 |
1.2137 |
|
| R3 |
1.2287 |
1.2233 |
1.2112 |
|
| R2 |
1.2196 |
1.2196 |
1.2104 |
|
| R1 |
1.2142 |
1.2142 |
1.2095 |
1.2124 |
| PP |
1.2105 |
1.2105 |
1.2105 |
1.2096 |
| S1 |
1.2051 |
1.2051 |
1.2079 |
1.2033 |
| S2 |
1.2014 |
1.2014 |
1.2070 |
|
| S3 |
1.1923 |
1.1960 |
1.2062 |
|
| S4 |
1.1832 |
1.1869 |
1.2037 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2761 |
1.2646 |
1.2280 |
|
| R3 |
1.2587 |
1.2472 |
1.2232 |
|
| R2 |
1.2413 |
1.2413 |
1.2216 |
|
| R1 |
1.2298 |
1.2298 |
1.2200 |
1.2269 |
| PP |
1.2239 |
1.2239 |
1.2239 |
1.2224 |
| S1 |
1.2124 |
1.2124 |
1.2168 |
1.2095 |
| S2 |
1.2065 |
1.2065 |
1.2152 |
|
| S3 |
1.1891 |
1.1950 |
1.2136 |
|
| S4 |
1.1717 |
1.1776 |
1.2088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2353 |
1.2069 |
0.0284 |
2.3% |
0.0093 |
0.8% |
6% |
False |
True |
837 |
| 10 |
1.2353 |
1.2069 |
0.0284 |
2.3% |
0.0094 |
0.8% |
6% |
False |
True |
576 |
| 20 |
1.2710 |
1.2069 |
0.0641 |
5.3% |
0.0103 |
0.8% |
3% |
False |
True |
396 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.1% |
0.0103 |
0.9% |
2% |
False |
True |
257 |
| 60 |
1.3300 |
1.2069 |
0.1231 |
10.2% |
0.0088 |
0.7% |
1% |
False |
True |
186 |
| 80 |
1.3355 |
1.2069 |
0.1286 |
10.6% |
0.0071 |
0.6% |
1% |
False |
True |
141 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.7% |
0.0060 |
0.5% |
1% |
False |
True |
114 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.8% |
0.0054 |
0.4% |
1% |
False |
True |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2547 |
|
2.618 |
1.2398 |
|
1.618 |
1.2307 |
|
1.000 |
1.2251 |
|
0.618 |
1.2216 |
|
HIGH |
1.2160 |
|
0.618 |
1.2125 |
|
0.500 |
1.2115 |
|
0.382 |
1.2104 |
|
LOW |
1.2069 |
|
0.618 |
1.2013 |
|
1.000 |
1.1978 |
|
1.618 |
1.1922 |
|
2.618 |
1.1831 |
|
4.250 |
1.1682 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2115 |
1.2181 |
| PP |
1.2105 |
1.2150 |
| S1 |
1.2096 |
1.2118 |
|