CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2088 |
1.2158 |
0.0070 |
0.6% |
1.2273 |
| High |
1.2192 |
1.2350 |
0.0158 |
1.3% |
1.2353 |
| Low |
1.2088 |
1.2144 |
0.0056 |
0.5% |
1.2179 |
| Close |
1.2183 |
1.2309 |
0.0126 |
1.0% |
1.2184 |
| Range |
0.0104 |
0.0206 |
0.0102 |
98.1% |
0.0174 |
| ATR |
0.0103 |
0.0110 |
0.0007 |
7.2% |
0.0000 |
| Volume |
797 |
877 |
80 |
10.0% |
3,161 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2886 |
1.2803 |
1.2422 |
|
| R3 |
1.2680 |
1.2597 |
1.2366 |
|
| R2 |
1.2474 |
1.2474 |
1.2347 |
|
| R1 |
1.2391 |
1.2391 |
1.2328 |
1.2433 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2288 |
| S1 |
1.2185 |
1.2185 |
1.2290 |
1.2227 |
| S2 |
1.2062 |
1.2062 |
1.2271 |
|
| S3 |
1.1856 |
1.1979 |
1.2252 |
|
| S4 |
1.1650 |
1.1773 |
1.2196 |
|
|
| 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 |
1.2350 |
1.2069 |
0.0281 |
2.3% |
0.0118 |
1.0% |
85% |
True |
False |
854 |
| 10 |
1.2353 |
1.2069 |
0.0284 |
2.3% |
0.0110 |
0.9% |
85% |
False |
False |
684 |
| 20 |
1.2710 |
1.2069 |
0.0641 |
5.2% |
0.0112 |
0.9% |
37% |
False |
False |
465 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0106 |
0.9% |
33% |
False |
False |
296 |
| 60 |
1.3233 |
1.2069 |
0.1164 |
9.5% |
0.0092 |
0.7% |
21% |
False |
False |
214 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0074 |
0.6% |
19% |
False |
False |
162 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0063 |
0.5% |
19% |
False |
False |
131 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.6% |
0.0057 |
0.5% |
17% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3226 |
|
2.618 |
1.2889 |
|
1.618 |
1.2683 |
|
1.000 |
1.2556 |
|
0.618 |
1.2477 |
|
HIGH |
1.2350 |
|
0.618 |
1.2271 |
|
0.500 |
1.2247 |
|
0.382 |
1.2223 |
|
LOW |
1.2144 |
|
0.618 |
1.2017 |
|
1.000 |
1.1938 |
|
1.618 |
1.1811 |
|
2.618 |
1.1605 |
|
4.250 |
1.1269 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2288 |
1.2276 |
| PP |
1.2268 |
1.2243 |
| S1 |
1.2247 |
1.2210 |
|