CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2158 |
1.2296 |
0.0138 |
1.1% |
1.2149 |
| High |
1.2350 |
1.2407 |
0.0057 |
0.5% |
1.2407 |
| Low |
1.2144 |
1.2264 |
0.0120 |
1.0% |
1.2069 |
| Close |
1.2309 |
1.2333 |
0.0024 |
0.2% |
1.2333 |
| Range |
0.0206 |
0.0143 |
-0.0063 |
-30.6% |
0.0338 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.1% |
0.0000 |
| Volume |
877 |
302 |
-575 |
-65.6% |
3,721 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2764 |
1.2691 |
1.2412 |
|
| R3 |
1.2621 |
1.2548 |
1.2372 |
|
| R2 |
1.2478 |
1.2478 |
1.2359 |
|
| R1 |
1.2405 |
1.2405 |
1.2346 |
1.2442 |
| PP |
1.2335 |
1.2335 |
1.2335 |
1.2353 |
| S1 |
1.2262 |
1.2262 |
1.2320 |
1.2299 |
| S2 |
1.2192 |
1.2192 |
1.2307 |
|
| S3 |
1.2049 |
1.2119 |
1.2294 |
|
| S4 |
1.1906 |
1.1976 |
1.2254 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3284 |
1.3146 |
1.2519 |
|
| R3 |
1.2946 |
1.2808 |
1.2426 |
|
| R2 |
1.2608 |
1.2608 |
1.2395 |
|
| R1 |
1.2470 |
1.2470 |
1.2364 |
1.2539 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2304 |
| S1 |
1.2132 |
1.2132 |
1.2302 |
1.2201 |
| S2 |
1.1932 |
1.1932 |
1.2271 |
|
| S3 |
1.1594 |
1.1794 |
1.2240 |
|
| S4 |
1.1256 |
1.1456 |
1.2147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2407 |
1.2069 |
0.0338 |
2.7% |
0.0123 |
1.0% |
78% |
True |
False |
744 |
| 10 |
1.2407 |
1.2069 |
0.0338 |
2.7% |
0.0115 |
0.9% |
78% |
True |
False |
688 |
| 20 |
1.2710 |
1.2069 |
0.0641 |
5.2% |
0.0114 |
0.9% |
41% |
False |
False |
468 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
6.0% |
0.0109 |
0.9% |
36% |
False |
False |
303 |
| 60 |
1.3190 |
1.2069 |
0.1121 |
9.1% |
0.0093 |
0.8% |
24% |
False |
False |
219 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
10.0% |
0.0076 |
0.6% |
21% |
False |
False |
166 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.5% |
0.0064 |
0.5% |
20% |
False |
False |
134 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.5% |
0.0057 |
0.5% |
19% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3015 |
|
2.618 |
1.2781 |
|
1.618 |
1.2638 |
|
1.000 |
1.2550 |
|
0.618 |
1.2495 |
|
HIGH |
1.2407 |
|
0.618 |
1.2352 |
|
0.500 |
1.2336 |
|
0.382 |
1.2319 |
|
LOW |
1.2264 |
|
0.618 |
1.2176 |
|
1.000 |
1.2121 |
|
1.618 |
1.2033 |
|
2.618 |
1.1890 |
|
4.250 |
1.1656 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2336 |
1.2305 |
| PP |
1.2335 |
1.2276 |
| S1 |
1.2334 |
1.2248 |
|