CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2252 |
1.2198 |
-0.0054 |
-0.4% |
1.2321 |
| High |
1.2425 |
1.2413 |
-0.0012 |
-0.1% |
1.2425 |
| Low |
1.2160 |
1.2191 |
0.0031 |
0.3% |
1.2160 |
| Close |
1.2196 |
1.2397 |
0.0201 |
1.6% |
1.2397 |
| Range |
0.0265 |
0.0222 |
-0.0043 |
-16.2% |
0.0265 |
| ATR |
0.0119 |
0.0126 |
0.0007 |
6.2% |
0.0000 |
| Volume |
250 |
1,109 |
859 |
343.6% |
3,860 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2920 |
1.2519 |
|
| R3 |
1.2778 |
1.2698 |
1.2458 |
|
| R2 |
1.2556 |
1.2556 |
1.2438 |
|
| R1 |
1.2476 |
1.2476 |
1.2417 |
1.2516 |
| PP |
1.2334 |
1.2334 |
1.2334 |
1.2354 |
| S1 |
1.2254 |
1.2254 |
1.2377 |
1.2294 |
| S2 |
1.2112 |
1.2112 |
1.2356 |
|
| S3 |
1.1890 |
1.2032 |
1.2336 |
|
| S4 |
1.1668 |
1.1810 |
1.2275 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.3025 |
1.2543 |
|
| R3 |
1.2857 |
1.2760 |
1.2470 |
|
| R2 |
1.2592 |
1.2592 |
1.2446 |
|
| R1 |
1.2495 |
1.2495 |
1.2421 |
1.2544 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2352 |
| S1 |
1.2230 |
1.2230 |
1.2373 |
1.2279 |
| S2 |
1.2062 |
1.2062 |
1.2348 |
|
| S3 |
1.1797 |
1.1965 |
1.2324 |
|
| S4 |
1.1532 |
1.1700 |
1.2251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2425 |
1.2160 |
0.0265 |
2.1% |
0.0149 |
1.2% |
89% |
False |
False |
772 |
| 10 |
1.2425 |
1.2069 |
0.0356 |
2.9% |
0.0136 |
1.1% |
92% |
False |
False |
758 |
| 20 |
1.2425 |
1.2069 |
0.0356 |
2.9% |
0.0113 |
0.9% |
92% |
False |
False |
612 |
| 40 |
1.2805 |
1.2069 |
0.0736 |
5.9% |
0.0113 |
0.9% |
45% |
False |
False |
383 |
| 60 |
1.2979 |
1.2069 |
0.0910 |
7.3% |
0.0101 |
0.8% |
36% |
False |
False |
279 |
| 80 |
1.3300 |
1.2069 |
0.1231 |
9.9% |
0.0084 |
0.7% |
27% |
False |
False |
214 |
| 100 |
1.3364 |
1.2069 |
0.1295 |
10.4% |
0.0071 |
0.6% |
25% |
False |
False |
172 |
| 120 |
1.3491 |
1.2069 |
0.1422 |
11.5% |
0.0063 |
0.5% |
23% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3357 |
|
2.618 |
1.2994 |
|
1.618 |
1.2772 |
|
1.000 |
1.2635 |
|
0.618 |
1.2550 |
|
HIGH |
1.2413 |
|
0.618 |
1.2328 |
|
0.500 |
1.2302 |
|
0.382 |
1.2276 |
|
LOW |
1.2191 |
|
0.618 |
1.2054 |
|
1.000 |
1.1969 |
|
1.618 |
1.1832 |
|
2.618 |
1.1610 |
|
4.250 |
1.1248 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2365 |
1.2362 |
| PP |
1.2334 |
1.2327 |
| S1 |
1.2302 |
1.2293 |
|