CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2371 |
1.2361 |
-0.0010 |
-0.1% |
1.2570 |
| High |
1.2429 |
1.2453 |
0.0024 |
0.2% |
1.2625 |
| Low |
1.2337 |
1.2288 |
-0.0049 |
-0.4% |
1.2288 |
| Close |
1.2368 |
1.2413 |
0.0045 |
0.4% |
1.2413 |
| Range |
0.0092 |
0.0165 |
0.0073 |
79.3% |
0.0337 |
| ATR |
0.0113 |
0.0117 |
0.0004 |
3.3% |
0.0000 |
| Volume |
349,799 |
452,212 |
102,413 |
29.3% |
1,160,600 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2880 |
1.2811 |
1.2504 |
|
| R3 |
1.2715 |
1.2646 |
1.2458 |
|
| R2 |
1.2550 |
1.2550 |
1.2443 |
|
| R1 |
1.2481 |
1.2481 |
1.2428 |
1.2516 |
| PP |
1.2385 |
1.2385 |
1.2385 |
1.2402 |
| S1 |
1.2316 |
1.2316 |
1.2398 |
1.2351 |
| S2 |
1.2220 |
1.2220 |
1.2383 |
|
| S3 |
1.2055 |
1.2151 |
1.2368 |
|
| S4 |
1.1890 |
1.1986 |
1.2322 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3270 |
1.2598 |
|
| R3 |
1.3116 |
1.2933 |
1.2506 |
|
| R2 |
1.2779 |
1.2779 |
1.2475 |
|
| R1 |
1.2596 |
1.2596 |
1.2444 |
1.2519 |
| PP |
1.2442 |
1.2442 |
1.2442 |
1.2404 |
| S1 |
1.2259 |
1.2259 |
1.2382 |
1.2182 |
| S2 |
1.2105 |
1.2105 |
1.2351 |
|
| S3 |
1.1768 |
1.1922 |
1.2320 |
|
| S4 |
1.1431 |
1.1585 |
1.2228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2625 |
1.2288 |
0.0337 |
2.7% |
0.0132 |
1.1% |
37% |
False |
True |
287,760 |
| 10 |
1.2826 |
1.2288 |
0.0538 |
4.3% |
0.0132 |
1.1% |
23% |
False |
True |
297,625 |
| 20 |
1.3182 |
1.2288 |
0.0894 |
7.2% |
0.0111 |
0.9% |
14% |
False |
True |
288,820 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
8.0% |
0.0104 |
0.8% |
13% |
False |
True |
258,680 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.9% |
0.0108 |
0.9% |
11% |
False |
True |
235,335 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.7% |
0.0107 |
0.9% |
10% |
False |
True |
177,189 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.7% |
0.0113 |
0.9% |
10% |
False |
True |
141,836 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.7% |
0.0110 |
0.9% |
10% |
False |
True |
118,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3154 |
|
2.618 |
1.2885 |
|
1.618 |
1.2720 |
|
1.000 |
1.2618 |
|
0.618 |
1.2555 |
|
HIGH |
1.2453 |
|
0.618 |
1.2390 |
|
0.500 |
1.2371 |
|
0.382 |
1.2351 |
|
LOW |
1.2288 |
|
0.618 |
1.2186 |
|
1.000 |
1.2123 |
|
1.618 |
1.2021 |
|
2.618 |
1.1856 |
|
4.250 |
1.1587 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2399 |
1.2406 |
| PP |
1.2385 |
1.2398 |
| S1 |
1.2371 |
1.2391 |
|