CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2361 |
1.2435 |
0.0074 |
0.6% |
1.2570 |
| High |
1.2453 |
1.2511 |
0.0058 |
0.5% |
1.2625 |
| Low |
1.2288 |
1.2386 |
0.0098 |
0.8% |
1.2288 |
| Close |
1.2413 |
1.2493 |
0.0080 |
0.6% |
1.2413 |
| Range |
0.0165 |
0.0125 |
-0.0040 |
-24.2% |
0.0337 |
| ATR |
0.0117 |
0.0117 |
0.0001 |
0.5% |
0.0000 |
| Volume |
452,212 |
236,902 |
-215,310 |
-47.6% |
1,160,600 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2838 |
1.2791 |
1.2562 |
|
| R3 |
1.2713 |
1.2666 |
1.2527 |
|
| R2 |
1.2588 |
1.2588 |
1.2516 |
|
| R1 |
1.2541 |
1.2541 |
1.2504 |
1.2565 |
| PP |
1.2463 |
1.2463 |
1.2463 |
1.2475 |
| S1 |
1.2416 |
1.2416 |
1.2482 |
1.2440 |
| S2 |
1.2338 |
1.2338 |
1.2470 |
|
| S3 |
1.2213 |
1.2291 |
1.2459 |
|
| S4 |
1.2088 |
1.2166 |
1.2424 |
|
|
| 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% |
0.0135 |
1.1% |
61% |
False |
False |
279,500 |
| 10 |
1.2826 |
1.2288 |
0.0538 |
4.3% |
0.0129 |
1.0% |
38% |
False |
False |
291,233 |
| 20 |
1.3068 |
1.2288 |
0.0780 |
6.2% |
0.0112 |
0.9% |
26% |
False |
False |
288,869 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
8.0% |
0.0104 |
0.8% |
21% |
False |
False |
258,877 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.8% |
0.0108 |
0.9% |
19% |
False |
False |
238,976 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.7% |
0.0108 |
0.9% |
17% |
False |
False |
180,145 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.7% |
0.0114 |
0.9% |
17% |
False |
False |
144,201 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.7% |
0.0111 |
0.9% |
17% |
False |
False |
120,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3042 |
|
2.618 |
1.2838 |
|
1.618 |
1.2713 |
|
1.000 |
1.2636 |
|
0.618 |
1.2588 |
|
HIGH |
1.2511 |
|
0.618 |
1.2463 |
|
0.500 |
1.2449 |
|
0.382 |
1.2434 |
|
LOW |
1.2386 |
|
0.618 |
1.2309 |
|
1.000 |
1.2261 |
|
1.618 |
1.2184 |
|
2.618 |
1.2059 |
|
4.250 |
1.1855 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2478 |
1.2462 |
| PP |
1.2463 |
1.2431 |
| S1 |
1.2449 |
1.2400 |
|