CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2435 |
1.2495 |
0.0060 |
0.5% |
1.2570 |
| High |
1.2511 |
1.2543 |
0.0032 |
0.3% |
1.2625 |
| Low |
1.2386 |
1.2410 |
0.0024 |
0.2% |
1.2288 |
| Close |
1.2493 |
1.2446 |
-0.0047 |
-0.4% |
1.2413 |
| Range |
0.0125 |
0.0133 |
0.0008 |
6.4% |
0.0337 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
1.0% |
0.0000 |
| Volume |
236,902 |
254,860 |
17,958 |
7.6% |
1,160,600 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2865 |
1.2789 |
1.2519 |
|
| R3 |
1.2732 |
1.2656 |
1.2483 |
|
| R2 |
1.2599 |
1.2599 |
1.2470 |
|
| R1 |
1.2523 |
1.2523 |
1.2458 |
1.2495 |
| PP |
1.2466 |
1.2466 |
1.2466 |
1.2452 |
| S1 |
1.2390 |
1.2390 |
1.2434 |
1.2362 |
| S2 |
1.2333 |
1.2333 |
1.2422 |
|
| S3 |
1.2200 |
1.2257 |
1.2409 |
|
| S4 |
1.2067 |
1.2124 |
1.2373 |
|
|
| 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 |
1.2543 |
1.2288 |
0.0255 |
2.0% |
0.0129 |
1.0% |
62% |
True |
False |
330,472 |
| 10 |
1.2819 |
1.2288 |
0.0531 |
4.3% |
0.0133 |
1.1% |
30% |
False |
False |
294,455 |
| 20 |
1.3067 |
1.2288 |
0.0779 |
6.3% |
0.0113 |
0.9% |
20% |
False |
False |
290,604 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
8.0% |
0.0105 |
0.8% |
16% |
False |
False |
262,711 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.9% |
0.0107 |
0.9% |
14% |
False |
False |
242,682 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.7% |
0.0109 |
0.9% |
13% |
False |
False |
183,328 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.7% |
0.0114 |
0.9% |
13% |
False |
False |
146,736 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.7% |
0.0111 |
0.9% |
13% |
False |
False |
122,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3108 |
|
2.618 |
1.2891 |
|
1.618 |
1.2758 |
|
1.000 |
1.2676 |
|
0.618 |
1.2625 |
|
HIGH |
1.2543 |
|
0.618 |
1.2492 |
|
0.500 |
1.2477 |
|
0.382 |
1.2461 |
|
LOW |
1.2410 |
|
0.618 |
1.2328 |
|
1.000 |
1.2277 |
|
1.618 |
1.2195 |
|
2.618 |
1.2062 |
|
4.250 |
1.1845 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2477 |
1.2436 |
| PP |
1.2466 |
1.2426 |
| S1 |
1.2456 |
1.2416 |
|