CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2452 |
1.2576 |
0.0124 |
1.0% |
1.2570 |
| High |
1.2587 |
1.2627 |
0.0040 |
0.3% |
1.2625 |
| Low |
1.2441 |
1.2540 |
0.0099 |
0.8% |
1.2288 |
| Close |
1.2546 |
1.2603 |
0.0057 |
0.5% |
1.2413 |
| Range |
0.0146 |
0.0087 |
-0.0059 |
-40.4% |
0.0337 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
372,688 |
329,370 |
-43,318 |
-11.6% |
1,160,600 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2851 |
1.2814 |
1.2651 |
|
| R3 |
1.2764 |
1.2727 |
1.2627 |
|
| R2 |
1.2677 |
1.2677 |
1.2619 |
|
| R1 |
1.2640 |
1.2640 |
1.2611 |
1.2659 |
| PP |
1.2590 |
1.2590 |
1.2590 |
1.2599 |
| S1 |
1.2553 |
1.2553 |
1.2595 |
1.2572 |
| S2 |
1.2503 |
1.2503 |
1.2587 |
|
| S3 |
1.2416 |
1.2466 |
1.2579 |
|
| S4 |
1.2329 |
1.2379 |
1.2555 |
|
|
| 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 |
1.2627 |
1.2288 |
0.0339 |
2.7% |
0.0131 |
1.0% |
93% |
True |
False |
329,206 |
| 10 |
1.2627 |
1.2288 |
0.0339 |
2.7% |
0.0126 |
1.0% |
93% |
True |
False |
297,507 |
| 20 |
1.2981 |
1.2288 |
0.0693 |
5.5% |
0.0116 |
0.9% |
45% |
False |
False |
296,230 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
7.9% |
0.0106 |
0.8% |
32% |
False |
False |
267,480 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.8% |
0.0107 |
0.9% |
29% |
False |
False |
252,136 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0109 |
0.9% |
26% |
False |
False |
192,096 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0112 |
0.9% |
26% |
False |
False |
153,752 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0111 |
0.9% |
26% |
False |
False |
128,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2997 |
|
2.618 |
1.2855 |
|
1.618 |
1.2768 |
|
1.000 |
1.2714 |
|
0.618 |
1.2681 |
|
HIGH |
1.2627 |
|
0.618 |
1.2594 |
|
0.500 |
1.2584 |
|
0.382 |
1.2573 |
|
LOW |
1.2540 |
|
0.618 |
1.2486 |
|
1.000 |
1.2453 |
|
1.618 |
1.2399 |
|
2.618 |
1.2312 |
|
4.250 |
1.2170 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2597 |
1.2575 |
| PP |
1.2590 |
1.2547 |
| S1 |
1.2584 |
1.2519 |
|