CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2563 |
1.2647 |
0.0084 |
0.7% |
1.2435 |
| High |
1.2575 |
1.2670 |
0.0095 |
0.8% |
1.2627 |
| Low |
1.2435 |
1.2481 |
0.0046 |
0.4% |
1.2386 |
| Close |
1.2507 |
1.2499 |
-0.0008 |
-0.1% |
1.2507 |
| Range |
0.0140 |
0.0189 |
0.0049 |
35.0% |
0.0241 |
| ATR |
0.0121 |
0.0126 |
0.0005 |
4.0% |
0.0000 |
| Volume |
306,924 |
351,375 |
44,451 |
14.5% |
1,500,744 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3117 |
1.2997 |
1.2603 |
|
| R3 |
1.2928 |
1.2808 |
1.2551 |
|
| R2 |
1.2739 |
1.2739 |
1.2534 |
|
| R1 |
1.2619 |
1.2619 |
1.2516 |
1.2585 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2533 |
| S1 |
1.2430 |
1.2430 |
1.2482 |
1.2396 |
| S2 |
1.2361 |
1.2361 |
1.2464 |
|
| S3 |
1.2172 |
1.2241 |
1.2447 |
|
| S4 |
1.1983 |
1.2052 |
1.2395 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3230 |
1.3109 |
1.2640 |
|
| R3 |
1.2989 |
1.2868 |
1.2573 |
|
| R2 |
1.2748 |
1.2748 |
1.2551 |
|
| R1 |
1.2627 |
1.2627 |
1.2529 |
1.2688 |
| PP |
1.2507 |
1.2507 |
1.2507 |
1.2537 |
| S1 |
1.2386 |
1.2386 |
1.2485 |
1.2447 |
| S2 |
1.2266 |
1.2266 |
1.2463 |
|
| S3 |
1.2025 |
1.2145 |
1.2441 |
|
| S4 |
1.1784 |
1.1904 |
1.2374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2670 |
1.2410 |
0.0260 |
2.1% |
0.0139 |
1.1% |
34% |
True |
False |
323,043 |
| 10 |
1.2670 |
1.2288 |
0.0382 |
3.1% |
0.0137 |
1.1% |
55% |
True |
False |
301,271 |
| 20 |
1.2907 |
1.2288 |
0.0619 |
5.0% |
0.0127 |
1.0% |
34% |
False |
False |
305,934 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
8.0% |
0.0108 |
0.9% |
21% |
False |
False |
271,270 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.8% |
0.0109 |
0.9% |
19% |
False |
False |
258,796 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0110 |
0.9% |
17% |
False |
False |
200,303 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0113 |
0.9% |
17% |
False |
False |
160,325 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0112 |
0.9% |
17% |
False |
False |
133,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3473 |
|
2.618 |
1.3165 |
|
1.618 |
1.2976 |
|
1.000 |
1.2859 |
|
0.618 |
1.2787 |
|
HIGH |
1.2670 |
|
0.618 |
1.2598 |
|
0.500 |
1.2576 |
|
0.382 |
1.2553 |
|
LOW |
1.2481 |
|
0.618 |
1.2364 |
|
1.000 |
1.2292 |
|
1.618 |
1.2175 |
|
2.618 |
1.1986 |
|
4.250 |
1.1678 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2576 |
1.2553 |
| PP |
1.2550 |
1.2535 |
| S1 |
1.2525 |
1.2517 |
|