CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2470 |
1.2505 |
0.0035 |
0.3% |
1.2435 |
| High |
1.2530 |
1.2611 |
0.0081 |
0.6% |
1.2627 |
| Low |
1.2443 |
1.2474 |
0.0031 |
0.2% |
1.2386 |
| Close |
1.2501 |
1.2589 |
0.0088 |
0.7% |
1.2507 |
| Range |
0.0087 |
0.0137 |
0.0050 |
57.5% |
0.0241 |
| ATR |
0.0124 |
0.0124 |
0.0001 |
0.8% |
0.0000 |
| Volume |
362,027 |
345,201 |
-16,826 |
-4.6% |
1,500,744 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2969 |
1.2916 |
1.2664 |
|
| R3 |
1.2832 |
1.2779 |
1.2627 |
|
| R2 |
1.2695 |
1.2695 |
1.2614 |
|
| R1 |
1.2642 |
1.2642 |
1.2602 |
1.2669 |
| PP |
1.2558 |
1.2558 |
1.2558 |
1.2571 |
| S1 |
1.2505 |
1.2505 |
1.2576 |
1.2532 |
| S2 |
1.2421 |
1.2421 |
1.2564 |
|
| S3 |
1.2284 |
1.2368 |
1.2551 |
|
| S4 |
1.2147 |
1.2231 |
1.2514 |
|
|
| 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 |
1.2435 |
0.0235 |
1.9% |
0.0128 |
1.0% |
66% |
False |
False |
338,979 |
| 10 |
1.2670 |
1.2288 |
0.0382 |
3.0% |
0.0130 |
1.0% |
79% |
False |
False |
336,135 |
| 20 |
1.2826 |
1.2288 |
0.0538 |
4.3% |
0.0126 |
1.0% |
56% |
False |
False |
310,394 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
7.9% |
0.0108 |
0.9% |
30% |
False |
False |
276,090 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.8% |
0.0109 |
0.9% |
27% |
False |
False |
262,770 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0110 |
0.9% |
25% |
False |
False |
209,117 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0113 |
0.9% |
25% |
False |
False |
167,389 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0113 |
0.9% |
25% |
False |
False |
139,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3193 |
|
2.618 |
1.2970 |
|
1.618 |
1.2833 |
|
1.000 |
1.2748 |
|
0.618 |
1.2696 |
|
HIGH |
1.2611 |
|
0.618 |
1.2559 |
|
0.500 |
1.2543 |
|
0.382 |
1.2526 |
|
LOW |
1.2474 |
|
0.618 |
1.2389 |
|
1.000 |
1.2337 |
|
1.618 |
1.2252 |
|
2.618 |
1.2115 |
|
4.250 |
1.1892 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2574 |
1.2578 |
| PP |
1.2558 |
1.2567 |
| S1 |
1.2543 |
1.2557 |
|