CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2566 |
1.2630 |
0.0064 |
0.5% |
1.2647 |
| High |
1.2638 |
1.2677 |
0.0039 |
0.3% |
1.2677 |
| Low |
1.2543 |
1.2592 |
0.0049 |
0.4% |
1.2443 |
| Close |
1.2601 |
1.2637 |
0.0036 |
0.3% |
1.2637 |
| Range |
0.0095 |
0.0085 |
-0.0010 |
-10.5% |
0.0234 |
| ATR |
0.0122 |
0.0120 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
281,090 |
55,215 |
-225,875 |
-80.4% |
1,394,908 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2890 |
1.2849 |
1.2684 |
|
| R3 |
1.2805 |
1.2764 |
1.2660 |
|
| R2 |
1.2720 |
1.2720 |
1.2653 |
|
| R1 |
1.2679 |
1.2679 |
1.2645 |
1.2700 |
| PP |
1.2635 |
1.2635 |
1.2635 |
1.2646 |
| S1 |
1.2594 |
1.2594 |
1.2629 |
1.2615 |
| S2 |
1.2550 |
1.2550 |
1.2621 |
|
| S3 |
1.2465 |
1.2509 |
1.2614 |
|
| S4 |
1.2380 |
1.2424 |
1.2590 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3288 |
1.3196 |
1.2766 |
|
| R3 |
1.3054 |
1.2962 |
1.2701 |
|
| R2 |
1.2820 |
1.2820 |
1.2680 |
|
| R1 |
1.2728 |
1.2728 |
1.2658 |
1.2657 |
| PP |
1.2586 |
1.2586 |
1.2586 |
1.2550 |
| S1 |
1.2494 |
1.2494 |
1.2616 |
1.2423 |
| S2 |
1.2352 |
1.2352 |
1.2594 |
|
| S3 |
1.2118 |
1.2260 |
1.2573 |
|
| S4 |
1.1884 |
1.2026 |
1.2508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2677 |
1.2443 |
0.0234 |
1.9% |
0.0119 |
0.9% |
83% |
True |
False |
278,981 |
| 10 |
1.2677 |
1.2386 |
0.0291 |
2.3% |
0.0122 |
1.0% |
86% |
True |
False |
289,565 |
| 20 |
1.2826 |
1.2288 |
0.0538 |
4.3% |
0.0127 |
1.0% |
65% |
False |
False |
293,595 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
7.9% |
0.0108 |
0.9% |
35% |
False |
False |
270,950 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.7% |
0.0109 |
0.9% |
32% |
False |
False |
261,051 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.5% |
0.0110 |
0.9% |
29% |
False |
False |
213,298 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.5% |
0.0112 |
0.9% |
29% |
False |
False |
170,747 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.5% |
0.0112 |
0.9% |
29% |
False |
False |
142,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3038 |
|
2.618 |
1.2900 |
|
1.618 |
1.2815 |
|
1.000 |
1.2762 |
|
0.618 |
1.2730 |
|
HIGH |
1.2677 |
|
0.618 |
1.2645 |
|
0.500 |
1.2635 |
|
0.382 |
1.2624 |
|
LOW |
1.2592 |
|
0.618 |
1.2539 |
|
1.000 |
1.2507 |
|
1.618 |
1.2454 |
|
2.618 |
1.2369 |
|
4.250 |
1.2231 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2636 |
1.2617 |
| PP |
1.2635 |
1.2596 |
| S1 |
1.2635 |
1.2576 |
|