CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2369 |
1.2449 |
0.0080 |
0.6% |
1.2578 |
| High |
1.2473 |
1.2522 |
0.0049 |
0.4% |
1.2630 |
| Low |
1.2298 |
1.2401 |
0.0103 |
0.8% |
1.2298 |
| Close |
1.2426 |
1.2506 |
0.0080 |
0.6% |
1.2426 |
| Range |
0.0175 |
0.0121 |
-0.0054 |
-30.9% |
0.0332 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.8% |
0.0000 |
| Volume |
3,533 |
4,715 |
1,182 |
33.5% |
9,416 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2839 |
1.2794 |
1.2573 |
|
| R3 |
1.2718 |
1.2673 |
1.2539 |
|
| R2 |
1.2597 |
1.2597 |
1.2528 |
|
| R1 |
1.2552 |
1.2552 |
1.2517 |
1.2575 |
| PP |
1.2476 |
1.2476 |
1.2476 |
1.2488 |
| S1 |
1.2431 |
1.2431 |
1.2495 |
1.2454 |
| S2 |
1.2355 |
1.2355 |
1.2484 |
|
| S3 |
1.2234 |
1.2310 |
1.2473 |
|
| S4 |
1.2113 |
1.2189 |
1.2439 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3269 |
1.2609 |
|
| R3 |
1.3115 |
1.2937 |
1.2517 |
|
| R2 |
1.2783 |
1.2783 |
1.2487 |
|
| R1 |
1.2605 |
1.2605 |
1.2456 |
1.2528 |
| PP |
1.2451 |
1.2451 |
1.2451 |
1.2413 |
| S1 |
1.2273 |
1.2273 |
1.2396 |
1.2196 |
| S2 |
1.2119 |
1.2119 |
1.2365 |
|
| S3 |
1.1787 |
1.1941 |
1.2335 |
|
| S4 |
1.1455 |
1.1609 |
1.2243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2630 |
1.2298 |
0.0332 |
2.7% |
0.0134 |
1.1% |
63% |
False |
False |
2,826 |
| 10 |
1.2838 |
1.2298 |
0.0540 |
4.3% |
0.0125 |
1.0% |
39% |
False |
False |
1,847 |
| 20 |
1.3072 |
1.2298 |
0.0774 |
6.2% |
0.0103 |
0.8% |
27% |
False |
False |
1,244 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0092 |
0.7% |
21% |
False |
False |
725 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0091 |
0.7% |
19% |
False |
False |
518 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0085 |
0.7% |
17% |
False |
False |
394 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0075 |
0.6% |
17% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3036 |
|
2.618 |
1.2839 |
|
1.618 |
1.2718 |
|
1.000 |
1.2643 |
|
0.618 |
1.2597 |
|
HIGH |
1.2522 |
|
0.618 |
1.2476 |
|
0.500 |
1.2462 |
|
0.382 |
1.2447 |
|
LOW |
1.2401 |
|
0.618 |
1.2326 |
|
1.000 |
1.2280 |
|
1.618 |
1.2205 |
|
2.618 |
1.2084 |
|
4.250 |
1.1887 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2491 |
1.2474 |
| PP |
1.2476 |
1.2442 |
| S1 |
1.2462 |
1.2410 |
|