CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2588 |
1.2573 |
-0.0015 |
-0.1% |
1.2449 |
| High |
1.2636 |
1.2613 |
-0.0023 |
-0.2% |
1.2636 |
| Low |
1.2552 |
1.2447 |
-0.0105 |
-0.8% |
1.2401 |
| Close |
1.2613 |
1.2517 |
-0.0096 |
-0.8% |
1.2517 |
| Range |
0.0084 |
0.0166 |
0.0082 |
97.6% |
0.0235 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.5% |
0.0000 |
| Volume |
12,347 |
31,710 |
19,363 |
156.8% |
64,427 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3024 |
1.2936 |
1.2608 |
|
| R3 |
1.2858 |
1.2770 |
1.2563 |
|
| R2 |
1.2692 |
1.2692 |
1.2547 |
|
| R1 |
1.2604 |
1.2604 |
1.2532 |
1.2565 |
| PP |
1.2526 |
1.2526 |
1.2526 |
1.2506 |
| S1 |
1.2438 |
1.2438 |
1.2502 |
1.2399 |
| S2 |
1.2360 |
1.2360 |
1.2487 |
|
| S3 |
1.2194 |
1.2272 |
1.2471 |
|
| S4 |
1.2028 |
1.2106 |
1.2426 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3223 |
1.3105 |
1.2646 |
|
| R3 |
1.2988 |
1.2870 |
1.2582 |
|
| R2 |
1.2753 |
1.2753 |
1.2560 |
|
| R1 |
1.2635 |
1.2635 |
1.2539 |
1.2694 |
| PP |
1.2518 |
1.2518 |
1.2518 |
1.2548 |
| S1 |
1.2400 |
1.2400 |
1.2495 |
1.2459 |
| S2 |
1.2283 |
1.2283 |
1.2474 |
|
| S3 |
1.2048 |
1.2165 |
1.2452 |
|
| S4 |
1.1813 |
1.1930 |
1.2388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2636 |
1.2401 |
0.0235 |
1.9% |
0.0129 |
1.0% |
49% |
False |
False |
12,885 |
| 10 |
1.2636 |
1.2298 |
0.0338 |
2.7% |
0.0128 |
1.0% |
65% |
False |
False |
7,493 |
| 20 |
1.2964 |
1.2298 |
0.0666 |
5.3% |
0.0116 |
0.9% |
33% |
False |
False |
4,146 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0098 |
0.8% |
22% |
False |
False |
2,206 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0096 |
0.8% |
20% |
False |
False |
1,511 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0089 |
0.7% |
18% |
False |
False |
1,140 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0079 |
0.6% |
18% |
False |
False |
913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3319 |
|
2.618 |
1.3048 |
|
1.618 |
1.2882 |
|
1.000 |
1.2779 |
|
0.618 |
1.2716 |
|
HIGH |
1.2613 |
|
0.618 |
1.2550 |
|
0.500 |
1.2530 |
|
0.382 |
1.2510 |
|
LOW |
1.2447 |
|
0.618 |
1.2344 |
|
1.000 |
1.2281 |
|
1.618 |
1.2178 |
|
2.618 |
1.2012 |
|
4.250 |
1.1742 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2530 |
1.2542 |
| PP |
1.2526 |
1.2533 |
| S1 |
1.2521 |
1.2525 |
|