CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2657 |
1.2483 |
-0.0174 |
-1.4% |
1.2449 |
| High |
1.2680 |
1.2540 |
-0.0140 |
-1.1% |
1.2636 |
| Low |
1.2490 |
1.2455 |
-0.0035 |
-0.3% |
1.2401 |
| Close |
1.2509 |
1.2512 |
0.0003 |
0.0% |
1.2517 |
| Range |
0.0190 |
0.0085 |
-0.0105 |
-55.3% |
0.0235 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
72,866 |
102,064 |
29,198 |
40.1% |
64,427 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2757 |
1.2720 |
1.2559 |
|
| R3 |
1.2672 |
1.2635 |
1.2535 |
|
| R2 |
1.2587 |
1.2587 |
1.2528 |
|
| R1 |
1.2550 |
1.2550 |
1.2520 |
1.2569 |
| PP |
1.2502 |
1.2502 |
1.2502 |
1.2512 |
| S1 |
1.2465 |
1.2465 |
1.2504 |
1.2484 |
| S2 |
1.2417 |
1.2417 |
1.2496 |
|
| S3 |
1.2332 |
1.2380 |
1.2489 |
|
| S4 |
1.2247 |
1.2295 |
1.2465 |
|
|
| 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 |
1.2680 |
1.2447 |
0.0233 |
1.9% |
0.0134 |
1.1% |
28% |
False |
False |
45,841 |
| 10 |
1.2680 |
1.2298 |
0.0382 |
3.1% |
0.0131 |
1.0% |
56% |
False |
False |
24,820 |
| 20 |
1.2875 |
1.2298 |
0.0577 |
4.6% |
0.0124 |
1.0% |
37% |
False |
False |
12,860 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0099 |
0.8% |
22% |
False |
False |
6,572 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0096 |
0.8% |
19% |
False |
False |
4,420 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0090 |
0.7% |
18% |
False |
False |
3,326 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0082 |
0.7% |
18% |
False |
False |
2,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2901 |
|
2.618 |
1.2763 |
|
1.618 |
1.2678 |
|
1.000 |
1.2625 |
|
0.618 |
1.2593 |
|
HIGH |
1.2540 |
|
0.618 |
1.2508 |
|
0.500 |
1.2498 |
|
0.382 |
1.2487 |
|
LOW |
1.2455 |
|
0.618 |
1.2402 |
|
1.000 |
1.2370 |
|
1.618 |
1.2317 |
|
2.618 |
1.2232 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2507 |
1.2564 |
| PP |
1.2502 |
1.2546 |
| S1 |
1.2498 |
1.2529 |
|