CME Euro FX (E) Future September 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 |
1.2576 |
1.2642 |
0.0066 |
0.5% |
1.2657 |
| High |
1.2649 |
1.2676 |
0.0027 |
0.2% |
1.2680 |
| Low |
1.2553 |
1.2602 |
0.0049 |
0.4% |
1.2455 |
| Close |
1.2611 |
1.2647 |
0.0036 |
0.3% |
1.2647 |
| Range |
0.0096 |
0.0074 |
-0.0022 |
-22.9% |
0.0225 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
148,694 |
210,510 |
61,816 |
41.6% |
678,831 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2864 |
1.2829 |
1.2688 |
|
| R3 |
1.2790 |
1.2755 |
1.2667 |
|
| R2 |
1.2716 |
1.2716 |
1.2661 |
|
| R1 |
1.2681 |
1.2681 |
1.2654 |
1.2699 |
| PP |
1.2642 |
1.2642 |
1.2642 |
1.2650 |
| S1 |
1.2607 |
1.2607 |
1.2640 |
1.2625 |
| S2 |
1.2568 |
1.2568 |
1.2633 |
|
| S3 |
1.2494 |
1.2533 |
1.2627 |
|
| S4 |
1.2420 |
1.2459 |
1.2606 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3269 |
1.3183 |
1.2771 |
|
| R3 |
1.3044 |
1.2958 |
1.2709 |
|
| R2 |
1.2819 |
1.2819 |
1.2688 |
|
| R1 |
1.2733 |
1.2733 |
1.2668 |
1.2664 |
| PP |
1.2594 |
1.2594 |
1.2594 |
1.2559 |
| S1 |
1.2508 |
1.2508 |
1.2626 |
1.2439 |
| S2 |
1.2369 |
1.2369 |
1.2606 |
|
| S3 |
1.2144 |
1.2283 |
1.2585 |
|
| S4 |
1.1919 |
1.2058 |
1.2523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2680 |
1.2455 |
0.0225 |
1.8% |
0.0116 |
0.9% |
85% |
False |
False |
135,766 |
| 10 |
1.2680 |
1.2401 |
0.0279 |
2.2% |
0.0123 |
1.0% |
88% |
False |
False |
74,325 |
| 20 |
1.2838 |
1.2298 |
0.0540 |
4.3% |
0.0125 |
1.0% |
65% |
False |
False |
37,906 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0101 |
0.8% |
35% |
False |
False |
19,140 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0098 |
0.8% |
32% |
False |
False |
12,812 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0092 |
0.7% |
29% |
False |
False |
9,624 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0084 |
0.7% |
29% |
False |
False |
7,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2991 |
|
2.618 |
1.2870 |
|
1.618 |
1.2796 |
|
1.000 |
1.2750 |
|
0.618 |
1.2722 |
|
HIGH |
1.2676 |
|
0.618 |
1.2648 |
|
0.500 |
1.2639 |
|
0.382 |
1.2630 |
|
LOW |
1.2602 |
|
0.618 |
1.2556 |
|
1.000 |
1.2528 |
|
1.618 |
1.2482 |
|
2.618 |
1.2408 |
|
4.250 |
1.2288 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2644 |
1.2625 |
| PP |
1.2642 |
1.2602 |
| S1 |
1.2639 |
1.2580 |
|