CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2754 |
1.2587 |
-0.0167 |
-1.3% |
1.2657 |
| High |
1.2759 |
1.2741 |
-0.0018 |
-0.1% |
1.2680 |
| Low |
1.2567 |
1.2578 |
0.0011 |
0.1% |
1.2455 |
| Close |
1.2591 |
1.2699 |
0.0108 |
0.9% |
1.2647 |
| Range |
0.0192 |
0.0163 |
-0.0029 |
-15.1% |
0.0225 |
| ATR |
0.0120 |
0.0124 |
0.0003 |
2.5% |
0.0000 |
| Volume |
300,717 |
304,580 |
3,863 |
1.3% |
678,831 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3162 |
1.3093 |
1.2789 |
|
| R3 |
1.2999 |
1.2930 |
1.2744 |
|
| R2 |
1.2836 |
1.2836 |
1.2729 |
|
| R1 |
1.2767 |
1.2767 |
1.2714 |
1.2802 |
| PP |
1.2673 |
1.2673 |
1.2673 |
1.2690 |
| S1 |
1.2604 |
1.2604 |
1.2684 |
1.2639 |
| S2 |
1.2510 |
1.2510 |
1.2669 |
|
| S3 |
1.2347 |
1.2441 |
1.2654 |
|
| S4 |
1.2184 |
1.2278 |
1.2609 |
|
|
| 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 |
1.2759 |
1.2484 |
0.0275 |
2.2% |
0.0132 |
1.0% |
78% |
False |
False |
221,839 |
| 10 |
1.2759 |
1.2447 |
0.0312 |
2.5% |
0.0133 |
1.0% |
81% |
False |
False |
133,840 |
| 20 |
1.2824 |
1.2298 |
0.0526 |
4.1% |
0.0131 |
1.0% |
76% |
False |
False |
68,067 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.8% |
0.0105 |
0.8% |
40% |
False |
False |
34,257 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.6% |
0.0099 |
0.8% |
37% |
False |
False |
22,899 |
| 80 |
1.3493 |
1.2298 |
0.1195 |
9.4% |
0.0095 |
0.7% |
34% |
False |
False |
17,189 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0087 |
0.7% |
33% |
False |
False |
13,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3434 |
|
2.618 |
1.3168 |
|
1.618 |
1.3005 |
|
1.000 |
1.2904 |
|
0.618 |
1.2842 |
|
HIGH |
1.2741 |
|
0.618 |
1.2679 |
|
0.500 |
1.2660 |
|
0.382 |
1.2640 |
|
LOW |
1.2578 |
|
0.618 |
1.2477 |
|
1.000 |
1.2415 |
|
1.618 |
1.2314 |
|
2.618 |
1.2151 |
|
4.250 |
1.1885 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2686 |
1.2687 |
| PP |
1.2673 |
1.2675 |
| S1 |
1.2660 |
1.2663 |
|