CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2587 |
1.2696 |
0.0109 |
0.9% |
1.2657 |
| High |
1.2741 |
1.2740 |
-0.0001 |
0.0% |
1.2680 |
| Low |
1.2578 |
1.2648 |
0.0070 |
0.6% |
1.2455 |
| Close |
1.2699 |
1.2676 |
-0.0023 |
-0.2% |
1.2647 |
| Range |
0.0163 |
0.0092 |
-0.0071 |
-43.6% |
0.0225 |
| ATR |
0.0124 |
0.0121 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
304,580 |
291,444 |
-13,136 |
-4.3% |
678,831 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2964 |
1.2912 |
1.2727 |
|
| R3 |
1.2872 |
1.2820 |
1.2701 |
|
| R2 |
1.2780 |
1.2780 |
1.2693 |
|
| R1 |
1.2728 |
1.2728 |
1.2684 |
1.2708 |
| PP |
1.2688 |
1.2688 |
1.2688 |
1.2678 |
| S1 |
1.2636 |
1.2636 |
1.2668 |
1.2616 |
| S2 |
1.2596 |
1.2596 |
1.2659 |
|
| S3 |
1.2504 |
1.2544 |
1.2651 |
|
| S4 |
1.2412 |
1.2452 |
1.2625 |
|
|
| 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 |
1.2553 |
0.0206 |
1.6% |
0.0123 |
1.0% |
60% |
False |
False |
251,189 |
| 10 |
1.2759 |
1.2447 |
0.0312 |
2.5% |
0.0128 |
1.0% |
73% |
False |
False |
161,962 |
| 20 |
1.2759 |
1.2298 |
0.0461 |
3.6% |
0.0127 |
1.0% |
82% |
False |
False |
82,617 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.8% |
0.0106 |
0.8% |
38% |
False |
False |
41,537 |
| 60 |
1.3390 |
1.2298 |
0.1092 |
8.6% |
0.0100 |
0.8% |
35% |
False |
False |
27,755 |
| 80 |
1.3450 |
1.2298 |
0.1152 |
9.1% |
0.0095 |
0.8% |
33% |
False |
False |
20,832 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0087 |
0.7% |
31% |
False |
False |
16,668 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0076 |
0.6% |
31% |
False |
False |
13,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3131 |
|
2.618 |
1.2981 |
|
1.618 |
1.2889 |
|
1.000 |
1.2832 |
|
0.618 |
1.2797 |
|
HIGH |
1.2740 |
|
0.618 |
1.2705 |
|
0.500 |
1.2694 |
|
0.382 |
1.2683 |
|
LOW |
1.2648 |
|
0.618 |
1.2591 |
|
1.000 |
1.2556 |
|
1.618 |
1.2499 |
|
2.618 |
1.2407 |
|
4.250 |
1.2257 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2694 |
1.2672 |
| PP |
1.2688 |
1.2667 |
| S1 |
1.2682 |
1.2663 |
|