CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2479 |
1.2451 |
-0.0028 |
-0.2% |
1.2564 |
| High |
1.2535 |
1.2703 |
0.0168 |
1.3% |
1.2703 |
| Low |
1.2417 |
1.2436 |
0.0019 |
0.2% |
1.2417 |
| Close |
1.2436 |
1.2668 |
0.0232 |
1.9% |
1.2668 |
| Range |
0.0118 |
0.0267 |
0.0149 |
126.3% |
0.0286 |
| ATR |
0.0113 |
0.0124 |
0.0011 |
9.7% |
0.0000 |
| Volume |
275,686 |
377,020 |
101,334 |
36.8% |
1,332,144 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3403 |
1.3303 |
1.2815 |
|
| R3 |
1.3136 |
1.3036 |
1.2741 |
|
| R2 |
1.2869 |
1.2869 |
1.2717 |
|
| R1 |
1.2769 |
1.2769 |
1.2692 |
1.2819 |
| PP |
1.2602 |
1.2602 |
1.2602 |
1.2628 |
| S1 |
1.2502 |
1.2502 |
1.2644 |
1.2552 |
| S2 |
1.2335 |
1.2335 |
1.2619 |
|
| S3 |
1.2068 |
1.2235 |
1.2595 |
|
| S4 |
1.1801 |
1.1968 |
1.2521 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3454 |
1.3347 |
1.2825 |
|
| R3 |
1.3168 |
1.3061 |
1.2747 |
|
| R2 |
1.2882 |
1.2882 |
1.2720 |
|
| R1 |
1.2775 |
1.2775 |
1.2694 |
1.2829 |
| PP |
1.2596 |
1.2596 |
1.2596 |
1.2623 |
| S1 |
1.2489 |
1.2489 |
1.2642 |
1.2543 |
| S2 |
1.2310 |
1.2310 |
1.2616 |
|
| S3 |
1.2024 |
1.2203 |
1.2589 |
|
| S4 |
1.1738 |
1.1917 |
1.2511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2703 |
1.2417 |
0.0286 |
2.3% |
0.0126 |
1.0% |
88% |
True |
False |
266,428 |
| 10 |
1.2759 |
1.2417 |
0.0342 |
2.7% |
0.0131 |
1.0% |
73% |
False |
False |
282,518 |
| 20 |
1.2759 |
1.2401 |
0.0358 |
2.8% |
0.0127 |
1.0% |
75% |
False |
False |
178,422 |
| 40 |
1.3186 |
1.2298 |
0.0888 |
7.0% |
0.0114 |
0.9% |
42% |
False |
False |
89,720 |
| 60 |
1.3292 |
1.2298 |
0.0994 |
7.8% |
0.0103 |
0.8% |
37% |
False |
False |
59,881 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0101 |
0.8% |
34% |
False |
False |
44,935 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0092 |
0.7% |
31% |
False |
False |
35,952 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0083 |
0.7% |
31% |
False |
False |
29,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3838 |
|
2.618 |
1.3402 |
|
1.618 |
1.3135 |
|
1.000 |
1.2970 |
|
0.618 |
1.2868 |
|
HIGH |
1.2703 |
|
0.618 |
1.2601 |
|
0.500 |
1.2570 |
|
0.382 |
1.2538 |
|
LOW |
1.2436 |
|
0.618 |
1.2271 |
|
1.000 |
1.2169 |
|
1.618 |
1.2004 |
|
2.618 |
1.1737 |
|
4.250 |
1.1301 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2635 |
1.2632 |
| PP |
1.2602 |
1.2596 |
| S1 |
1.2570 |
1.2560 |
|