CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2353 |
1.2429 |
0.0076 |
0.6% |
1.2555 |
| High |
1.2461 |
1.2533 |
0.0072 |
0.6% |
1.2600 |
| Low |
1.2325 |
1.2401 |
0.0076 |
0.6% |
1.2325 |
| Close |
1.2445 |
1.2524 |
0.0079 |
0.6% |
1.2445 |
| Range |
0.0136 |
0.0132 |
-0.0004 |
-2.9% |
0.0275 |
| ATR |
0.0081 |
0.0084 |
0.0004 |
4.6% |
0.0000 |
| Volume |
11 |
123 |
112 |
1,018.2% |
151 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2882 |
1.2835 |
1.2597 |
|
| R3 |
1.2750 |
1.2703 |
1.2560 |
|
| R2 |
1.2618 |
1.2618 |
1.2548 |
|
| R1 |
1.2571 |
1.2571 |
1.2536 |
1.2595 |
| PP |
1.2486 |
1.2486 |
1.2486 |
1.2498 |
| S1 |
1.2439 |
1.2439 |
1.2512 |
1.2463 |
| S2 |
1.2354 |
1.2354 |
1.2500 |
|
| S3 |
1.2222 |
1.2307 |
1.2488 |
|
| S4 |
1.2090 |
1.2175 |
1.2451 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3138 |
1.2596 |
|
| R3 |
1.3007 |
1.2863 |
1.2521 |
|
| R2 |
1.2732 |
1.2732 |
1.2495 |
|
| R1 |
1.2588 |
1.2588 |
1.2470 |
1.2523 |
| PP |
1.2457 |
1.2457 |
1.2457 |
1.2424 |
| S1 |
1.2313 |
1.2313 |
1.2420 |
1.2248 |
| S2 |
1.2182 |
1.2182 |
1.2395 |
|
| S3 |
1.1907 |
1.2038 |
1.2369 |
|
| S4 |
1.1632 |
1.1763 |
1.2294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2600 |
1.2325 |
0.0275 |
2.2% |
0.0102 |
0.8% |
72% |
False |
False |
54 |
| 10 |
1.2833 |
1.2325 |
0.0508 |
4.1% |
0.0089 |
0.7% |
39% |
False |
False |
48 |
| 20 |
1.3077 |
1.2325 |
0.0752 |
6.0% |
0.0072 |
0.6% |
26% |
False |
False |
52 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0049 |
0.4% |
20% |
False |
False |
31 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0039 |
0.3% |
19% |
False |
False |
23 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0035 |
0.3% |
17% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3094 |
|
2.618 |
1.2879 |
|
1.618 |
1.2747 |
|
1.000 |
1.2665 |
|
0.618 |
1.2615 |
|
HIGH |
1.2533 |
|
0.618 |
1.2483 |
|
0.500 |
1.2467 |
|
0.382 |
1.2451 |
|
LOW |
1.2401 |
|
0.618 |
1.2319 |
|
1.000 |
1.2269 |
|
1.618 |
1.2187 |
|
2.618 |
1.2055 |
|
4.250 |
1.1840 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2505 |
1.2492 |
| PP |
1.2486 |
1.2461 |
| S1 |
1.2467 |
1.2429 |
|