CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2541 |
1.2591 |
0.0050 |
0.4% |
1.2429 |
| High |
1.2550 |
1.2673 |
0.0123 |
1.0% |
1.2636 |
| Low |
1.2475 |
1.2503 |
0.0028 |
0.2% |
1.2401 |
| Close |
1.2531 |
1.2523 |
-0.0008 |
-0.1% |
1.2531 |
| Range |
0.0075 |
0.0170 |
0.0095 |
126.7% |
0.0235 |
| ATR |
0.0092 |
0.0098 |
0.0006 |
6.0% |
0.0000 |
| Volume |
62 |
74 |
12 |
19.4% |
717 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3076 |
1.2970 |
1.2617 |
|
| R3 |
1.2906 |
1.2800 |
1.2570 |
|
| R2 |
1.2736 |
1.2736 |
1.2554 |
|
| R1 |
1.2630 |
1.2630 |
1.2539 |
1.2598 |
| PP |
1.2566 |
1.2566 |
1.2566 |
1.2551 |
| S1 |
1.2460 |
1.2460 |
1.2507 |
1.2428 |
| S2 |
1.2396 |
1.2396 |
1.2492 |
|
| S3 |
1.2226 |
1.2290 |
1.2476 |
|
| S4 |
1.2056 |
1.2120 |
1.2430 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3228 |
1.3114 |
1.2660 |
|
| R3 |
1.2993 |
1.2879 |
1.2596 |
|
| R2 |
1.2758 |
1.2758 |
1.2574 |
|
| R1 |
1.2644 |
1.2644 |
1.2553 |
1.2701 |
| PP |
1.2523 |
1.2523 |
1.2523 |
1.2551 |
| S1 |
1.2409 |
1.2409 |
1.2509 |
1.2466 |
| S2 |
1.2288 |
1.2288 |
1.2488 |
|
| S3 |
1.2053 |
1.2174 |
1.2466 |
|
| S4 |
1.1818 |
1.1939 |
1.2402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2673 |
1.2457 |
0.0216 |
1.7% |
0.0109 |
0.9% |
31% |
True |
False |
133 |
| 10 |
1.2673 |
1.2325 |
0.0348 |
2.8% |
0.0105 |
0.8% |
57% |
True |
False |
94 |
| 20 |
1.2888 |
1.2325 |
0.0563 |
4.5% |
0.0090 |
0.7% |
35% |
False |
False |
74 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0061 |
0.5% |
20% |
False |
False |
48 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0047 |
0.4% |
19% |
False |
False |
33 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0042 |
0.3% |
17% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3396 |
|
2.618 |
1.3118 |
|
1.618 |
1.2948 |
|
1.000 |
1.2843 |
|
0.618 |
1.2778 |
|
HIGH |
1.2673 |
|
0.618 |
1.2608 |
|
0.500 |
1.2588 |
|
0.382 |
1.2568 |
|
LOW |
1.2503 |
|
0.618 |
1.2398 |
|
1.000 |
1.2333 |
|
1.618 |
1.2228 |
|
2.618 |
1.2058 |
|
4.250 |
1.1781 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2588 |
1.2574 |
| PP |
1.2566 |
1.2557 |
| S1 |
1.2545 |
1.2540 |
|