CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2544 |
1.2505 |
-0.0039 |
-0.3% |
1.2739 |
| High |
1.2555 |
1.2524 |
-0.0031 |
-0.2% |
1.2805 |
| Low |
1.2478 |
1.2472 |
-0.0006 |
0.0% |
1.2545 |
| Close |
1.2520 |
1.2482 |
-0.0038 |
-0.3% |
1.2585 |
| Range |
0.0077 |
0.0052 |
-0.0025 |
-32.5% |
0.0260 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
196 |
97 |
-99 |
-50.5% |
420 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2649 |
1.2617 |
1.2511 |
|
| R3 |
1.2597 |
1.2565 |
1.2496 |
|
| R2 |
1.2545 |
1.2545 |
1.2492 |
|
| R1 |
1.2513 |
1.2513 |
1.2487 |
1.2503 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2488 |
| S1 |
1.2461 |
1.2461 |
1.2477 |
1.2451 |
| S2 |
1.2441 |
1.2441 |
1.2472 |
|
| S3 |
1.2389 |
1.2409 |
1.2468 |
|
| S4 |
1.2337 |
1.2357 |
1.2453 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3425 |
1.3265 |
1.2728 |
|
| R3 |
1.3165 |
1.3005 |
1.2657 |
|
| R2 |
1.2905 |
1.2905 |
1.2633 |
|
| R1 |
1.2745 |
1.2745 |
1.2609 |
1.2695 |
| PP |
1.2645 |
1.2645 |
1.2645 |
1.2620 |
| S1 |
1.2485 |
1.2485 |
1.2561 |
1.2435 |
| S2 |
1.2385 |
1.2385 |
1.2537 |
|
| S3 |
1.2125 |
1.2225 |
1.2514 |
|
| S4 |
1.1865 |
1.1965 |
1.2442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2720 |
1.2472 |
0.0248 |
2.0% |
0.0082 |
0.7% |
4% |
False |
True |
161 |
| 10 |
1.2805 |
1.2472 |
0.0333 |
2.7% |
0.0096 |
0.8% |
3% |
False |
True |
113 |
| 20 |
1.2805 |
1.2325 |
0.0480 |
3.8% |
0.0101 |
0.8% |
33% |
False |
False |
128 |
| 40 |
1.3233 |
1.2325 |
0.0908 |
7.3% |
0.0082 |
0.7% |
17% |
False |
False |
88 |
| 60 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0062 |
0.5% |
16% |
False |
False |
61 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0050 |
0.4% |
15% |
False |
False |
47 |
| 100 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0046 |
0.4% |
13% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2745 |
|
2.618 |
1.2660 |
|
1.618 |
1.2608 |
|
1.000 |
1.2576 |
|
0.618 |
1.2556 |
|
HIGH |
1.2524 |
|
0.618 |
1.2504 |
|
0.500 |
1.2498 |
|
0.382 |
1.2492 |
|
LOW |
1.2472 |
|
0.618 |
1.2440 |
|
1.000 |
1.2420 |
|
1.618 |
1.2388 |
|
2.618 |
1.2336 |
|
4.250 |
1.2251 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2498 |
1.2520 |
| PP |
1.2493 |
1.2507 |
| S1 |
1.2487 |
1.2495 |
|