CME Euro FX (E) Future December 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 |
1.2517 |
1.2465 |
-0.0052 |
-0.4% |
1.2559 |
| High |
1.2546 |
1.2710 |
0.0164 |
1.3% |
1.2710 |
| Low |
1.2440 |
1.2465 |
0.0025 |
0.2% |
1.2440 |
| Close |
1.2450 |
1.2682 |
0.0232 |
1.9% |
1.2682 |
| Range |
0.0106 |
0.0245 |
0.0139 |
131.1% |
0.0270 |
| ATR |
0.0097 |
0.0108 |
0.0012 |
12.0% |
0.0000 |
| Volume |
236 |
132 |
-104 |
-44.1% |
928 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3354 |
1.3263 |
1.2817 |
|
| R3 |
1.3109 |
1.3018 |
1.2749 |
|
| R2 |
1.2864 |
1.2864 |
1.2727 |
|
| R1 |
1.2773 |
1.2773 |
1.2704 |
1.2819 |
| PP |
1.2619 |
1.2619 |
1.2619 |
1.2642 |
| S1 |
1.2528 |
1.2528 |
1.2660 |
1.2574 |
| S2 |
1.2374 |
1.2374 |
1.2637 |
|
| S3 |
1.2129 |
1.2283 |
1.2615 |
|
| S4 |
1.1884 |
1.2038 |
1.2547 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3421 |
1.3321 |
1.2831 |
|
| R3 |
1.3151 |
1.3051 |
1.2756 |
|
| R2 |
1.2881 |
1.2881 |
1.2732 |
|
| R1 |
1.2781 |
1.2781 |
1.2707 |
1.2831 |
| PP |
1.2611 |
1.2611 |
1.2611 |
1.2636 |
| S1 |
1.2511 |
1.2511 |
1.2657 |
1.2561 |
| S2 |
1.2341 |
1.2341 |
1.2633 |
|
| S3 |
1.2071 |
1.2241 |
1.2608 |
|
| S4 |
1.1801 |
1.1971 |
1.2534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2710 |
1.2440 |
0.0270 |
2.1% |
0.0108 |
0.9% |
90% |
True |
False |
185 |
| 10 |
1.2805 |
1.2440 |
0.0365 |
2.9% |
0.0120 |
0.9% |
66% |
False |
False |
134 |
| 20 |
1.2805 |
1.2401 |
0.0404 |
3.2% |
0.0109 |
0.9% |
70% |
False |
False |
145 |
| 40 |
1.3181 |
1.2325 |
0.0856 |
6.7% |
0.0089 |
0.7% |
42% |
False |
False |
97 |
| 60 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0067 |
0.5% |
37% |
False |
False |
67 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.2% |
0.0055 |
0.4% |
34% |
False |
False |
52 |
| 100 |
1.3491 |
1.2325 |
0.1166 |
9.2% |
0.0048 |
0.4% |
31% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3751 |
|
2.618 |
1.3351 |
|
1.618 |
1.3106 |
|
1.000 |
1.2955 |
|
0.618 |
1.2861 |
|
HIGH |
1.2710 |
|
0.618 |
1.2616 |
|
0.500 |
1.2588 |
|
0.382 |
1.2559 |
|
LOW |
1.2465 |
|
0.618 |
1.2314 |
|
1.000 |
1.2220 |
|
1.618 |
1.2069 |
|
2.618 |
1.1824 |
|
4.250 |
1.1424 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2651 |
1.2646 |
| PP |
1.2619 |
1.2611 |
| S1 |
1.2588 |
1.2575 |
|