CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2576 |
1.2563 |
-0.0013 |
-0.1% |
1.2435 |
| High |
1.2627 |
1.2575 |
-0.0052 |
-0.4% |
1.2627 |
| Low |
1.2540 |
1.2435 |
-0.0105 |
-0.8% |
1.2386 |
| Close |
1.2603 |
1.2507 |
-0.0096 |
-0.8% |
1.2507 |
| Range |
0.0087 |
0.0140 |
0.0053 |
60.9% |
0.0241 |
| ATR |
0.0118 |
0.0121 |
0.0004 |
3.0% |
0.0000 |
| Volume |
329,370 |
306,924 |
-22,446 |
-6.8% |
1,500,744 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2926 |
1.2856 |
1.2584 |
|
| R3 |
1.2786 |
1.2716 |
1.2546 |
|
| R2 |
1.2646 |
1.2646 |
1.2533 |
|
| R1 |
1.2576 |
1.2576 |
1.2520 |
1.2541 |
| PP |
1.2506 |
1.2506 |
1.2506 |
1.2488 |
| S1 |
1.2436 |
1.2436 |
1.2494 |
1.2401 |
| S2 |
1.2366 |
1.2366 |
1.2481 |
|
| S3 |
1.2226 |
1.2296 |
1.2469 |
|
| S4 |
1.2086 |
1.2156 |
1.2430 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3230 |
1.3109 |
1.2640 |
|
| R3 |
1.2989 |
1.2868 |
1.2573 |
|
| R2 |
1.2748 |
1.2748 |
1.2551 |
|
| R1 |
1.2627 |
1.2627 |
1.2529 |
1.2688 |
| PP |
1.2507 |
1.2507 |
1.2507 |
1.2537 |
| S1 |
1.2386 |
1.2386 |
1.2485 |
1.2447 |
| S2 |
1.2266 |
1.2266 |
1.2463 |
|
| S3 |
1.2025 |
1.2145 |
1.2441 |
|
| S4 |
1.1784 |
1.1904 |
1.2374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2627 |
1.2386 |
0.0241 |
1.9% |
0.0126 |
1.0% |
50% |
False |
False |
300,148 |
| 10 |
1.2627 |
1.2288 |
0.0339 |
2.7% |
0.0129 |
1.0% |
65% |
False |
False |
293,954 |
| 20 |
1.2959 |
1.2288 |
0.0671 |
5.4% |
0.0120 |
1.0% |
33% |
False |
False |
299,269 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
8.0% |
0.0107 |
0.9% |
22% |
False |
False |
268,381 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.8% |
0.0108 |
0.9% |
20% |
False |
False |
255,022 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0109 |
0.9% |
18% |
False |
False |
195,924 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0112 |
0.9% |
18% |
False |
False |
156,815 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0112 |
0.9% |
18% |
False |
False |
130,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3170 |
|
2.618 |
1.2942 |
|
1.618 |
1.2802 |
|
1.000 |
1.2715 |
|
0.618 |
1.2662 |
|
HIGH |
1.2575 |
|
0.618 |
1.2522 |
|
0.500 |
1.2505 |
|
0.382 |
1.2488 |
|
LOW |
1.2435 |
|
0.618 |
1.2348 |
|
1.000 |
1.2295 |
|
1.618 |
1.2208 |
|
2.618 |
1.2068 |
|
4.250 |
1.1840 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2506 |
1.2531 |
| PP |
1.2506 |
1.2523 |
| S1 |
1.2505 |
1.2515 |
|