CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 1.2371 1.2361 -0.0010 -0.1% 1.2570
High 1.2429 1.2453 0.0024 0.2% 1.2625
Low 1.2337 1.2288 -0.0049 -0.4% 1.2288
Close 1.2368 1.2413 0.0045 0.4% 1.2413
Range 0.0092 0.0165 0.0073 79.3% 0.0337
ATR 0.0113 0.0117 0.0004 3.3% 0.0000
Volume 349,799 452,212 102,413 29.3% 1,160,600
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2880 1.2811 1.2504
R3 1.2715 1.2646 1.2458
R2 1.2550 1.2550 1.2443
R1 1.2481 1.2481 1.2428 1.2516
PP 1.2385 1.2385 1.2385 1.2402
S1 1.2316 1.2316 1.2398 1.2351
S2 1.2220 1.2220 1.2383
S3 1.2055 1.2151 1.2368
S4 1.1890 1.1986 1.2322
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3453 1.3270 1.2598
R3 1.3116 1.2933 1.2506
R2 1.2779 1.2779 1.2475
R1 1.2596 1.2596 1.2444 1.2519
PP 1.2442 1.2442 1.2442 1.2404
S1 1.2259 1.2259 1.2382 1.2182
S2 1.2105 1.2105 1.2351
S3 1.1768 1.1922 1.2320
S4 1.1431 1.1585 1.2228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2625 1.2288 0.0337 2.7% 0.0132 1.1% 37% False True 287,760
10 1.2826 1.2288 0.0538 4.3% 0.0132 1.1% 23% False True 297,625
20 1.3182 1.2288 0.0894 7.2% 0.0111 0.9% 14% False True 288,820
40 1.3287 1.2288 0.0999 8.0% 0.0104 0.8% 13% False True 258,680
60 1.3391 1.2288 0.1103 8.9% 0.0108 0.9% 11% False True 235,335
80 1.3494 1.2288 0.1206 9.7% 0.0107 0.9% 10% False True 177,189
100 1.3494 1.2288 0.1206 9.7% 0.0113 0.9% 10% False True 141,836
120 1.3494 1.2288 0.1206 9.7% 0.0110 0.9% 10% False True 118,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.3154
2.618 1.2885
1.618 1.2720
1.000 1.2618
0.618 1.2555
HIGH 1.2453
0.618 1.2390
0.500 1.2371
0.382 1.2351
LOW 1.2288
0.618 1.2186
1.000 1.2123
1.618 1.2021
2.618 1.1856
4.250 1.1587
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 1.2399 1.2406
PP 1.2385 1.2398
S1 1.2371 1.2391

These figures are updated between 7pm and 10pm EST after a trading day.

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