CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 1.2435 1.2495 0.0060 0.5% 1.2570
High 1.2511 1.2543 0.0032 0.3% 1.2625
Low 1.2386 1.2410 0.0024 0.2% 1.2288
Close 1.2493 1.2446 -0.0047 -0.4% 1.2413
Range 0.0125 0.0133 0.0008 6.4% 0.0337
ATR 0.0117 0.0118 0.0001 1.0% 0.0000
Volume 236,902 254,860 17,958 7.6% 1,160,600
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2865 1.2789 1.2519
R3 1.2732 1.2656 1.2483
R2 1.2599 1.2599 1.2470
R1 1.2523 1.2523 1.2458 1.2495
PP 1.2466 1.2466 1.2466 1.2452
S1 1.2390 1.2390 1.2434 1.2362
S2 1.2333 1.2333 1.2422
S3 1.2200 1.2257 1.2409
S4 1.2067 1.2124 1.2373
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 1.2543 1.2288 0.0255 2.0% 0.0129 1.0% 62% True False 330,472
10 1.2819 1.2288 0.0531 4.3% 0.0133 1.1% 30% False False 294,455
20 1.3067 1.2288 0.0779 6.3% 0.0113 0.9% 20% False False 290,604
40 1.3287 1.2288 0.0999 8.0% 0.0105 0.8% 16% False False 262,711
60 1.3391 1.2288 0.1103 8.9% 0.0107 0.9% 14% False False 242,682
80 1.3494 1.2288 0.1206 9.7% 0.0109 0.9% 13% False False 183,328
100 1.3494 1.2288 0.1206 9.7% 0.0114 0.9% 13% False False 146,736
120 1.3494 1.2288 0.1206 9.7% 0.0111 0.9% 13% False False 122,317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3108
2.618 1.2891
1.618 1.2758
1.000 1.2676
0.618 1.2625
HIGH 1.2543
0.618 1.2492
0.500 1.2477
0.382 1.2461
LOW 1.2410
0.618 1.2328
1.000 1.2277
1.618 1.2195
2.618 1.2062
4.250 1.1845
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 1.2477 1.2436
PP 1.2466 1.2426
S1 1.2456 1.2416

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

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