CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2495 |
1.2452 |
-0.0043 |
-0.3% |
1.2570 |
| High |
1.2543 |
1.2587 |
0.0044 |
0.4% |
1.2625 |
| Low |
1.2410 |
1.2441 |
0.0031 |
0.2% |
1.2288 |
| Close |
1.2446 |
1.2546 |
0.0100 |
0.8% |
1.2413 |
| Range |
0.0133 |
0.0146 |
0.0013 |
9.8% |
0.0337 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.7% |
0.0000 |
| Volume |
254,860 |
372,688 |
117,828 |
46.2% |
1,160,600 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2963 |
1.2900 |
1.2626 |
|
| R3 |
1.2817 |
1.2754 |
1.2586 |
|
| R2 |
1.2671 |
1.2671 |
1.2573 |
|
| R1 |
1.2608 |
1.2608 |
1.2559 |
1.2640 |
| PP |
1.2525 |
1.2525 |
1.2525 |
1.2540 |
| S1 |
1.2462 |
1.2462 |
1.2533 |
1.2494 |
| S2 |
1.2379 |
1.2379 |
1.2519 |
|
| S3 |
1.2233 |
1.2316 |
1.2506 |
|
| S4 |
1.2087 |
1.2170 |
1.2466 |
|
|
| 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 |
1.2587 |
1.2288 |
0.0299 |
2.4% |
0.0132 |
1.1% |
86% |
True |
False |
333,292 |
| 10 |
1.2689 |
1.2288 |
0.0401 |
3.2% |
0.0131 |
1.0% |
64% |
False |
False |
303,379 |
| 20 |
1.3009 |
1.2288 |
0.0721 |
5.7% |
0.0116 |
0.9% |
36% |
False |
False |
296,082 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
8.0% |
0.0106 |
0.8% |
26% |
False |
False |
264,928 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.8% |
0.0108 |
0.9% |
23% |
False |
False |
248,250 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0109 |
0.9% |
21% |
False |
False |
187,984 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0114 |
0.9% |
21% |
False |
False |
150,460 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0111 |
0.9% |
21% |
False |
False |
125,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3208 |
|
2.618 |
1.2969 |
|
1.618 |
1.2823 |
|
1.000 |
1.2733 |
|
0.618 |
1.2677 |
|
HIGH |
1.2587 |
|
0.618 |
1.2531 |
|
0.500 |
1.2514 |
|
0.382 |
1.2497 |
|
LOW |
1.2441 |
|
0.618 |
1.2351 |
|
1.000 |
1.2295 |
|
1.618 |
1.2205 |
|
2.618 |
1.2059 |
|
4.250 |
1.1821 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2535 |
1.2526 |
| PP |
1.2525 |
1.2506 |
| S1 |
1.2514 |
1.2487 |
|