CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 1.2563 1.2647 0.0084 0.7% 1.2435
High 1.2575 1.2670 0.0095 0.8% 1.2627
Low 1.2435 1.2481 0.0046 0.4% 1.2386
Close 1.2507 1.2499 -0.0008 -0.1% 1.2507
Range 0.0140 0.0189 0.0049 35.0% 0.0241
ATR 0.0121 0.0126 0.0005 4.0% 0.0000
Volume 306,924 351,375 44,451 14.5% 1,500,744
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3117 1.2997 1.2603
R3 1.2928 1.2808 1.2551
R2 1.2739 1.2739 1.2534
R1 1.2619 1.2619 1.2516 1.2585
PP 1.2550 1.2550 1.2550 1.2533
S1 1.2430 1.2430 1.2482 1.2396
S2 1.2361 1.2361 1.2464
S3 1.2172 1.2241 1.2447
S4 1.1983 1.2052 1.2395
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 1.2670 1.2410 0.0260 2.1% 0.0139 1.1% 34% True False 323,043
10 1.2670 1.2288 0.0382 3.1% 0.0137 1.1% 55% True False 301,271
20 1.2907 1.2288 0.0619 5.0% 0.0127 1.0% 34% False False 305,934
40 1.3287 1.2288 0.0999 8.0% 0.0108 0.9% 21% False False 271,270
60 1.3391 1.2288 0.1103 8.8% 0.0109 0.9% 19% False False 258,796
80 1.3494 1.2288 0.1206 9.6% 0.0110 0.9% 17% False False 200,303
100 1.3494 1.2288 0.1206 9.6% 0.0113 0.9% 17% False False 160,325
120 1.3494 1.2288 0.1206 9.6% 0.0112 0.9% 17% False False 133,648
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 1.3473
2.618 1.3165
1.618 1.2976
1.000 1.2859
0.618 1.2787
HIGH 1.2670
0.618 1.2598
0.500 1.2576
0.382 1.2553
LOW 1.2481
0.618 1.2364
1.000 1.2292
1.618 1.2175
2.618 1.1986
4.250 1.1678
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 1.2576 1.2553
PP 1.2550 1.2535
S1 1.2525 1.2517

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

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