CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 1.2647 1.2470 -0.0177 -1.4% 1.2435
High 1.2670 1.2530 -0.0140 -1.1% 1.2627
Low 1.2481 1.2443 -0.0038 -0.3% 1.2386
Close 1.2499 1.2501 0.0002 0.0% 1.2507
Range 0.0189 0.0087 -0.0102 -54.0% 0.0241
ATR 0.0126 0.0124 -0.0003 -2.2% 0.0000
Volume 351,375 362,027 10,652 3.0% 1,500,744
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2752 1.2714 1.2549
R3 1.2665 1.2627 1.2525
R2 1.2578 1.2578 1.2517
R1 1.2540 1.2540 1.2509 1.2559
PP 1.2491 1.2491 1.2491 1.2501
S1 1.2453 1.2453 1.2493 1.2472
S2 1.2404 1.2404 1.2485
S3 1.2317 1.2366 1.2477
S4 1.2230 1.2279 1.2453
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 1.2435 0.0235 1.9% 0.0130 1.0% 28% False False 344,476
10 1.2670 1.2288 0.0382 3.1% 0.0130 1.0% 56% False False 337,474
20 1.2871 1.2288 0.0583 4.7% 0.0127 1.0% 37% False False 310,747
40 1.3287 1.2288 0.0999 8.0% 0.0106 0.9% 21% False False 273,081
60 1.3391 1.2288 0.1103 8.8% 0.0109 0.9% 19% False False 260,670
80 1.3494 1.2288 0.1206 9.6% 0.0109 0.9% 18% False False 204,818
100 1.3494 1.2288 0.1206 9.6% 0.0112 0.9% 18% False False 163,940
120 1.3494 1.2288 0.1206 9.6% 0.0113 0.9% 18% False False 136,664
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2900
2.618 1.2758
1.618 1.2671
1.000 1.2617
0.618 1.2584
HIGH 1.2530
0.618 1.2497
0.500 1.2487
0.382 1.2476
LOW 1.2443
0.618 1.2389
1.000 1.2356
1.618 1.2302
2.618 1.2215
4.250 1.2073
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 1.2496 1.2553
PP 1.2491 1.2535
S1 1.2487 1.2518

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

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