CME Euro FX (E) Future June 2012
| 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 |
|
|
|
| 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 |
|