CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2505 |
1.2566 |
0.0061 |
0.5% |
1.2435 |
| High |
1.2611 |
1.2638 |
0.0027 |
0.2% |
1.2627 |
| Low |
1.2474 |
1.2543 |
0.0069 |
0.6% |
1.2386 |
| Close |
1.2589 |
1.2601 |
0.0012 |
0.1% |
1.2507 |
| Range |
0.0137 |
0.0095 |
-0.0042 |
-30.7% |
0.0241 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
345,201 |
281,090 |
-64,111 |
-18.6% |
1,500,744 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2835 |
1.2653 |
|
| R3 |
1.2784 |
1.2740 |
1.2627 |
|
| R2 |
1.2689 |
1.2689 |
1.2618 |
|
| R1 |
1.2645 |
1.2645 |
1.2610 |
1.2667 |
| PP |
1.2594 |
1.2594 |
1.2594 |
1.2605 |
| S1 |
1.2550 |
1.2550 |
1.2592 |
1.2572 |
| S2 |
1.2499 |
1.2499 |
1.2584 |
|
| S3 |
1.2404 |
1.2455 |
1.2575 |
|
| S4 |
1.2309 |
1.2360 |
1.2549 |
|
|
| 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% |
71% |
False |
False |
329,323 |
| 10 |
1.2670 |
1.2288 |
0.0382 |
3.0% |
0.0130 |
1.0% |
82% |
False |
False |
329,264 |
| 20 |
1.2826 |
1.2288 |
0.0538 |
4.3% |
0.0127 |
1.0% |
58% |
False |
False |
306,574 |
| 40 |
1.3287 |
1.2288 |
0.0999 |
7.9% |
0.0108 |
0.9% |
31% |
False |
False |
277,117 |
| 60 |
1.3391 |
1.2288 |
0.1103 |
8.8% |
0.0109 |
0.9% |
28% |
False |
False |
264,019 |
| 80 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0110 |
0.9% |
26% |
False |
False |
212,622 |
| 100 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0112 |
0.9% |
26% |
False |
False |
170,198 |
| 120 |
1.3494 |
1.2288 |
0.1206 |
9.6% |
0.0112 |
0.9% |
26% |
False |
False |
141,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3042 |
|
2.618 |
1.2887 |
|
1.618 |
1.2792 |
|
1.000 |
1.2733 |
|
0.618 |
1.2697 |
|
HIGH |
1.2638 |
|
0.618 |
1.2602 |
|
0.500 |
1.2591 |
|
0.382 |
1.2579 |
|
LOW |
1.2543 |
|
0.618 |
1.2484 |
|
1.000 |
1.2448 |
|
1.618 |
1.2389 |
|
2.618 |
1.2294 |
|
4.250 |
1.2139 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2598 |
1.2581 |
| PP |
1.2594 |
1.2561 |
| S1 |
1.2591 |
1.2541 |
|