CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2379 |
1.2369 |
-0.0010 |
-0.1% |
1.2578 |
| High |
1.2439 |
1.2473 |
0.0034 |
0.3% |
1.2630 |
| Low |
1.2350 |
1.2298 |
-0.0052 |
-0.4% |
1.2298 |
| Close |
1.2379 |
1.2426 |
0.0047 |
0.4% |
1.2426 |
| Range |
0.0089 |
0.0175 |
0.0086 |
96.6% |
0.0332 |
| ATR |
0.0104 |
0.0109 |
0.0005 |
4.8% |
0.0000 |
| Volume |
3,120 |
3,533 |
413 |
13.2% |
9,416 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2924 |
1.2850 |
1.2522 |
|
| R3 |
1.2749 |
1.2675 |
1.2474 |
|
| R2 |
1.2574 |
1.2574 |
1.2458 |
|
| R1 |
1.2500 |
1.2500 |
1.2442 |
1.2537 |
| PP |
1.2399 |
1.2399 |
1.2399 |
1.2418 |
| S1 |
1.2325 |
1.2325 |
1.2410 |
1.2362 |
| S2 |
1.2224 |
1.2224 |
1.2394 |
|
| S3 |
1.2049 |
1.2150 |
1.2378 |
|
| S4 |
1.1874 |
1.1975 |
1.2330 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3269 |
1.2609 |
|
| R3 |
1.3115 |
1.2937 |
1.2517 |
|
| R2 |
1.2783 |
1.2783 |
1.2487 |
|
| R1 |
1.2605 |
1.2605 |
1.2456 |
1.2528 |
| PP |
1.2451 |
1.2451 |
1.2451 |
1.2413 |
| S1 |
1.2273 |
1.2273 |
1.2396 |
1.2196 |
| S2 |
1.2119 |
1.2119 |
1.2365 |
|
| S3 |
1.1787 |
1.1941 |
1.2335 |
|
| S4 |
1.1455 |
1.1609 |
1.2243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2630 |
1.2298 |
0.0332 |
2.7% |
0.0127 |
1.0% |
39% |
False |
True |
2,100 |
| 10 |
1.2838 |
1.2298 |
0.0540 |
4.3% |
0.0127 |
1.0% |
24% |
False |
True |
1,488 |
| 20 |
1.3186 |
1.2298 |
0.0888 |
7.1% |
0.0102 |
0.8% |
14% |
False |
True |
1,019 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
8.0% |
0.0091 |
0.7% |
13% |
False |
True |
611 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0092 |
0.7% |
12% |
False |
True |
440 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.7% |
0.0083 |
0.7% |
11% |
False |
True |
335 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.7% |
0.0074 |
0.6% |
11% |
False |
True |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3217 |
|
2.618 |
1.2931 |
|
1.618 |
1.2756 |
|
1.000 |
1.2648 |
|
0.618 |
1.2581 |
|
HIGH |
1.2473 |
|
0.618 |
1.2406 |
|
0.500 |
1.2386 |
|
0.382 |
1.2365 |
|
LOW |
1.2298 |
|
0.618 |
1.2190 |
|
1.000 |
1.2123 |
|
1.618 |
1.2015 |
|
2.618 |
1.1840 |
|
4.250 |
1.1554 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2413 |
1.2417 |
| PP |
1.2399 |
1.2408 |
| S1 |
1.2386 |
1.2399 |
|