CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2449 |
1.2506 |
0.0057 |
0.5% |
1.2578 |
| High |
1.2522 |
1.2555 |
0.0033 |
0.3% |
1.2630 |
| Low |
1.2401 |
1.2423 |
0.0022 |
0.2% |
1.2298 |
| Close |
1.2506 |
1.2457 |
-0.0049 |
-0.4% |
1.2426 |
| Range |
0.0121 |
0.0132 |
0.0011 |
9.1% |
0.0332 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.4% |
0.0000 |
| Volume |
4,715 |
5,434 |
719 |
15.2% |
9,416 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2874 |
1.2798 |
1.2530 |
|
| R3 |
1.2742 |
1.2666 |
1.2493 |
|
| R2 |
1.2610 |
1.2610 |
1.2481 |
|
| R1 |
1.2534 |
1.2534 |
1.2469 |
1.2506 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2465 |
| S1 |
1.2402 |
1.2402 |
1.2445 |
1.2374 |
| S2 |
1.2346 |
1.2346 |
1.2433 |
|
| S3 |
1.2214 |
1.2270 |
1.2421 |
|
| S4 |
1.2082 |
1.2138 |
1.2384 |
|
|
| 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 |
1.2555 |
1.2298 |
0.0257 |
2.1% |
0.0128 |
1.0% |
62% |
True |
False |
3,799 |
| 10 |
1.2824 |
1.2298 |
0.0526 |
4.2% |
0.0128 |
1.0% |
30% |
False |
False |
2,295 |
| 20 |
1.3050 |
1.2298 |
0.0752 |
6.0% |
0.0105 |
0.8% |
21% |
False |
False |
1,504 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
8.0% |
0.0094 |
0.8% |
16% |
False |
False |
860 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0093 |
0.7% |
14% |
False |
False |
608 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0086 |
0.7% |
13% |
False |
False |
462 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0076 |
0.6% |
13% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3116 |
|
2.618 |
1.2901 |
|
1.618 |
1.2769 |
|
1.000 |
1.2687 |
|
0.618 |
1.2637 |
|
HIGH |
1.2555 |
|
0.618 |
1.2505 |
|
0.500 |
1.2489 |
|
0.382 |
1.2473 |
|
LOW |
1.2423 |
|
0.618 |
1.2341 |
|
1.000 |
1.2291 |
|
1.618 |
1.2209 |
|
2.618 |
1.2077 |
|
4.250 |
1.1862 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2489 |
1.2447 |
| PP |
1.2478 |
1.2437 |
| S1 |
1.2468 |
1.2427 |
|