CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2506 |
1.2461 |
-0.0045 |
-0.4% |
1.2578 |
| High |
1.2555 |
1.2596 |
0.0041 |
0.3% |
1.2630 |
| Low |
1.2423 |
1.2452 |
0.0029 |
0.2% |
1.2298 |
| Close |
1.2457 |
1.2556 |
0.0099 |
0.8% |
1.2426 |
| Range |
0.0132 |
0.0144 |
0.0012 |
9.1% |
0.0332 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
2.1% |
0.0000 |
| Volume |
5,434 |
10,221 |
4,787 |
88.1% |
9,416 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2905 |
1.2635 |
|
| R3 |
1.2823 |
1.2761 |
1.2596 |
|
| R2 |
1.2679 |
1.2679 |
1.2582 |
|
| R1 |
1.2617 |
1.2617 |
1.2569 |
1.2648 |
| PP |
1.2535 |
1.2535 |
1.2535 |
1.2550 |
| S1 |
1.2473 |
1.2473 |
1.2543 |
1.2504 |
| S2 |
1.2391 |
1.2391 |
1.2530 |
|
| S3 |
1.2247 |
1.2329 |
1.2516 |
|
| S4 |
1.2103 |
1.2185 |
1.2477 |
|
|
| 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 |
1.2596 |
1.2298 |
0.0298 |
2.4% |
0.0132 |
1.1% |
87% |
True |
False |
5,404 |
| 10 |
1.2694 |
1.2298 |
0.0396 |
3.2% |
0.0127 |
1.0% |
65% |
False |
False |
3,272 |
| 20 |
1.3010 |
1.2298 |
0.0712 |
5.7% |
0.0109 |
0.9% |
36% |
False |
False |
1,988 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0096 |
0.8% |
26% |
False |
False |
1,115 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0094 |
0.7% |
23% |
False |
False |
778 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0088 |
0.7% |
21% |
False |
False |
589 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0078 |
0.6% |
21% |
False |
False |
473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3208 |
|
2.618 |
1.2973 |
|
1.618 |
1.2829 |
|
1.000 |
1.2740 |
|
0.618 |
1.2685 |
|
HIGH |
1.2596 |
|
0.618 |
1.2541 |
|
0.500 |
1.2524 |
|
0.382 |
1.2507 |
|
LOW |
1.2452 |
|
0.618 |
1.2363 |
|
1.000 |
1.2308 |
|
1.618 |
1.2219 |
|
2.618 |
1.2075 |
|
4.250 |
1.1840 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2545 |
1.2537 |
| PP |
1.2535 |
1.2518 |
| S1 |
1.2524 |
1.2499 |
|