CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2461 |
1.2588 |
0.0127 |
1.0% |
1.2578 |
| High |
1.2596 |
1.2636 |
0.0040 |
0.3% |
1.2630 |
| Low |
1.2452 |
1.2552 |
0.0100 |
0.8% |
1.2298 |
| Close |
1.2556 |
1.2613 |
0.0057 |
0.5% |
1.2426 |
| Range |
0.0144 |
0.0084 |
-0.0060 |
-41.7% |
0.0332 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
10,221 |
12,347 |
2,126 |
20.8% |
9,416 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2817 |
1.2659 |
|
| R3 |
1.2768 |
1.2733 |
1.2636 |
|
| R2 |
1.2684 |
1.2684 |
1.2628 |
|
| R1 |
1.2649 |
1.2649 |
1.2621 |
1.2667 |
| PP |
1.2600 |
1.2600 |
1.2600 |
1.2609 |
| S1 |
1.2565 |
1.2565 |
1.2605 |
1.2583 |
| S2 |
1.2516 |
1.2516 |
1.2598 |
|
| S3 |
1.2432 |
1.2481 |
1.2590 |
|
| S4 |
1.2348 |
1.2397 |
1.2567 |
|
|
| 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 |
1.2636 |
1.2298 |
0.0338 |
2.7% |
0.0131 |
1.0% |
93% |
True |
False |
7,250 |
| 10 |
1.2636 |
1.2298 |
0.0338 |
2.7% |
0.0122 |
1.0% |
93% |
True |
False |
4,444 |
| 20 |
1.2989 |
1.2298 |
0.0691 |
5.5% |
0.0110 |
0.9% |
46% |
False |
False |
2,586 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0096 |
0.8% |
32% |
False |
False |
1,415 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0094 |
0.7% |
29% |
False |
False |
982 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0088 |
0.7% |
26% |
False |
False |
744 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0078 |
0.6% |
26% |
False |
False |
596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2993 |
|
2.618 |
1.2856 |
|
1.618 |
1.2772 |
|
1.000 |
1.2720 |
|
0.618 |
1.2688 |
|
HIGH |
1.2636 |
|
0.618 |
1.2604 |
|
0.500 |
1.2594 |
|
0.382 |
1.2584 |
|
LOW |
1.2552 |
|
0.618 |
1.2500 |
|
1.000 |
1.2468 |
|
1.618 |
1.2416 |
|
2.618 |
1.2332 |
|
4.250 |
1.2195 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2607 |
1.2585 |
| PP |
1.2600 |
1.2557 |
| S1 |
1.2594 |
1.2530 |
|