CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2573 |
1.2657 |
0.0084 |
0.7% |
1.2449 |
| High |
1.2613 |
1.2680 |
0.0067 |
0.5% |
1.2636 |
| Low |
1.2447 |
1.2490 |
0.0043 |
0.3% |
1.2401 |
| Close |
1.2517 |
1.2509 |
-0.0008 |
-0.1% |
1.2517 |
| Range |
0.0166 |
0.0190 |
0.0024 |
14.5% |
0.0235 |
| ATR |
0.0116 |
0.0121 |
0.0005 |
4.6% |
0.0000 |
| Volume |
31,710 |
72,866 |
41,156 |
129.8% |
64,427 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3130 |
1.3009 |
1.2614 |
|
| R3 |
1.2940 |
1.2819 |
1.2561 |
|
| R2 |
1.2750 |
1.2750 |
1.2544 |
|
| R1 |
1.2629 |
1.2629 |
1.2526 |
1.2595 |
| PP |
1.2560 |
1.2560 |
1.2560 |
1.2542 |
| S1 |
1.2439 |
1.2439 |
1.2492 |
1.2405 |
| S2 |
1.2370 |
1.2370 |
1.2474 |
|
| S3 |
1.2180 |
1.2249 |
1.2457 |
|
| S4 |
1.1990 |
1.2059 |
1.2405 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3223 |
1.3105 |
1.2646 |
|
| R3 |
1.2988 |
1.2870 |
1.2582 |
|
| R2 |
1.2753 |
1.2753 |
1.2560 |
|
| R1 |
1.2635 |
1.2635 |
1.2539 |
1.2694 |
| PP |
1.2518 |
1.2518 |
1.2518 |
1.2548 |
| S1 |
1.2400 |
1.2400 |
1.2495 |
1.2459 |
| S2 |
1.2283 |
1.2283 |
1.2474 |
|
| S3 |
1.2048 |
1.2165 |
1.2452 |
|
| S4 |
1.1813 |
1.1930 |
1.2388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2680 |
1.2423 |
0.0257 |
2.1% |
0.0143 |
1.1% |
33% |
True |
False |
26,515 |
| 10 |
1.2680 |
1.2298 |
0.0382 |
3.1% |
0.0138 |
1.1% |
55% |
True |
False |
14,670 |
| 20 |
1.2906 |
1.2298 |
0.0608 |
4.9% |
0.0123 |
1.0% |
35% |
False |
False |
7,770 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0100 |
0.8% |
21% |
False |
False |
4,023 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0097 |
0.8% |
19% |
False |
False |
2,724 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0089 |
0.7% |
18% |
False |
False |
2,051 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0081 |
0.6% |
18% |
False |
False |
1,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3488 |
|
2.618 |
1.3177 |
|
1.618 |
1.2987 |
|
1.000 |
1.2870 |
|
0.618 |
1.2797 |
|
HIGH |
1.2680 |
|
0.618 |
1.2607 |
|
0.500 |
1.2585 |
|
0.382 |
1.2563 |
|
LOW |
1.2490 |
|
0.618 |
1.2373 |
|
1.000 |
1.2300 |
|
1.618 |
1.2183 |
|
2.618 |
1.1993 |
|
4.250 |
1.1683 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2585 |
1.2564 |
| PP |
1.2560 |
1.2545 |
| S1 |
1.2534 |
1.2527 |
|