CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2483 |
1.2519 |
0.0036 |
0.3% |
1.2449 |
| High |
1.2540 |
1.2621 |
0.0081 |
0.6% |
1.2636 |
| Low |
1.2455 |
1.2484 |
0.0029 |
0.2% |
1.2401 |
| Close |
1.2512 |
1.2599 |
0.0087 |
0.7% |
1.2517 |
| Range |
0.0085 |
0.0137 |
0.0052 |
61.2% |
0.0235 |
| ATR |
0.0118 |
0.0120 |
0.0001 |
1.1% |
0.0000 |
| Volume |
102,064 |
144,697 |
42,633 |
41.8% |
64,427 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2979 |
1.2926 |
1.2674 |
|
| R3 |
1.2842 |
1.2789 |
1.2637 |
|
| R2 |
1.2705 |
1.2705 |
1.2624 |
|
| R1 |
1.2652 |
1.2652 |
1.2612 |
1.2679 |
| PP |
1.2568 |
1.2568 |
1.2568 |
1.2581 |
| S1 |
1.2515 |
1.2515 |
1.2586 |
1.2542 |
| S2 |
1.2431 |
1.2431 |
1.2574 |
|
| S3 |
1.2294 |
1.2378 |
1.2561 |
|
| S4 |
1.2157 |
1.2241 |
1.2524 |
|
|
| 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 |
1.2447 |
0.0233 |
1.8% |
0.0132 |
1.1% |
65% |
False |
False |
72,736 |
| 10 |
1.2680 |
1.2298 |
0.0382 |
3.0% |
0.0132 |
1.1% |
79% |
False |
False |
39,070 |
| 20 |
1.2838 |
1.2298 |
0.0540 |
4.3% |
0.0124 |
1.0% |
56% |
False |
False |
20,044 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0100 |
0.8% |
30% |
False |
False |
10,183 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0098 |
0.8% |
27% |
False |
False |
6,831 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0091 |
0.7% |
25% |
False |
False |
5,134 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0083 |
0.7% |
25% |
False |
False |
4,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3203 |
|
2.618 |
1.2980 |
|
1.618 |
1.2843 |
|
1.000 |
1.2758 |
|
0.618 |
1.2706 |
|
HIGH |
1.2621 |
|
0.618 |
1.2569 |
|
0.500 |
1.2553 |
|
0.382 |
1.2536 |
|
LOW |
1.2484 |
|
0.618 |
1.2399 |
|
1.000 |
1.2347 |
|
1.618 |
1.2262 |
|
2.618 |
1.2125 |
|
4.250 |
1.1902 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2584 |
1.2589 |
| PP |
1.2568 |
1.2578 |
| S1 |
1.2553 |
1.2568 |
|