CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2519 |
1.2576 |
0.0057 |
0.5% |
1.2449 |
| High |
1.2621 |
1.2649 |
0.0028 |
0.2% |
1.2636 |
| Low |
1.2484 |
1.2553 |
0.0069 |
0.6% |
1.2401 |
| Close |
1.2599 |
1.2611 |
0.0012 |
0.1% |
1.2517 |
| Range |
0.0137 |
0.0096 |
-0.0041 |
-29.9% |
0.0235 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
144,697 |
148,694 |
3,997 |
2.8% |
64,427 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2848 |
1.2664 |
|
| R3 |
1.2796 |
1.2752 |
1.2637 |
|
| R2 |
1.2700 |
1.2700 |
1.2629 |
|
| R1 |
1.2656 |
1.2656 |
1.2620 |
1.2678 |
| PP |
1.2604 |
1.2604 |
1.2604 |
1.2616 |
| S1 |
1.2560 |
1.2560 |
1.2602 |
1.2582 |
| S2 |
1.2508 |
1.2508 |
1.2593 |
|
| S3 |
1.2412 |
1.2464 |
1.2585 |
|
| S4 |
1.2316 |
1.2368 |
1.2558 |
|
|
| 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% |
0.0135 |
1.1% |
70% |
False |
False |
100,006 |
| 10 |
1.2680 |
1.2298 |
0.0382 |
3.0% |
0.0133 |
1.1% |
82% |
False |
False |
53,628 |
| 20 |
1.2838 |
1.2298 |
0.0540 |
4.3% |
0.0125 |
1.0% |
58% |
False |
False |
27,423 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0101 |
0.8% |
31% |
False |
False |
13,892 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0098 |
0.8% |
29% |
False |
False |
9,307 |
| 80 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0092 |
0.7% |
26% |
False |
False |
6,993 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0084 |
0.7% |
26% |
False |
False |
5,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3057 |
|
2.618 |
1.2900 |
|
1.618 |
1.2804 |
|
1.000 |
1.2745 |
|
0.618 |
1.2708 |
|
HIGH |
1.2649 |
|
0.618 |
1.2612 |
|
0.500 |
1.2601 |
|
0.382 |
1.2590 |
|
LOW |
1.2553 |
|
0.618 |
1.2494 |
|
1.000 |
1.2457 |
|
1.618 |
1.2398 |
|
2.618 |
1.2302 |
|
4.250 |
1.2145 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2608 |
1.2591 |
| PP |
1.2604 |
1.2572 |
| S1 |
1.2601 |
1.2552 |
|