CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2642 |
1.2754 |
0.0112 |
0.9% |
1.2657 |
| High |
1.2676 |
1.2759 |
0.0083 |
0.7% |
1.2680 |
| Low |
1.2602 |
1.2567 |
-0.0035 |
-0.3% |
1.2455 |
| Close |
1.2647 |
1.2591 |
-0.0056 |
-0.4% |
1.2647 |
| Range |
0.0074 |
0.0192 |
0.0118 |
159.5% |
0.0225 |
| ATR |
0.0115 |
0.0120 |
0.0006 |
4.8% |
0.0000 |
| Volume |
210,510 |
300,717 |
90,207 |
42.9% |
678,831 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3215 |
1.3095 |
1.2697 |
|
| R3 |
1.3023 |
1.2903 |
1.2644 |
|
| R2 |
1.2831 |
1.2831 |
1.2626 |
|
| R1 |
1.2711 |
1.2711 |
1.2609 |
1.2675 |
| PP |
1.2639 |
1.2639 |
1.2639 |
1.2621 |
| S1 |
1.2519 |
1.2519 |
1.2573 |
1.2483 |
| S2 |
1.2447 |
1.2447 |
1.2556 |
|
| S3 |
1.2255 |
1.2327 |
1.2538 |
|
| S4 |
1.2063 |
1.2135 |
1.2485 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3269 |
1.3183 |
1.2771 |
|
| R3 |
1.3044 |
1.2958 |
1.2709 |
|
| R2 |
1.2819 |
1.2819 |
1.2688 |
|
| R1 |
1.2733 |
1.2733 |
1.2668 |
1.2664 |
| PP |
1.2594 |
1.2594 |
1.2594 |
1.2559 |
| S1 |
1.2508 |
1.2508 |
1.2626 |
1.2439 |
| S2 |
1.2369 |
1.2369 |
1.2606 |
|
| S3 |
1.2144 |
1.2283 |
1.2585 |
|
| S4 |
1.1919 |
1.2058 |
1.2523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2759 |
1.2455 |
0.0304 |
2.4% |
0.0117 |
0.9% |
45% |
True |
False |
181,336 |
| 10 |
1.2759 |
1.2423 |
0.0336 |
2.7% |
0.0130 |
1.0% |
50% |
True |
False |
103,926 |
| 20 |
1.2838 |
1.2298 |
0.0540 |
4.3% |
0.0127 |
1.0% |
54% |
False |
False |
52,886 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0103 |
0.8% |
29% |
False |
False |
26,650 |
| 60 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0099 |
0.8% |
27% |
False |
False |
17,824 |
| 80 |
1.3493 |
1.2298 |
0.1195 |
9.5% |
0.0093 |
0.7% |
25% |
False |
False |
13,382 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.5% |
0.0085 |
0.7% |
24% |
False |
False |
10,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3575 |
|
2.618 |
1.3262 |
|
1.618 |
1.3070 |
|
1.000 |
1.2951 |
|
0.618 |
1.2878 |
|
HIGH |
1.2759 |
|
0.618 |
1.2686 |
|
0.500 |
1.2663 |
|
0.382 |
1.2640 |
|
LOW |
1.2567 |
|
0.618 |
1.2448 |
|
1.000 |
1.2375 |
|
1.618 |
1.2256 |
|
2.618 |
1.2064 |
|
4.250 |
1.1751 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2663 |
1.2656 |
| PP |
1.2639 |
1.2634 |
| S1 |
1.2615 |
1.2613 |
|