CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2696 |
1.2709 |
0.0013 |
0.1% |
1.2657 |
| High |
1.2740 |
1.2711 |
-0.0029 |
-0.2% |
1.2680 |
| Low |
1.2648 |
1.2541 |
-0.0107 |
-0.8% |
1.2455 |
| Close |
1.2676 |
1.2563 |
-0.0113 |
-0.9% |
1.2647 |
| Range |
0.0092 |
0.0170 |
0.0078 |
84.8% |
0.0225 |
| ATR |
0.0121 |
0.0125 |
0.0003 |
2.9% |
0.0000 |
| Volume |
291,444 |
349,402 |
57,958 |
19.9% |
678,831 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3115 |
1.3009 |
1.2657 |
|
| R3 |
1.2945 |
1.2839 |
1.2610 |
|
| R2 |
1.2775 |
1.2775 |
1.2594 |
|
| R1 |
1.2669 |
1.2669 |
1.2579 |
1.2637 |
| PP |
1.2605 |
1.2605 |
1.2605 |
1.2589 |
| S1 |
1.2499 |
1.2499 |
1.2547 |
1.2467 |
| S2 |
1.2435 |
1.2435 |
1.2532 |
|
| S3 |
1.2265 |
1.2329 |
1.2516 |
|
| S4 |
1.2095 |
1.2159 |
1.2470 |
|
|
| 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 |
1.2541 |
0.0218 |
1.7% |
0.0138 |
1.1% |
10% |
False |
True |
291,330 |
| 10 |
1.2759 |
1.2447 |
0.0312 |
2.5% |
0.0137 |
1.1% |
37% |
False |
False |
195,668 |
| 20 |
1.2759 |
1.2298 |
0.0461 |
3.7% |
0.0129 |
1.0% |
57% |
False |
False |
100,056 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0109 |
0.9% |
27% |
False |
False |
50,271 |
| 60 |
1.3390 |
1.2298 |
0.1092 |
8.7% |
0.0101 |
0.8% |
24% |
False |
False |
33,577 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0096 |
0.8% |
24% |
False |
False |
25,199 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0088 |
0.7% |
22% |
False |
False |
20,162 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0077 |
0.6% |
22% |
False |
False |
16,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3434 |
|
2.618 |
1.3156 |
|
1.618 |
1.2986 |
|
1.000 |
1.2881 |
|
0.618 |
1.2816 |
|
HIGH |
1.2711 |
|
0.618 |
1.2646 |
|
0.500 |
1.2626 |
|
0.382 |
1.2606 |
|
LOW |
1.2541 |
|
0.618 |
1.2436 |
|
1.000 |
1.2371 |
|
1.618 |
1.2266 |
|
2.618 |
1.2096 |
|
4.250 |
1.1819 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2626 |
1.2641 |
| PP |
1.2605 |
1.2615 |
| S1 |
1.2584 |
1.2589 |
|