CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2709 |
1.2557 |
-0.0152 |
-1.2% |
1.2754 |
| High |
1.2711 |
1.2594 |
-0.0117 |
-0.9% |
1.2759 |
| Low |
1.2541 |
1.2528 |
-0.0013 |
-0.1% |
1.2528 |
| Close |
1.2563 |
1.2572 |
0.0009 |
0.1% |
1.2572 |
| Range |
0.0170 |
0.0066 |
-0.0104 |
-61.2% |
0.0231 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
349,402 |
246,902 |
-102,500 |
-29.3% |
1,493,045 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2733 |
1.2608 |
|
| R3 |
1.2697 |
1.2667 |
1.2590 |
|
| R2 |
1.2631 |
1.2631 |
1.2584 |
|
| R1 |
1.2601 |
1.2601 |
1.2578 |
1.2616 |
| PP |
1.2565 |
1.2565 |
1.2565 |
1.2572 |
| S1 |
1.2535 |
1.2535 |
1.2566 |
1.2550 |
| S2 |
1.2499 |
1.2499 |
1.2560 |
|
| S3 |
1.2433 |
1.2469 |
1.2554 |
|
| S4 |
1.2367 |
1.2403 |
1.2536 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3173 |
1.2699 |
|
| R3 |
1.3082 |
1.2942 |
1.2636 |
|
| R2 |
1.2851 |
1.2851 |
1.2614 |
|
| R1 |
1.2711 |
1.2711 |
1.2593 |
1.2666 |
| PP |
1.2620 |
1.2620 |
1.2620 |
1.2597 |
| S1 |
1.2480 |
1.2480 |
1.2551 |
1.2435 |
| S2 |
1.2389 |
1.2389 |
1.2530 |
|
| S3 |
1.2158 |
1.2249 |
1.2508 |
|
| S4 |
1.1927 |
1.2018 |
1.2445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2759 |
1.2528 |
0.0231 |
1.8% |
0.0137 |
1.1% |
19% |
False |
True |
298,609 |
| 10 |
1.2759 |
1.2455 |
0.0304 |
2.4% |
0.0127 |
1.0% |
38% |
False |
False |
217,187 |
| 20 |
1.2759 |
1.2298 |
0.0461 |
3.7% |
0.0127 |
1.0% |
59% |
False |
False |
112,340 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0109 |
0.9% |
28% |
False |
False |
56,441 |
| 60 |
1.3390 |
1.2298 |
0.1092 |
8.7% |
0.0101 |
0.8% |
25% |
False |
False |
37,690 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.7% |
0.0096 |
0.8% |
25% |
False |
False |
28,285 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0088 |
0.7% |
23% |
False |
False |
22,631 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0078 |
0.6% |
23% |
False |
False |
18,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2875 |
|
2.618 |
1.2767 |
|
1.618 |
1.2701 |
|
1.000 |
1.2660 |
|
0.618 |
1.2635 |
|
HIGH |
1.2594 |
|
0.618 |
1.2569 |
|
0.500 |
1.2561 |
|
0.382 |
1.2553 |
|
LOW |
1.2528 |
|
0.618 |
1.2487 |
|
1.000 |
1.2462 |
|
1.618 |
1.2421 |
|
2.618 |
1.2355 |
|
4.250 |
1.2248 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2568 |
1.2634 |
| PP |
1.2565 |
1.2613 |
| S1 |
1.2561 |
1.2593 |
|