CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2557 |
1.2564 |
0.0007 |
0.1% |
1.2754 |
| High |
1.2594 |
1.2569 |
-0.0025 |
-0.2% |
1.2759 |
| Low |
1.2528 |
1.2481 |
-0.0047 |
-0.4% |
1.2528 |
| Close |
1.2572 |
1.2506 |
-0.0066 |
-0.5% |
1.2572 |
| Range |
0.0066 |
0.0088 |
0.0022 |
33.3% |
0.0231 |
| ATR |
0.0121 |
0.0118 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
246,902 |
212,566 |
-34,336 |
-13.9% |
1,493,045 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2783 |
1.2732 |
1.2554 |
|
| R3 |
1.2695 |
1.2644 |
1.2530 |
|
| R2 |
1.2607 |
1.2607 |
1.2522 |
|
| R1 |
1.2556 |
1.2556 |
1.2514 |
1.2538 |
| PP |
1.2519 |
1.2519 |
1.2519 |
1.2509 |
| S1 |
1.2468 |
1.2468 |
1.2498 |
1.2450 |
| S2 |
1.2431 |
1.2431 |
1.2490 |
|
| S3 |
1.2343 |
1.2380 |
1.2482 |
|
| S4 |
1.2255 |
1.2292 |
1.2458 |
|
|
| 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 |
1.2741 |
1.2481 |
0.0260 |
2.1% |
0.0116 |
0.9% |
10% |
False |
True |
280,978 |
| 10 |
1.2759 |
1.2455 |
0.0304 |
2.4% |
0.0116 |
0.9% |
17% |
False |
False |
231,157 |
| 20 |
1.2759 |
1.2298 |
0.0461 |
3.7% |
0.0127 |
1.0% |
45% |
False |
False |
122,914 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0108 |
0.9% |
21% |
False |
False |
61,743 |
| 60 |
1.3390 |
1.2298 |
0.1092 |
8.7% |
0.0102 |
0.8% |
19% |
False |
False |
41,231 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0097 |
0.8% |
19% |
False |
False |
30,942 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0089 |
0.7% |
17% |
False |
False |
24,757 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0079 |
0.6% |
17% |
False |
False |
20,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2943 |
|
2.618 |
1.2799 |
|
1.618 |
1.2711 |
|
1.000 |
1.2657 |
|
0.618 |
1.2623 |
|
HIGH |
1.2569 |
|
0.618 |
1.2535 |
|
0.500 |
1.2525 |
|
0.382 |
1.2515 |
|
LOW |
1.2481 |
|
0.618 |
1.2427 |
|
1.000 |
1.2393 |
|
1.618 |
1.2339 |
|
2.618 |
1.2251 |
|
4.250 |
1.2107 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2525 |
1.2596 |
| PP |
1.2519 |
1.2566 |
| S1 |
1.2512 |
1.2536 |
|