CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2564 |
1.2510 |
-0.0054 |
-0.4% |
1.2754 |
| High |
1.2569 |
1.2542 |
-0.0027 |
-0.2% |
1.2759 |
| Low |
1.2481 |
1.2451 |
-0.0030 |
-0.2% |
1.2528 |
| Close |
1.2506 |
1.2506 |
0.0000 |
0.0% |
1.2572 |
| Range |
0.0088 |
0.0091 |
0.0003 |
3.4% |
0.0231 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
212,566 |
271,622 |
59,056 |
27.8% |
1,493,045 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2773 |
1.2730 |
1.2556 |
|
| R3 |
1.2682 |
1.2639 |
1.2531 |
|
| R2 |
1.2591 |
1.2591 |
1.2523 |
|
| R1 |
1.2548 |
1.2548 |
1.2514 |
1.2524 |
| PP |
1.2500 |
1.2500 |
1.2500 |
1.2488 |
| S1 |
1.2457 |
1.2457 |
1.2498 |
1.2433 |
| S2 |
1.2409 |
1.2409 |
1.2489 |
|
| S3 |
1.2318 |
1.2366 |
1.2481 |
|
| S4 |
1.2227 |
1.2275 |
1.2456 |
|
|
| 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 |
1.2740 |
1.2451 |
0.0289 |
2.3% |
0.0101 |
0.8% |
19% |
False |
True |
274,387 |
| 10 |
1.2759 |
1.2451 |
0.0308 |
2.5% |
0.0117 |
0.9% |
18% |
False |
True |
248,113 |
| 20 |
1.2759 |
1.2298 |
0.0461 |
3.7% |
0.0124 |
1.0% |
45% |
False |
False |
136,467 |
| 40 |
1.3292 |
1.2298 |
0.0994 |
7.9% |
0.0110 |
0.9% |
21% |
False |
False |
68,530 |
| 60 |
1.3377 |
1.2298 |
0.1079 |
8.6% |
0.0101 |
0.8% |
19% |
False |
False |
45,756 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0097 |
0.8% |
19% |
False |
False |
34,337 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0089 |
0.7% |
17% |
False |
False |
27,473 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0079 |
0.6% |
17% |
False |
False |
22,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2929 |
|
2.618 |
1.2780 |
|
1.618 |
1.2689 |
|
1.000 |
1.2633 |
|
0.618 |
1.2598 |
|
HIGH |
1.2542 |
|
0.618 |
1.2507 |
|
0.500 |
1.2497 |
|
0.382 |
1.2486 |
|
LOW |
1.2451 |
|
0.618 |
1.2395 |
|
1.000 |
1.2360 |
|
1.618 |
1.2304 |
|
2.618 |
1.2213 |
|
4.250 |
1.2064 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2503 |
1.2523 |
| PP |
1.2500 |
1.2517 |
| S1 |
1.2497 |
1.2512 |
|