CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2510 |
1.2504 |
-0.0006 |
0.0% |
1.2754 |
| High |
1.2542 |
1.2519 |
-0.0023 |
-0.2% |
1.2759 |
| Low |
1.2451 |
1.2455 |
0.0004 |
0.0% |
1.2528 |
| Close |
1.2506 |
1.2468 |
-0.0038 |
-0.3% |
1.2572 |
| Range |
0.0091 |
0.0064 |
-0.0027 |
-29.7% |
0.0231 |
| ATR |
0.0116 |
0.0113 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
271,622 |
195,250 |
-76,372 |
-28.1% |
1,493,045 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2673 |
1.2634 |
1.2503 |
|
| R3 |
1.2609 |
1.2570 |
1.2486 |
|
| R2 |
1.2545 |
1.2545 |
1.2480 |
|
| R1 |
1.2506 |
1.2506 |
1.2474 |
1.2494 |
| PP |
1.2481 |
1.2481 |
1.2481 |
1.2474 |
| S1 |
1.2442 |
1.2442 |
1.2462 |
1.2430 |
| S2 |
1.2417 |
1.2417 |
1.2456 |
|
| S3 |
1.2353 |
1.2378 |
1.2450 |
|
| S4 |
1.2289 |
1.2314 |
1.2433 |
|
|
| 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 |
1.2711 |
1.2451 |
0.0260 |
2.1% |
0.0096 |
0.8% |
7% |
False |
False |
255,148 |
| 10 |
1.2759 |
1.2451 |
0.0308 |
2.5% |
0.0110 |
0.9% |
6% |
False |
False |
253,168 |
| 20 |
1.2759 |
1.2298 |
0.0461 |
3.7% |
0.0121 |
1.0% |
37% |
False |
False |
146,119 |
| 40 |
1.3242 |
1.2298 |
0.0944 |
7.6% |
0.0109 |
0.9% |
18% |
False |
False |
73,409 |
| 60 |
1.3292 |
1.2298 |
0.0994 |
8.0% |
0.0100 |
0.8% |
17% |
False |
False |
49,007 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0097 |
0.8% |
15% |
False |
False |
36,777 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0090 |
0.7% |
14% |
False |
False |
29,425 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.6% |
0.0080 |
0.6% |
14% |
False |
False |
24,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2791 |
|
2.618 |
1.2687 |
|
1.618 |
1.2623 |
|
1.000 |
1.2583 |
|
0.618 |
1.2559 |
|
HIGH |
1.2519 |
|
0.618 |
1.2495 |
|
0.500 |
1.2487 |
|
0.382 |
1.2479 |
|
LOW |
1.2455 |
|
0.618 |
1.2415 |
|
1.000 |
1.2391 |
|
1.618 |
1.2351 |
|
2.618 |
1.2287 |
|
4.250 |
1.2183 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2487 |
1.2510 |
| PP |
1.2481 |
1.2496 |
| S1 |
1.2474 |
1.2482 |
|