CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2504 |
1.2479 |
-0.0025 |
-0.2% |
1.2754 |
| High |
1.2519 |
1.2535 |
0.0016 |
0.1% |
1.2759 |
| Low |
1.2455 |
1.2417 |
-0.0038 |
-0.3% |
1.2528 |
| Close |
1.2468 |
1.2436 |
-0.0032 |
-0.3% |
1.2572 |
| Range |
0.0064 |
0.0118 |
0.0054 |
84.4% |
0.0231 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.3% |
0.0000 |
| Volume |
195,250 |
275,686 |
80,436 |
41.2% |
1,493,045 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2817 |
1.2744 |
1.2501 |
|
| R3 |
1.2699 |
1.2626 |
1.2468 |
|
| R2 |
1.2581 |
1.2581 |
1.2458 |
|
| R1 |
1.2508 |
1.2508 |
1.2447 |
1.2486 |
| PP |
1.2463 |
1.2463 |
1.2463 |
1.2451 |
| S1 |
1.2390 |
1.2390 |
1.2425 |
1.2368 |
| S2 |
1.2345 |
1.2345 |
1.2414 |
|
| S3 |
1.2227 |
1.2272 |
1.2404 |
|
| S4 |
1.2109 |
1.2154 |
1.2371 |
|
|
| 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 |
1.2594 |
1.2417 |
0.0177 |
1.4% |
0.0085 |
0.7% |
11% |
False |
True |
240,405 |
| 10 |
1.2759 |
1.2417 |
0.0342 |
2.8% |
0.0112 |
0.9% |
6% |
False |
True |
265,867 |
| 20 |
1.2759 |
1.2298 |
0.0461 |
3.7% |
0.0122 |
1.0% |
30% |
False |
False |
159,748 |
| 40 |
1.3190 |
1.2298 |
0.0892 |
7.2% |
0.0110 |
0.9% |
15% |
False |
False |
80,299 |
| 60 |
1.3292 |
1.2298 |
0.0994 |
8.0% |
0.0100 |
0.8% |
14% |
False |
False |
53,600 |
| 80 |
1.3396 |
1.2298 |
0.1098 |
8.8% |
0.0099 |
0.8% |
13% |
False |
False |
40,223 |
| 100 |
1.3500 |
1.2298 |
0.1202 |
9.7% |
0.0090 |
0.7% |
11% |
False |
False |
32,182 |
| 120 |
1.3500 |
1.2298 |
0.1202 |
9.7% |
0.0081 |
0.6% |
11% |
False |
False |
26,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3037 |
|
2.618 |
1.2844 |
|
1.618 |
1.2726 |
|
1.000 |
1.2653 |
|
0.618 |
1.2608 |
|
HIGH |
1.2535 |
|
0.618 |
1.2490 |
|
0.500 |
1.2476 |
|
0.382 |
1.2462 |
|
LOW |
1.2417 |
|
0.618 |
1.2344 |
|
1.000 |
1.2299 |
|
1.618 |
1.2226 |
|
2.618 |
1.2108 |
|
4.250 |
1.1916 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2476 |
1.2480 |
| PP |
1.2463 |
1.2465 |
| S1 |
1.2449 |
1.2451 |
|