CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2415 |
1.2353 |
-0.0062 |
-0.5% |
1.2555 |
| High |
1.2437 |
1.2461 |
0.0024 |
0.2% |
1.2600 |
| Low |
1.2375 |
1.2325 |
-0.0050 |
-0.4% |
1.2325 |
| Close |
1.2397 |
1.2445 |
0.0048 |
0.4% |
1.2445 |
| Range |
0.0062 |
0.0136 |
0.0074 |
119.4% |
0.0275 |
| ATR |
0.0076 |
0.0081 |
0.0004 |
5.6% |
0.0000 |
| Volume |
28 |
11 |
-17 |
-60.7% |
151 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2818 |
1.2768 |
1.2520 |
|
| R3 |
1.2682 |
1.2632 |
1.2482 |
|
| R2 |
1.2546 |
1.2546 |
1.2470 |
|
| R1 |
1.2496 |
1.2496 |
1.2457 |
1.2521 |
| PP |
1.2410 |
1.2410 |
1.2410 |
1.2423 |
| S1 |
1.2360 |
1.2360 |
1.2433 |
1.2385 |
| S2 |
1.2274 |
1.2274 |
1.2420 |
|
| S3 |
1.2138 |
1.2224 |
1.2408 |
|
| S4 |
1.2002 |
1.2088 |
1.2370 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3138 |
1.2596 |
|
| R3 |
1.3007 |
1.2863 |
1.2521 |
|
| R2 |
1.2732 |
1.2732 |
1.2495 |
|
| R1 |
1.2588 |
1.2588 |
1.2470 |
1.2523 |
| PP |
1.2457 |
1.2457 |
1.2457 |
1.2424 |
| S1 |
1.2313 |
1.2313 |
1.2420 |
1.2248 |
| S2 |
1.2182 |
1.2182 |
1.2395 |
|
| S3 |
1.1907 |
1.2038 |
1.2369 |
|
| S4 |
1.1632 |
1.1763 |
1.2294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2600 |
1.2325 |
0.0275 |
2.2% |
0.0083 |
0.7% |
44% |
False |
True |
41 |
| 10 |
1.2833 |
1.2325 |
0.0508 |
4.1% |
0.0085 |
0.7% |
24% |
False |
True |
38 |
| 20 |
1.3181 |
1.2325 |
0.0856 |
6.9% |
0.0069 |
0.6% |
14% |
False |
True |
50 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0046 |
0.4% |
12% |
False |
True |
28 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0037 |
0.3% |
12% |
False |
True |
21 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.4% |
0.0033 |
0.3% |
10% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3039 |
|
2.618 |
1.2817 |
|
1.618 |
1.2681 |
|
1.000 |
1.2597 |
|
0.618 |
1.2545 |
|
HIGH |
1.2461 |
|
0.618 |
1.2409 |
|
0.500 |
1.2393 |
|
0.382 |
1.2377 |
|
LOW |
1.2325 |
|
0.618 |
1.2241 |
|
1.000 |
1.2189 |
|
1.618 |
1.2105 |
|
2.618 |
1.1969 |
|
4.250 |
1.1747 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2428 |
1.2431 |
| PP |
1.2410 |
1.2417 |
| S1 |
1.2393 |
1.2404 |
|