CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2429 |
1.2559 |
0.0130 |
1.0% |
1.2555 |
| High |
1.2533 |
1.2578 |
0.0045 |
0.4% |
1.2600 |
| Low |
1.2401 |
1.2457 |
0.0056 |
0.5% |
1.2325 |
| Close |
1.2524 |
1.2475 |
-0.0049 |
-0.4% |
1.2445 |
| Range |
0.0132 |
0.0121 |
-0.0011 |
-8.3% |
0.0275 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.1% |
0.0000 |
| Volume |
123 |
30 |
-93 |
-75.6% |
151 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2866 |
1.2792 |
1.2542 |
|
| R3 |
1.2745 |
1.2671 |
1.2508 |
|
| R2 |
1.2624 |
1.2624 |
1.2497 |
|
| R1 |
1.2550 |
1.2550 |
1.2486 |
1.2527 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2492 |
| S1 |
1.2429 |
1.2429 |
1.2464 |
1.2406 |
| S2 |
1.2382 |
1.2382 |
1.2453 |
|
| S3 |
1.2261 |
1.2308 |
1.2442 |
|
| S4 |
1.2140 |
1.2187 |
1.2408 |
|
|
| 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 |
1.2578 |
1.2325 |
0.0253 |
2.0% |
0.0107 |
0.9% |
59% |
True |
False |
48 |
| 10 |
1.2789 |
1.2325 |
0.0464 |
3.7% |
0.0093 |
0.7% |
32% |
False |
False |
48 |
| 20 |
1.3054 |
1.2325 |
0.0729 |
5.8% |
0.0074 |
0.6% |
21% |
False |
False |
54 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0051 |
0.4% |
15% |
False |
False |
32 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0041 |
0.3% |
14% |
False |
False |
23 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0036 |
0.3% |
13% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3092 |
|
2.618 |
1.2895 |
|
1.618 |
1.2774 |
|
1.000 |
1.2699 |
|
0.618 |
1.2653 |
|
HIGH |
1.2578 |
|
0.618 |
1.2532 |
|
0.500 |
1.2518 |
|
0.382 |
1.2503 |
|
LOW |
1.2457 |
|
0.618 |
1.2382 |
|
1.000 |
1.2336 |
|
1.618 |
1.2261 |
|
2.618 |
1.2140 |
|
4.250 |
1.1943 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2518 |
1.2467 |
| PP |
1.2503 |
1.2459 |
| S1 |
1.2489 |
1.2452 |
|