CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2559 |
1.2484 |
-0.0075 |
-0.6% |
1.2555 |
| High |
1.2578 |
1.2600 |
0.0022 |
0.2% |
1.2600 |
| Low |
1.2457 |
1.2484 |
0.0027 |
0.2% |
1.2325 |
| Close |
1.2475 |
1.2571 |
0.0096 |
0.8% |
1.2445 |
| Range |
0.0121 |
0.0116 |
-0.0005 |
-4.1% |
0.0275 |
| ATR |
0.0087 |
0.0090 |
0.0003 |
3.1% |
0.0000 |
| Volume |
30 |
447 |
417 |
1,390.0% |
151 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2900 |
1.2851 |
1.2635 |
|
| R3 |
1.2784 |
1.2735 |
1.2603 |
|
| R2 |
1.2668 |
1.2668 |
1.2592 |
|
| R1 |
1.2619 |
1.2619 |
1.2582 |
1.2644 |
| PP |
1.2552 |
1.2552 |
1.2552 |
1.2564 |
| S1 |
1.2503 |
1.2503 |
1.2560 |
1.2528 |
| S2 |
1.2436 |
1.2436 |
1.2550 |
|
| S3 |
1.2320 |
1.2387 |
1.2539 |
|
| S4 |
1.2204 |
1.2271 |
1.2507 |
|
|
| 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% |
0.0113 |
0.9% |
89% |
True |
False |
127 |
| 10 |
1.2701 |
1.2325 |
0.0376 |
3.0% |
0.0096 |
0.8% |
65% |
False |
False |
91 |
| 20 |
1.3009 |
1.2325 |
0.0684 |
5.4% |
0.0078 |
0.6% |
36% |
False |
False |
75 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0054 |
0.4% |
25% |
False |
False |
43 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0042 |
0.3% |
24% |
False |
False |
31 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0038 |
0.3% |
21% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3093 |
|
2.618 |
1.2904 |
|
1.618 |
1.2788 |
|
1.000 |
1.2716 |
|
0.618 |
1.2672 |
|
HIGH |
1.2600 |
|
0.618 |
1.2556 |
|
0.500 |
1.2542 |
|
0.382 |
1.2528 |
|
LOW |
1.2484 |
|
0.618 |
1.2412 |
|
1.000 |
1.2368 |
|
1.618 |
1.2296 |
|
2.618 |
1.2180 |
|
4.250 |
1.1991 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2561 |
1.2548 |
| PP |
1.2552 |
1.2524 |
| S1 |
1.2542 |
1.2501 |
|