CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2484 |
1.2600 |
0.0116 |
0.9% |
1.2555 |
| High |
1.2600 |
1.2636 |
0.0036 |
0.3% |
1.2600 |
| Low |
1.2484 |
1.2575 |
0.0091 |
0.7% |
1.2325 |
| Close |
1.2571 |
1.2627 |
0.0056 |
0.4% |
1.2445 |
| Range |
0.0116 |
0.0061 |
-0.0055 |
-47.4% |
0.0275 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
447 |
55 |
-392 |
-87.7% |
151 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2796 |
1.2772 |
1.2661 |
|
| R3 |
1.2735 |
1.2711 |
1.2644 |
|
| R2 |
1.2674 |
1.2674 |
1.2638 |
|
| R1 |
1.2650 |
1.2650 |
1.2633 |
1.2662 |
| PP |
1.2613 |
1.2613 |
1.2613 |
1.2619 |
| S1 |
1.2589 |
1.2589 |
1.2621 |
1.2601 |
| S2 |
1.2552 |
1.2552 |
1.2616 |
|
| S3 |
1.2491 |
1.2528 |
1.2610 |
|
| S4 |
1.2430 |
1.2467 |
1.2593 |
|
|
| 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 |
1.2636 |
1.2325 |
0.0311 |
2.5% |
0.0113 |
0.9% |
97% |
True |
False |
133 |
| 10 |
1.2636 |
1.2325 |
0.0311 |
2.5% |
0.0092 |
0.7% |
97% |
True |
False |
94 |
| 20 |
1.2979 |
1.2325 |
0.0654 |
5.2% |
0.0078 |
0.6% |
46% |
False |
False |
70 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0055 |
0.4% |
31% |
False |
False |
44 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.2% |
0.0043 |
0.3% |
29% |
False |
False |
31 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.2% |
0.0038 |
0.3% |
26% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2895 |
|
2.618 |
1.2796 |
|
1.618 |
1.2735 |
|
1.000 |
1.2697 |
|
0.618 |
1.2674 |
|
HIGH |
1.2636 |
|
0.618 |
1.2613 |
|
0.500 |
1.2606 |
|
0.382 |
1.2598 |
|
LOW |
1.2575 |
|
0.618 |
1.2537 |
|
1.000 |
1.2514 |
|
1.618 |
1.2476 |
|
2.618 |
1.2415 |
|
4.250 |
1.2316 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2620 |
1.2600 |
| PP |
1.2613 |
1.2573 |
| S1 |
1.2606 |
1.2547 |
|