CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2541 |
-0.0059 |
-0.5% |
1.2429 |
| High |
1.2636 |
1.2550 |
-0.0086 |
-0.7% |
1.2636 |
| Low |
1.2575 |
1.2475 |
-0.0100 |
-0.8% |
1.2401 |
| Close |
1.2627 |
1.2531 |
-0.0096 |
-0.8% |
1.2531 |
| Range |
0.0061 |
0.0075 |
0.0014 |
23.0% |
0.0235 |
| ATR |
0.0088 |
0.0092 |
0.0005 |
5.2% |
0.0000 |
| Volume |
55 |
62 |
7 |
12.7% |
717 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2744 |
1.2712 |
1.2572 |
|
| R3 |
1.2669 |
1.2637 |
1.2552 |
|
| R2 |
1.2594 |
1.2594 |
1.2545 |
|
| R1 |
1.2562 |
1.2562 |
1.2538 |
1.2541 |
| PP |
1.2519 |
1.2519 |
1.2519 |
1.2508 |
| S1 |
1.2487 |
1.2487 |
1.2524 |
1.2466 |
| S2 |
1.2444 |
1.2444 |
1.2517 |
|
| S3 |
1.2369 |
1.2412 |
1.2510 |
|
| S4 |
1.2294 |
1.2337 |
1.2490 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3228 |
1.3114 |
1.2660 |
|
| R3 |
1.2993 |
1.2879 |
1.2596 |
|
| R2 |
1.2758 |
1.2758 |
1.2574 |
|
| R1 |
1.2644 |
1.2644 |
1.2553 |
1.2701 |
| PP |
1.2523 |
1.2523 |
1.2523 |
1.2551 |
| S1 |
1.2409 |
1.2409 |
1.2509 |
1.2466 |
| S2 |
1.2288 |
1.2288 |
1.2488 |
|
| S3 |
1.2053 |
1.2174 |
1.2466 |
|
| S4 |
1.1818 |
1.1939 |
1.2402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2636 |
1.2401 |
0.0235 |
1.9% |
0.0101 |
0.8% |
55% |
False |
False |
143 |
| 10 |
1.2636 |
1.2325 |
0.0311 |
2.5% |
0.0092 |
0.7% |
66% |
False |
False |
92 |
| 20 |
1.2950 |
1.2325 |
0.0625 |
5.0% |
0.0081 |
0.6% |
33% |
False |
False |
71 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0056 |
0.4% |
21% |
False |
False |
46 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0045 |
0.4% |
20% |
False |
False |
32 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0039 |
0.3% |
18% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2869 |
|
2.618 |
1.2746 |
|
1.618 |
1.2671 |
|
1.000 |
1.2625 |
|
0.618 |
1.2596 |
|
HIGH |
1.2550 |
|
0.618 |
1.2521 |
|
0.500 |
1.2513 |
|
0.382 |
1.2504 |
|
LOW |
1.2475 |
|
0.618 |
1.2429 |
|
1.000 |
1.2400 |
|
1.618 |
1.2354 |
|
2.618 |
1.2279 |
|
4.250 |
1.2156 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2525 |
1.2556 |
| PP |
1.2519 |
1.2547 |
| S1 |
1.2513 |
1.2539 |
|