CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2591 |
1.2500 |
-0.0091 |
-0.7% |
1.2429 |
| High |
1.2673 |
1.2545 |
-0.0128 |
-1.0% |
1.2636 |
| Low |
1.2503 |
1.2474 |
-0.0029 |
-0.2% |
1.2401 |
| Close |
1.2523 |
1.2528 |
0.0005 |
0.0% |
1.2531 |
| Range |
0.0170 |
0.0071 |
-0.0099 |
-58.2% |
0.0235 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
74 |
394 |
320 |
432.4% |
717 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2729 |
1.2699 |
1.2567 |
|
| R3 |
1.2658 |
1.2628 |
1.2548 |
|
| R2 |
1.2587 |
1.2587 |
1.2541 |
|
| R1 |
1.2557 |
1.2557 |
1.2535 |
1.2572 |
| PP |
1.2516 |
1.2516 |
1.2516 |
1.2523 |
| S1 |
1.2486 |
1.2486 |
1.2521 |
1.2501 |
| S2 |
1.2445 |
1.2445 |
1.2515 |
|
| S3 |
1.2374 |
1.2415 |
1.2508 |
|
| S4 |
1.2303 |
1.2344 |
1.2489 |
|
|
| 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 |
1.2673 |
1.2474 |
0.0199 |
1.6% |
0.0099 |
0.8% |
27% |
False |
True |
206 |
| 10 |
1.2673 |
1.2325 |
0.0348 |
2.8% |
0.0103 |
0.8% |
58% |
False |
False |
127 |
| 20 |
1.2847 |
1.2325 |
0.0522 |
4.2% |
0.0091 |
0.7% |
39% |
False |
False |
94 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0062 |
0.5% |
21% |
False |
False |
57 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0048 |
0.4% |
20% |
False |
False |
40 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0042 |
0.3% |
17% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2847 |
|
2.618 |
1.2731 |
|
1.618 |
1.2660 |
|
1.000 |
1.2616 |
|
0.618 |
1.2589 |
|
HIGH |
1.2545 |
|
0.618 |
1.2518 |
|
0.500 |
1.2510 |
|
0.382 |
1.2501 |
|
LOW |
1.2474 |
|
0.618 |
1.2430 |
|
1.000 |
1.2403 |
|
1.618 |
1.2359 |
|
2.618 |
1.2288 |
|
4.250 |
1.2172 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2522 |
1.2574 |
| PP |
1.2516 |
1.2558 |
| S1 |
1.2510 |
1.2543 |
|