CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2500 |
1.2514 |
0.0014 |
0.1% |
1.2429 |
| High |
1.2545 |
1.2630 |
0.0085 |
0.7% |
1.2636 |
| Low |
1.2474 |
1.2512 |
0.0038 |
0.3% |
1.2401 |
| Close |
1.2528 |
1.2614 |
0.0086 |
0.7% |
1.2531 |
| Range |
0.0071 |
0.0118 |
0.0047 |
66.2% |
0.0235 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.6% |
0.0000 |
| Volume |
394 |
214 |
-180 |
-45.7% |
717 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2939 |
1.2895 |
1.2679 |
|
| R3 |
1.2821 |
1.2777 |
1.2646 |
|
| R2 |
1.2703 |
1.2703 |
1.2636 |
|
| R1 |
1.2659 |
1.2659 |
1.2625 |
1.2681 |
| PP |
1.2585 |
1.2585 |
1.2585 |
1.2597 |
| S1 |
1.2541 |
1.2541 |
1.2603 |
1.2563 |
| S2 |
1.2467 |
1.2467 |
1.2592 |
|
| S3 |
1.2349 |
1.2423 |
1.2582 |
|
| S4 |
1.2231 |
1.2305 |
1.2549 |
|
|
| 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% |
70% |
False |
False |
159 |
| 10 |
1.2673 |
1.2325 |
0.0348 |
2.8% |
0.0106 |
0.8% |
83% |
False |
False |
143 |
| 20 |
1.2833 |
1.2325 |
0.0508 |
4.0% |
0.0092 |
0.7% |
57% |
False |
False |
104 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0065 |
0.5% |
30% |
False |
False |
62 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.2% |
0.0050 |
0.4% |
28% |
False |
False |
43 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.2% |
0.0043 |
0.3% |
25% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3132 |
|
2.618 |
1.2939 |
|
1.618 |
1.2821 |
|
1.000 |
1.2748 |
|
0.618 |
1.2703 |
|
HIGH |
1.2630 |
|
0.618 |
1.2585 |
|
0.500 |
1.2571 |
|
0.382 |
1.2557 |
|
LOW |
1.2512 |
|
0.618 |
1.2439 |
|
1.000 |
1.2394 |
|
1.618 |
1.2321 |
|
2.618 |
1.2203 |
|
4.250 |
1.2011 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2600 |
1.2601 |
| PP |
1.2585 |
1.2587 |
| S1 |
1.2571 |
1.2574 |
|