CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2514 |
1.2591 |
0.0077 |
0.6% |
1.2429 |
| High |
1.2630 |
1.2654 |
0.0024 |
0.2% |
1.2636 |
| Low |
1.2512 |
1.2590 |
0.0078 |
0.6% |
1.2401 |
| Close |
1.2614 |
1.2627 |
0.0013 |
0.1% |
1.2531 |
| Range |
0.0118 |
0.0064 |
-0.0054 |
-45.8% |
0.0235 |
| ATR |
0.0098 |
0.0095 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
214 |
95 |
-119 |
-55.6% |
717 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2816 |
1.2785 |
1.2662 |
|
| R3 |
1.2752 |
1.2721 |
1.2645 |
|
| R2 |
1.2688 |
1.2688 |
1.2639 |
|
| R1 |
1.2657 |
1.2657 |
1.2633 |
1.2673 |
| PP |
1.2624 |
1.2624 |
1.2624 |
1.2631 |
| S1 |
1.2593 |
1.2593 |
1.2621 |
1.2609 |
| S2 |
1.2560 |
1.2560 |
1.2615 |
|
| S3 |
1.2496 |
1.2529 |
1.2609 |
|
| S4 |
1.2432 |
1.2465 |
1.2592 |
|
|
| 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% |
0.0100 |
0.8% |
77% |
False |
False |
167 |
| 10 |
1.2673 |
1.2325 |
0.0348 |
2.8% |
0.0106 |
0.8% |
87% |
False |
False |
150 |
| 20 |
1.2833 |
1.2325 |
0.0508 |
4.0% |
0.0092 |
0.7% |
59% |
False |
False |
95 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0066 |
0.5% |
31% |
False |
False |
65 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.2% |
0.0050 |
0.4% |
29% |
False |
False |
45 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.2% |
0.0044 |
0.3% |
26% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2926 |
|
2.618 |
1.2822 |
|
1.618 |
1.2758 |
|
1.000 |
1.2718 |
|
0.618 |
1.2694 |
|
HIGH |
1.2654 |
|
0.618 |
1.2630 |
|
0.500 |
1.2622 |
|
0.382 |
1.2614 |
|
LOW |
1.2590 |
|
0.618 |
1.2550 |
|
1.000 |
1.2526 |
|
1.618 |
1.2486 |
|
2.618 |
1.2422 |
|
4.250 |
1.2318 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2625 |
1.2606 |
| PP |
1.2624 |
1.2585 |
| S1 |
1.2622 |
1.2564 |
|