CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2591 |
1.2661 |
0.0070 |
0.6% |
1.2591 |
| High |
1.2654 |
1.2668 |
0.0014 |
0.1% |
1.2673 |
| Low |
1.2590 |
1.2620 |
0.0030 |
0.2% |
1.2474 |
| Close |
1.2627 |
1.2659 |
0.0032 |
0.3% |
1.2659 |
| Range |
0.0064 |
0.0048 |
-0.0016 |
-25.0% |
0.0199 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
95 |
63 |
-32 |
-33.7% |
840 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2793 |
1.2774 |
1.2685 |
|
| R3 |
1.2745 |
1.2726 |
1.2672 |
|
| R2 |
1.2697 |
1.2697 |
1.2668 |
|
| R1 |
1.2678 |
1.2678 |
1.2663 |
1.2664 |
| PP |
1.2649 |
1.2649 |
1.2649 |
1.2642 |
| S1 |
1.2630 |
1.2630 |
1.2655 |
1.2616 |
| S2 |
1.2601 |
1.2601 |
1.2650 |
|
| S3 |
1.2553 |
1.2582 |
1.2646 |
|
| S4 |
1.2505 |
1.2534 |
1.2633 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3199 |
1.3128 |
1.2768 |
|
| R3 |
1.3000 |
1.2929 |
1.2714 |
|
| R2 |
1.2801 |
1.2801 |
1.2695 |
|
| R1 |
1.2730 |
1.2730 |
1.2677 |
1.2766 |
| PP |
1.2602 |
1.2602 |
1.2602 |
1.2620 |
| S1 |
1.2531 |
1.2531 |
1.2641 |
1.2567 |
| S2 |
1.2403 |
1.2403 |
1.2623 |
|
| S3 |
1.2204 |
1.2332 |
1.2604 |
|
| S4 |
1.2005 |
1.2133 |
1.2550 |
|
|
| 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% |
0.0094 |
0.7% |
93% |
False |
False |
168 |
| 10 |
1.2673 |
1.2401 |
0.0272 |
2.1% |
0.0098 |
0.8% |
95% |
False |
False |
155 |
| 20 |
1.2833 |
1.2325 |
0.0508 |
4.0% |
0.0091 |
0.7% |
66% |
False |
False |
97 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0066 |
0.5% |
34% |
False |
False |
66 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.2% |
0.0050 |
0.4% |
32% |
False |
False |
46 |
| 80 |
1.3491 |
1.2325 |
0.1166 |
9.2% |
0.0043 |
0.3% |
29% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2872 |
|
2.618 |
1.2794 |
|
1.618 |
1.2746 |
|
1.000 |
1.2716 |
|
0.618 |
1.2698 |
|
HIGH |
1.2668 |
|
0.618 |
1.2650 |
|
0.500 |
1.2644 |
|
0.382 |
1.2638 |
|
LOW |
1.2620 |
|
0.618 |
1.2590 |
|
1.000 |
1.2572 |
|
1.618 |
1.2542 |
|
2.618 |
1.2494 |
|
4.250 |
1.2416 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2654 |
1.2636 |
| PP |
1.2649 |
1.2613 |
| S1 |
1.2644 |
1.2590 |
|