CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2661 |
1.2739 |
0.0078 |
0.6% |
1.2591 |
| High |
1.2668 |
1.2805 |
0.0137 |
1.1% |
1.2673 |
| Low |
1.2620 |
1.2585 |
-0.0035 |
-0.3% |
1.2474 |
| Close |
1.2659 |
1.2605 |
-0.0054 |
-0.4% |
1.2659 |
| Range |
0.0048 |
0.0220 |
0.0172 |
358.3% |
0.0199 |
| ATR |
0.0092 |
0.0101 |
0.0009 |
10.0% |
0.0000 |
| Volume |
63 |
71 |
8 |
12.7% |
840 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3325 |
1.3185 |
1.2726 |
|
| R3 |
1.3105 |
1.2965 |
1.2666 |
|
| R2 |
1.2885 |
1.2885 |
1.2645 |
|
| R1 |
1.2745 |
1.2745 |
1.2625 |
1.2705 |
| PP |
1.2665 |
1.2665 |
1.2665 |
1.2645 |
| S1 |
1.2525 |
1.2525 |
1.2585 |
1.2485 |
| S2 |
1.2445 |
1.2445 |
1.2565 |
|
| S3 |
1.2225 |
1.2305 |
1.2545 |
|
| S4 |
1.2005 |
1.2085 |
1.2484 |
|
|
| 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 |
1.2805 |
1.2474 |
0.0331 |
2.6% |
0.0104 |
0.8% |
40% |
True |
False |
167 |
| 10 |
1.2805 |
1.2457 |
0.0348 |
2.8% |
0.0106 |
0.8% |
43% |
True |
False |
150 |
| 20 |
1.2833 |
1.2325 |
0.0508 |
4.0% |
0.0098 |
0.8% |
55% |
False |
False |
99 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0072 |
0.6% |
29% |
False |
False |
68 |
| 60 |
1.3364 |
1.2325 |
0.1039 |
8.2% |
0.0054 |
0.4% |
27% |
False |
False |
47 |
| 80 |
1.3484 |
1.2325 |
0.1159 |
9.2% |
0.0046 |
0.4% |
24% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3740 |
|
2.618 |
1.3381 |
|
1.618 |
1.3161 |
|
1.000 |
1.3025 |
|
0.618 |
1.2941 |
|
HIGH |
1.2805 |
|
0.618 |
1.2721 |
|
0.500 |
1.2695 |
|
0.382 |
1.2669 |
|
LOW |
1.2585 |
|
0.618 |
1.2449 |
|
1.000 |
1.2365 |
|
1.618 |
1.2229 |
|
2.618 |
1.2009 |
|
4.250 |
1.1650 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2695 |
1.2695 |
| PP |
1.2665 |
1.2665 |
| S1 |
1.2635 |
1.2635 |
|