CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2739 |
1.2606 |
-0.0133 |
-1.0% |
1.2591 |
| High |
1.2805 |
1.2750 |
-0.0055 |
-0.4% |
1.2673 |
| Low |
1.2585 |
1.2602 |
0.0017 |
0.1% |
1.2474 |
| Close |
1.2605 |
1.2712 |
0.0107 |
0.8% |
1.2659 |
| Range |
0.0220 |
0.0148 |
-0.0072 |
-32.7% |
0.0199 |
| ATR |
0.0101 |
0.0104 |
0.0003 |
3.3% |
0.0000 |
| Volume |
71 |
43 |
-28 |
-39.4% |
840 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3132 |
1.3070 |
1.2793 |
|
| R3 |
1.2984 |
1.2922 |
1.2753 |
|
| R2 |
1.2836 |
1.2836 |
1.2739 |
|
| R1 |
1.2774 |
1.2774 |
1.2726 |
1.2805 |
| PP |
1.2688 |
1.2688 |
1.2688 |
1.2704 |
| S1 |
1.2626 |
1.2626 |
1.2698 |
1.2657 |
| S2 |
1.2540 |
1.2540 |
1.2685 |
|
| S3 |
1.2392 |
1.2478 |
1.2671 |
|
| S4 |
1.2244 |
1.2330 |
1.2631 |
|
|
| 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 |
1.2512 |
0.0293 |
2.3% |
0.0120 |
0.9% |
68% |
False |
False |
97 |
| 10 |
1.2805 |
1.2474 |
0.0331 |
2.6% |
0.0109 |
0.9% |
72% |
False |
False |
151 |
| 20 |
1.2805 |
1.2325 |
0.0480 |
3.8% |
0.0101 |
0.8% |
81% |
False |
False |
100 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0075 |
0.6% |
40% |
False |
False |
69 |
| 60 |
1.3356 |
1.2325 |
0.1031 |
8.1% |
0.0055 |
0.4% |
38% |
False |
False |
48 |
| 80 |
1.3484 |
1.2325 |
0.1159 |
9.1% |
0.0048 |
0.4% |
33% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3379 |
|
2.618 |
1.3137 |
|
1.618 |
1.2989 |
|
1.000 |
1.2898 |
|
0.618 |
1.2841 |
|
HIGH |
1.2750 |
|
0.618 |
1.2693 |
|
0.500 |
1.2676 |
|
0.382 |
1.2659 |
|
LOW |
1.2602 |
|
0.618 |
1.2511 |
|
1.000 |
1.2454 |
|
1.618 |
1.2363 |
|
2.618 |
1.2215 |
|
4.250 |
1.1973 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2700 |
1.2706 |
| PP |
1.2688 |
1.2701 |
| S1 |
1.2676 |
1.2695 |
|