CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2606 |
1.2686 |
0.0080 |
0.6% |
1.2591 |
| High |
1.2750 |
1.2745 |
-0.0005 |
0.0% |
1.2673 |
| Low |
1.2602 |
1.2670 |
0.0068 |
0.5% |
1.2474 |
| Close |
1.2712 |
1.2689 |
-0.0023 |
-0.2% |
1.2659 |
| Range |
0.0148 |
0.0075 |
-0.0073 |
-49.3% |
0.0199 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
43 |
59 |
16 |
37.2% |
840 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2926 |
1.2883 |
1.2730 |
|
| R3 |
1.2851 |
1.2808 |
1.2710 |
|
| R2 |
1.2776 |
1.2776 |
1.2703 |
|
| R1 |
1.2733 |
1.2733 |
1.2696 |
1.2755 |
| PP |
1.2701 |
1.2701 |
1.2701 |
1.2712 |
| S1 |
1.2658 |
1.2658 |
1.2682 |
1.2680 |
| S2 |
1.2626 |
1.2626 |
1.2675 |
|
| S3 |
1.2551 |
1.2583 |
1.2668 |
|
| S4 |
1.2476 |
1.2508 |
1.2648 |
|
|
| 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 |
1.2585 |
0.0220 |
1.7% |
0.0111 |
0.9% |
47% |
False |
False |
66 |
| 10 |
1.2805 |
1.2474 |
0.0331 |
2.6% |
0.0105 |
0.8% |
65% |
False |
False |
113 |
| 20 |
1.2805 |
1.2325 |
0.0480 |
3.8% |
0.0100 |
0.8% |
76% |
False |
False |
102 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0076 |
0.6% |
37% |
False |
False |
70 |
| 60 |
1.3355 |
1.2325 |
0.1030 |
8.1% |
0.0056 |
0.4% |
35% |
False |
False |
48 |
| 80 |
1.3452 |
1.2325 |
0.1127 |
8.9% |
0.0049 |
0.4% |
32% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3064 |
|
2.618 |
1.2941 |
|
1.618 |
1.2866 |
|
1.000 |
1.2820 |
|
0.618 |
1.2791 |
|
HIGH |
1.2745 |
|
0.618 |
1.2716 |
|
0.500 |
1.2708 |
|
0.382 |
1.2699 |
|
LOW |
1.2670 |
|
0.618 |
1.2624 |
|
1.000 |
1.2595 |
|
1.618 |
1.2549 |
|
2.618 |
1.2474 |
|
4.250 |
1.2351 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2708 |
1.2695 |
| PP |
1.2701 |
1.2693 |
| S1 |
1.2695 |
1.2691 |
|