CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2686 |
1.2689 |
0.0003 |
0.0% |
1.2591 |
| High |
1.2745 |
1.2720 |
-0.0025 |
-0.2% |
1.2673 |
| Low |
1.2670 |
1.2564 |
-0.0106 |
-0.8% |
1.2474 |
| Close |
1.2689 |
1.2577 |
-0.0112 |
-0.9% |
1.2659 |
| Range |
0.0075 |
0.0156 |
0.0081 |
108.0% |
0.0199 |
| ATR |
0.0102 |
0.0106 |
0.0004 |
3.8% |
0.0000 |
| Volume |
59 |
135 |
76 |
128.8% |
840 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3088 |
1.2989 |
1.2663 |
|
| R3 |
1.2932 |
1.2833 |
1.2620 |
|
| R2 |
1.2776 |
1.2776 |
1.2606 |
|
| R1 |
1.2677 |
1.2677 |
1.2591 |
1.2649 |
| PP |
1.2620 |
1.2620 |
1.2620 |
1.2606 |
| S1 |
1.2521 |
1.2521 |
1.2563 |
1.2493 |
| S2 |
1.2464 |
1.2464 |
1.2548 |
|
| S3 |
1.2308 |
1.2365 |
1.2534 |
|
| S4 |
1.2152 |
1.2209 |
1.2491 |
|
|
| 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 |
1.2564 |
0.0241 |
1.9% |
0.0129 |
1.0% |
5% |
False |
True |
74 |
| 10 |
1.2805 |
1.2474 |
0.0331 |
2.6% |
0.0115 |
0.9% |
31% |
False |
False |
121 |
| 20 |
1.2805 |
1.2325 |
0.0480 |
3.8% |
0.0103 |
0.8% |
53% |
False |
False |
107 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0079 |
0.6% |
26% |
False |
False |
73 |
| 60 |
1.3355 |
1.2325 |
0.1030 |
8.2% |
0.0058 |
0.5% |
24% |
False |
False |
51 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0049 |
0.4% |
24% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3383 |
|
2.618 |
1.3128 |
|
1.618 |
1.2972 |
|
1.000 |
1.2876 |
|
0.618 |
1.2816 |
|
HIGH |
1.2720 |
|
0.618 |
1.2660 |
|
0.500 |
1.2642 |
|
0.382 |
1.2624 |
|
LOW |
1.2564 |
|
0.618 |
1.2468 |
|
1.000 |
1.2408 |
|
1.618 |
1.2312 |
|
2.618 |
1.2156 |
|
4.250 |
1.1901 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2642 |
1.2657 |
| PP |
1.2620 |
1.2630 |
| S1 |
1.2599 |
1.2604 |
|