CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2689 |
1.2580 |
-0.0109 |
-0.9% |
1.2739 |
| High |
1.2720 |
1.2606 |
-0.0114 |
-0.9% |
1.2805 |
| Low |
1.2564 |
1.2545 |
-0.0019 |
-0.2% |
1.2545 |
| Close |
1.2577 |
1.2585 |
0.0008 |
0.1% |
1.2585 |
| Range |
0.0156 |
0.0061 |
-0.0095 |
-60.9% |
0.0260 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
135 |
112 |
-23 |
-17.0% |
420 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2762 |
1.2734 |
1.2619 |
|
| R3 |
1.2701 |
1.2673 |
1.2602 |
|
| R2 |
1.2640 |
1.2640 |
1.2596 |
|
| R1 |
1.2612 |
1.2612 |
1.2591 |
1.2626 |
| PP |
1.2579 |
1.2579 |
1.2579 |
1.2586 |
| S1 |
1.2551 |
1.2551 |
1.2579 |
1.2565 |
| S2 |
1.2518 |
1.2518 |
1.2574 |
|
| S3 |
1.2457 |
1.2490 |
1.2568 |
|
| S4 |
1.2396 |
1.2429 |
1.2551 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3425 |
1.3265 |
1.2728 |
|
| R3 |
1.3165 |
1.3005 |
1.2657 |
|
| R2 |
1.2905 |
1.2905 |
1.2633 |
|
| R1 |
1.2745 |
1.2745 |
1.2609 |
1.2695 |
| PP |
1.2645 |
1.2645 |
1.2645 |
1.2620 |
| S1 |
1.2485 |
1.2485 |
1.2561 |
1.2435 |
| S2 |
1.2385 |
1.2385 |
1.2537 |
|
| S3 |
1.2125 |
1.2225 |
1.2514 |
|
| S4 |
1.1865 |
1.1965 |
1.2442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2805 |
1.2545 |
0.0260 |
2.1% |
0.0132 |
1.0% |
15% |
False |
True |
84 |
| 10 |
1.2805 |
1.2474 |
0.0331 |
2.6% |
0.0113 |
0.9% |
34% |
False |
False |
126 |
| 20 |
1.2805 |
1.2325 |
0.0480 |
3.8% |
0.0103 |
0.8% |
54% |
False |
False |
109 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.7% |
0.0080 |
0.6% |
27% |
False |
False |
76 |
| 60 |
1.3355 |
1.2325 |
0.1030 |
8.2% |
0.0059 |
0.5% |
25% |
False |
False |
52 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0050 |
0.4% |
25% |
False |
False |
40 |
| 100 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0044 |
0.3% |
22% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2865 |
|
2.618 |
1.2766 |
|
1.618 |
1.2705 |
|
1.000 |
1.2667 |
|
0.618 |
1.2644 |
|
HIGH |
1.2606 |
|
0.618 |
1.2583 |
|
0.500 |
1.2576 |
|
0.382 |
1.2568 |
|
LOW |
1.2545 |
|
0.618 |
1.2507 |
|
1.000 |
1.2484 |
|
1.618 |
1.2446 |
|
2.618 |
1.2385 |
|
4.250 |
1.2286 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2582 |
1.2645 |
| PP |
1.2579 |
1.2625 |
| S1 |
1.2576 |
1.2605 |
|