CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2580 |
1.2559 |
-0.0021 |
-0.2% |
1.2739 |
| High |
1.2606 |
1.2568 |
-0.0038 |
-0.3% |
1.2805 |
| Low |
1.2545 |
1.2506 |
-0.0039 |
-0.3% |
1.2545 |
| Close |
1.2585 |
1.2520 |
-0.0065 |
-0.5% |
1.2585 |
| Range |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0260 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
112 |
267 |
155 |
138.4% |
420 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2717 |
1.2681 |
1.2554 |
|
| R3 |
1.2655 |
1.2619 |
1.2537 |
|
| R2 |
1.2593 |
1.2593 |
1.2531 |
|
| R1 |
1.2557 |
1.2557 |
1.2526 |
1.2544 |
| PP |
1.2531 |
1.2531 |
1.2531 |
1.2525 |
| S1 |
1.2495 |
1.2495 |
1.2514 |
1.2482 |
| S2 |
1.2469 |
1.2469 |
1.2509 |
|
| S3 |
1.2407 |
1.2433 |
1.2503 |
|
| S4 |
1.2345 |
1.2371 |
1.2486 |
|
|
| 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 |
1.2750 |
1.2506 |
0.0244 |
1.9% |
0.0100 |
0.8% |
6% |
False |
True |
123 |
| 10 |
1.2805 |
1.2474 |
0.0331 |
2.6% |
0.0102 |
0.8% |
14% |
False |
False |
145 |
| 20 |
1.2805 |
1.2325 |
0.0480 |
3.8% |
0.0104 |
0.8% |
41% |
False |
False |
119 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0081 |
0.6% |
20% |
False |
False |
81 |
| 60 |
1.3355 |
1.2325 |
0.1030 |
8.2% |
0.0060 |
0.5% |
19% |
False |
False |
57 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0050 |
0.4% |
19% |
False |
False |
44 |
| 100 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0044 |
0.4% |
17% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2832 |
|
2.618 |
1.2730 |
|
1.618 |
1.2668 |
|
1.000 |
1.2630 |
|
0.618 |
1.2606 |
|
HIGH |
1.2568 |
|
0.618 |
1.2544 |
|
0.500 |
1.2537 |
|
0.382 |
1.2530 |
|
LOW |
1.2506 |
|
0.618 |
1.2468 |
|
1.000 |
1.2444 |
|
1.618 |
1.2406 |
|
2.618 |
1.2344 |
|
4.250 |
1.2243 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2537 |
1.2613 |
| PP |
1.2531 |
1.2582 |
| S1 |
1.2526 |
1.2551 |
|