CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2559 |
1.2544 |
-0.0015 |
-0.1% |
1.2739 |
| High |
1.2568 |
1.2555 |
-0.0013 |
-0.1% |
1.2805 |
| Low |
1.2506 |
1.2478 |
-0.0028 |
-0.2% |
1.2545 |
| Close |
1.2520 |
1.2520 |
0.0000 |
0.0% |
1.2585 |
| Range |
0.0062 |
0.0077 |
0.0015 |
24.2% |
0.0260 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
267 |
196 |
-71 |
-26.6% |
420 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2749 |
1.2711 |
1.2562 |
|
| R3 |
1.2672 |
1.2634 |
1.2541 |
|
| R2 |
1.2595 |
1.2595 |
1.2534 |
|
| R1 |
1.2557 |
1.2557 |
1.2527 |
1.2538 |
| PP |
1.2518 |
1.2518 |
1.2518 |
1.2508 |
| S1 |
1.2480 |
1.2480 |
1.2513 |
1.2461 |
| S2 |
1.2441 |
1.2441 |
1.2506 |
|
| S3 |
1.2364 |
1.2403 |
1.2499 |
|
| S4 |
1.2287 |
1.2326 |
1.2478 |
|
|
| 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 |
1.2745 |
1.2478 |
0.0267 |
2.1% |
0.0086 |
0.7% |
16% |
False |
True |
153 |
| 10 |
1.2805 |
1.2478 |
0.0327 |
2.6% |
0.0103 |
0.8% |
13% |
False |
True |
125 |
| 20 |
1.2805 |
1.2325 |
0.0480 |
3.8% |
0.0103 |
0.8% |
41% |
False |
False |
126 |
| 40 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0082 |
0.7% |
20% |
False |
False |
86 |
| 60 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0061 |
0.5% |
20% |
False |
False |
60 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0051 |
0.4% |
19% |
False |
False |
46 |
| 100 |
1.3491 |
1.2325 |
0.1166 |
9.3% |
0.0045 |
0.4% |
17% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2882 |
|
2.618 |
1.2757 |
|
1.618 |
1.2680 |
|
1.000 |
1.2632 |
|
0.618 |
1.2603 |
|
HIGH |
1.2555 |
|
0.618 |
1.2526 |
|
0.500 |
1.2517 |
|
0.382 |
1.2507 |
|
LOW |
1.2478 |
|
0.618 |
1.2430 |
|
1.000 |
1.2401 |
|
1.618 |
1.2353 |
|
2.618 |
1.2276 |
|
4.250 |
1.2151 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2519 |
1.2542 |
| PP |
1.2518 |
1.2535 |
| S1 |
1.2517 |
1.2527 |
|