CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2505 |
1.2517 |
0.0012 |
0.1% |
1.2739 |
| High |
1.2524 |
1.2546 |
0.0022 |
0.2% |
1.2805 |
| Low |
1.2472 |
1.2440 |
-0.0032 |
-0.3% |
1.2545 |
| Close |
1.2482 |
1.2450 |
-0.0032 |
-0.3% |
1.2585 |
| Range |
0.0052 |
0.0106 |
0.0054 |
103.8% |
0.0260 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.7% |
0.0000 |
| Volume |
97 |
236 |
139 |
143.3% |
420 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2797 |
1.2729 |
1.2508 |
|
| R3 |
1.2691 |
1.2623 |
1.2479 |
|
| R2 |
1.2585 |
1.2585 |
1.2469 |
|
| R1 |
1.2517 |
1.2517 |
1.2460 |
1.2498 |
| PP |
1.2479 |
1.2479 |
1.2479 |
1.2469 |
| S1 |
1.2411 |
1.2411 |
1.2440 |
1.2392 |
| S2 |
1.2373 |
1.2373 |
1.2431 |
|
| S3 |
1.2267 |
1.2305 |
1.2421 |
|
| S4 |
1.2161 |
1.2199 |
1.2392 |
|
|
| 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 |
1.2606 |
1.2440 |
0.0166 |
1.3% |
0.0072 |
0.6% |
6% |
False |
True |
181 |
| 10 |
1.2805 |
1.2440 |
0.0365 |
2.9% |
0.0101 |
0.8% |
3% |
False |
True |
127 |
| 20 |
1.2805 |
1.2325 |
0.0480 |
3.9% |
0.0103 |
0.8% |
26% |
False |
False |
139 |
| 40 |
1.3190 |
1.2325 |
0.0865 |
6.9% |
0.0083 |
0.7% |
14% |
False |
False |
94 |
| 60 |
1.3300 |
1.2325 |
0.0975 |
7.8% |
0.0063 |
0.5% |
13% |
False |
False |
65 |
| 80 |
1.3364 |
1.2325 |
0.1039 |
8.3% |
0.0052 |
0.4% |
12% |
False |
False |
50 |
| 100 |
1.3491 |
1.2325 |
0.1166 |
9.4% |
0.0046 |
0.4% |
11% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2997 |
|
2.618 |
1.2824 |
|
1.618 |
1.2718 |
|
1.000 |
1.2652 |
|
0.618 |
1.2612 |
|
HIGH |
1.2546 |
|
0.618 |
1.2506 |
|
0.500 |
1.2493 |
|
0.382 |
1.2480 |
|
LOW |
1.2440 |
|
0.618 |
1.2374 |
|
1.000 |
1.2334 |
|
1.618 |
1.2268 |
|
2.618 |
1.2162 |
|
4.250 |
1.1990 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2493 |
1.2498 |
| PP |
1.2479 |
1.2482 |
| S1 |
1.2464 |
1.2466 |
|