CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3062 |
1.3004 |
-0.0058 |
-0.4% |
1.3247 |
| High |
1.3067 |
1.3009 |
-0.0058 |
-0.4% |
1.3287 |
| Low |
1.2984 |
1.2913 |
-0.0071 |
-0.5% |
1.3082 |
| Close |
1.3030 |
1.2948 |
-0.0082 |
-0.6% |
1.3089 |
| Range |
0.0083 |
0.0096 |
0.0013 |
15.7% |
0.0205 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.2% |
0.0000 |
| Volume |
263,123 |
326,402 |
63,279 |
24.0% |
1,026,183 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3245 |
1.3192 |
1.3001 |
|
| R3 |
1.3149 |
1.3096 |
1.2974 |
|
| R2 |
1.3053 |
1.3053 |
1.2966 |
|
| R1 |
1.3000 |
1.3000 |
1.2957 |
1.2979 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2946 |
| S1 |
1.2904 |
1.2904 |
1.2939 |
1.2883 |
| S2 |
1.2861 |
1.2861 |
1.2930 |
|
| S3 |
1.2765 |
1.2808 |
1.2922 |
|
| S4 |
1.2669 |
1.2712 |
1.2895 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3768 |
1.3633 |
1.3202 |
|
| R3 |
1.3563 |
1.3428 |
1.3145 |
|
| R2 |
1.3358 |
1.3358 |
1.3127 |
|
| R1 |
1.3223 |
1.3223 |
1.3108 |
1.3188 |
| PP |
1.3153 |
1.3153 |
1.3153 |
1.3135 |
| S1 |
1.3018 |
1.3018 |
1.3070 |
1.2983 |
| S2 |
1.2948 |
1.2948 |
1.3051 |
|
| S3 |
1.2743 |
1.2813 |
1.3033 |
|
| S4 |
1.2538 |
1.2608 |
1.2976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3183 |
1.2913 |
0.0270 |
2.1% |
0.0095 |
0.7% |
13% |
False |
True |
255,915 |
| 10 |
1.3287 |
1.2913 |
0.0374 |
2.9% |
0.0091 |
0.7% |
9% |
False |
True |
228,310 |
| 20 |
1.3287 |
1.2913 |
0.0374 |
2.9% |
0.0096 |
0.7% |
9% |
False |
True |
238,730 |
| 40 |
1.3391 |
1.2913 |
0.0478 |
3.7% |
0.0103 |
0.8% |
7% |
False |
True |
230,088 |
| 60 |
1.3494 |
1.2913 |
0.0581 |
4.5% |
0.0107 |
0.8% |
6% |
False |
True |
157,384 |
| 80 |
1.3494 |
1.2658 |
0.0836 |
6.5% |
0.0111 |
0.9% |
35% |
False |
False |
118,132 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.6% |
0.0110 |
0.9% |
36% |
False |
False |
94,553 |
| 120 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0106 |
0.8% |
33% |
False |
False |
78,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3417 |
|
2.618 |
1.3260 |
|
1.618 |
1.3164 |
|
1.000 |
1.3105 |
|
0.618 |
1.3068 |
|
HIGH |
1.3009 |
|
0.618 |
1.2972 |
|
0.500 |
1.2961 |
|
0.382 |
1.2950 |
|
LOW |
1.2913 |
|
0.618 |
1.2854 |
|
1.000 |
1.2817 |
|
1.618 |
1.2758 |
|
2.618 |
1.2662 |
|
4.250 |
1.2505 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2961 |
1.2991 |
| PP |
1.2957 |
1.2976 |
| S1 |
1.2952 |
1.2962 |
|