CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2931 |
1.2885 |
-0.0046 |
-0.4% |
1.3030 |
| High |
1.2959 |
1.2907 |
-0.0052 |
-0.4% |
1.3068 |
| Low |
1.2906 |
1.2823 |
-0.0083 |
-0.6% |
1.2906 |
| Close |
1.2924 |
1.2845 |
-0.0079 |
-0.6% |
1.2924 |
| Range |
0.0053 |
0.0084 |
0.0031 |
58.5% |
0.0162 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.5% |
0.0000 |
| Volume |
218,081 |
265,763 |
47,682 |
21.9% |
1,273,915 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.3062 |
1.2891 |
|
| R3 |
1.3026 |
1.2978 |
1.2868 |
|
| R2 |
1.2942 |
1.2942 |
1.2860 |
|
| R1 |
1.2894 |
1.2894 |
1.2853 |
1.2876 |
| PP |
1.2858 |
1.2858 |
1.2858 |
1.2850 |
| S1 |
1.2810 |
1.2810 |
1.2837 |
1.2792 |
| S2 |
1.2774 |
1.2774 |
1.2830 |
|
| S3 |
1.2690 |
1.2726 |
1.2822 |
|
| S4 |
1.2606 |
1.2642 |
1.2799 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3350 |
1.3013 |
|
| R3 |
1.3290 |
1.3188 |
1.2969 |
|
| R2 |
1.3128 |
1.3128 |
1.2954 |
|
| R1 |
1.3026 |
1.3026 |
1.2939 |
1.2996 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2951 |
| S1 |
1.2864 |
1.2864 |
1.2909 |
1.2834 |
| S2 |
1.2804 |
1.2804 |
1.2894 |
|
| S3 |
1.2642 |
1.2702 |
1.2879 |
|
| S4 |
1.2480 |
1.2540 |
1.2835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3067 |
1.2823 |
0.0244 |
1.9% |
0.0074 |
0.6% |
9% |
False |
True |
263,903 |
| 10 |
1.3287 |
1.2823 |
0.0464 |
3.6% |
0.0087 |
0.7% |
5% |
False |
True |
241,798 |
| 20 |
1.3287 |
1.2823 |
0.0464 |
3.6% |
0.0086 |
0.7% |
5% |
False |
True |
235,416 |
| 40 |
1.3391 |
1.2823 |
0.0568 |
4.4% |
0.0099 |
0.8% |
4% |
False |
True |
235,632 |
| 60 |
1.3494 |
1.2823 |
0.0671 |
5.2% |
0.0103 |
0.8% |
3% |
False |
True |
169,508 |
| 80 |
1.3494 |
1.2823 |
0.0671 |
5.2% |
0.0109 |
0.8% |
3% |
False |
True |
127,238 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.6% |
0.0110 |
0.9% |
24% |
False |
False |
101,847 |
| 120 |
1.3555 |
1.2645 |
0.0910 |
7.1% |
0.0106 |
0.8% |
22% |
False |
False |
84,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3264 |
|
2.618 |
1.3127 |
|
1.618 |
1.3043 |
|
1.000 |
1.2991 |
|
0.618 |
1.2959 |
|
HIGH |
1.2907 |
|
0.618 |
1.2875 |
|
0.500 |
1.2865 |
|
0.382 |
1.2855 |
|
LOW |
1.2823 |
|
0.618 |
1.2771 |
|
1.000 |
1.2739 |
|
1.618 |
1.2687 |
|
2.618 |
1.2603 |
|
4.250 |
1.2466 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2865 |
1.2902 |
| PP |
1.2858 |
1.2883 |
| S1 |
1.2852 |
1.2864 |
|