CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2828 |
1.2735 |
-0.0093 |
-0.7% |
1.3030 |
| High |
1.2871 |
1.2761 |
-0.0110 |
-0.9% |
1.3068 |
| Low |
1.2723 |
1.2683 |
-0.0040 |
-0.3% |
1.2906 |
| Close |
1.2736 |
1.2724 |
-0.0012 |
-0.1% |
1.2924 |
| Range |
0.0148 |
0.0078 |
-0.0070 |
-47.3% |
0.0162 |
| ATR |
0.0099 |
0.0097 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
352,256 |
357,503 |
5,247 |
1.5% |
1,273,915 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2918 |
1.2767 |
|
| R3 |
1.2879 |
1.2840 |
1.2745 |
|
| R2 |
1.2801 |
1.2801 |
1.2738 |
|
| R1 |
1.2762 |
1.2762 |
1.2731 |
1.2743 |
| PP |
1.2723 |
1.2723 |
1.2723 |
1.2713 |
| S1 |
1.2684 |
1.2684 |
1.2717 |
1.2665 |
| S2 |
1.2645 |
1.2645 |
1.2710 |
|
| S3 |
1.2567 |
1.2606 |
1.2703 |
|
| S4 |
1.2489 |
1.2528 |
1.2681 |
|
|
| 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 |
1.2981 |
1.2683 |
0.0298 |
2.3% |
0.0084 |
0.7% |
14% |
False |
True |
287,950 |
| 10 |
1.3183 |
1.2683 |
0.0500 |
3.9% |
0.0090 |
0.7% |
8% |
False |
True |
271,932 |
| 20 |
1.3287 |
1.2683 |
0.0604 |
4.7% |
0.0089 |
0.7% |
7% |
False |
True |
247,661 |
| 40 |
1.3391 |
1.2683 |
0.0708 |
5.6% |
0.0100 |
0.8% |
6% |
False |
True |
242,742 |
| 60 |
1.3494 |
1.2683 |
0.0811 |
6.4% |
0.0104 |
0.8% |
5% |
False |
True |
181,305 |
| 80 |
1.3494 |
1.2683 |
0.0811 |
6.4% |
0.0108 |
0.9% |
5% |
False |
True |
136,104 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.7% |
0.0109 |
0.9% |
9% |
False |
False |
108,943 |
| 120 |
1.3555 |
1.2645 |
0.0910 |
7.2% |
0.0107 |
0.8% |
9% |
False |
False |
90,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3093 |
|
2.618 |
1.2965 |
|
1.618 |
1.2887 |
|
1.000 |
1.2839 |
|
0.618 |
1.2809 |
|
HIGH |
1.2761 |
|
0.618 |
1.2731 |
|
0.500 |
1.2722 |
|
0.382 |
1.2713 |
|
LOW |
1.2683 |
|
0.618 |
1.2635 |
|
1.000 |
1.2605 |
|
1.618 |
1.2557 |
|
2.618 |
1.2479 |
|
4.250 |
1.2352 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2723 |
1.2795 |
| PP |
1.2723 |
1.2771 |
| S1 |
1.2722 |
1.2748 |
|