CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2686 |
1.2777 |
0.0091 |
0.7% |
1.2885 |
| High |
1.2796 |
1.2826 |
0.0030 |
0.2% |
1.2907 |
| Low |
1.2644 |
1.2726 |
0.0082 |
0.6% |
1.2644 |
| Close |
1.2739 |
1.2790 |
0.0051 |
0.4% |
1.2739 |
| Range |
0.0152 |
0.0100 |
-0.0052 |
-34.2% |
0.0263 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.0% |
0.0000 |
| Volume |
300,821 |
222,637 |
-78,184 |
-26.0% |
1,591,140 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3081 |
1.3035 |
1.2845 |
|
| R3 |
1.2981 |
1.2935 |
1.2818 |
|
| R2 |
1.2881 |
1.2881 |
1.2808 |
|
| R1 |
1.2835 |
1.2835 |
1.2799 |
1.2858 |
| PP |
1.2781 |
1.2781 |
1.2781 |
1.2792 |
| S1 |
1.2735 |
1.2735 |
1.2781 |
1.2758 |
| S2 |
1.2681 |
1.2681 |
1.2772 |
|
| S3 |
1.2581 |
1.2635 |
1.2763 |
|
| S4 |
1.2481 |
1.2535 |
1.2735 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3552 |
1.3409 |
1.2884 |
|
| R3 |
1.3289 |
1.3146 |
1.2811 |
|
| R2 |
1.3026 |
1.3026 |
1.2787 |
|
| R1 |
1.2883 |
1.2883 |
1.2763 |
1.2823 |
| PP |
1.2763 |
1.2763 |
1.2763 |
1.2734 |
| S1 |
1.2620 |
1.2620 |
1.2715 |
1.2560 |
| S2 |
1.2500 |
1.2500 |
1.2691 |
|
| S3 |
1.2237 |
1.2357 |
1.2667 |
|
| S4 |
1.1974 |
1.2094 |
1.2594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2871 |
1.2644 |
0.0227 |
1.8% |
0.0112 |
0.9% |
64% |
False |
False |
309,602 |
| 10 |
1.3067 |
1.2644 |
0.0423 |
3.3% |
0.0093 |
0.7% |
35% |
False |
False |
286,753 |
| 20 |
1.3287 |
1.2644 |
0.0643 |
5.0% |
0.0090 |
0.7% |
23% |
False |
False |
251,492 |
| 40 |
1.3391 |
1.2644 |
0.0747 |
5.8% |
0.0100 |
0.8% |
20% |
False |
False |
245,927 |
| 60 |
1.3492 |
1.2644 |
0.0848 |
6.6% |
0.0104 |
0.8% |
17% |
False |
False |
195,224 |
| 80 |
1.3494 |
1.2644 |
0.0850 |
6.6% |
0.0108 |
0.8% |
17% |
False |
False |
146,570 |
| 100 |
1.3494 |
1.2644 |
0.0850 |
6.6% |
0.0111 |
0.9% |
17% |
False |
False |
117,322 |
| 120 |
1.3555 |
1.2644 |
0.0911 |
7.1% |
0.0107 |
0.8% |
16% |
False |
False |
97,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3251 |
|
2.618 |
1.3088 |
|
1.618 |
1.2988 |
|
1.000 |
1.2926 |
|
0.618 |
1.2888 |
|
HIGH |
1.2826 |
|
0.618 |
1.2788 |
|
0.500 |
1.2776 |
|
0.382 |
1.2764 |
|
LOW |
1.2726 |
|
0.618 |
1.2664 |
|
1.000 |
1.2626 |
|
1.618 |
1.2564 |
|
2.618 |
1.2464 |
|
4.250 |
1.2301 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2785 |
1.2772 |
| PP |
1.2781 |
1.2753 |
| S1 |
1.2776 |
1.2735 |
|