CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2680 |
1.2588 |
-0.0092 |
-0.7% |
1.2885 |
| High |
1.2689 |
1.2622 |
-0.0067 |
-0.5% |
1.2907 |
| Low |
1.2546 |
1.2516 |
-0.0030 |
-0.2% |
1.2644 |
| Close |
1.2574 |
1.2526 |
-0.0048 |
-0.4% |
1.2739 |
| Range |
0.0143 |
0.0106 |
-0.0037 |
-25.9% |
0.0263 |
| ATR |
0.0110 |
0.0109 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
388,094 |
342,451 |
-45,643 |
-11.8% |
1,591,140 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2873 |
1.2805 |
1.2584 |
|
| R3 |
1.2767 |
1.2699 |
1.2555 |
|
| R2 |
1.2661 |
1.2661 |
1.2545 |
|
| R1 |
1.2593 |
1.2593 |
1.2536 |
1.2574 |
| PP |
1.2555 |
1.2555 |
1.2555 |
1.2545 |
| S1 |
1.2487 |
1.2487 |
1.2516 |
1.2468 |
| S2 |
1.2449 |
1.2449 |
1.2507 |
|
| S3 |
1.2343 |
1.2381 |
1.2497 |
|
| S4 |
1.2237 |
1.2275 |
1.2468 |
|
|
| 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 |
1.2826 |
1.2516 |
0.0310 |
2.5% |
0.0132 |
1.1% |
3% |
False |
True |
307,489 |
| 10 |
1.2959 |
1.2516 |
0.0443 |
3.5% |
0.0111 |
0.9% |
2% |
False |
True |
304,584 |
| 20 |
1.3287 |
1.2516 |
0.0771 |
6.2% |
0.0101 |
0.8% |
1% |
False |
True |
267,520 |
| 40 |
1.3387 |
1.2516 |
0.0871 |
7.0% |
0.0102 |
0.8% |
1% |
False |
True |
254,395 |
| 60 |
1.3391 |
1.2516 |
0.0875 |
7.0% |
0.0105 |
0.8% |
1% |
False |
True |
211,986 |
| 80 |
1.3494 |
1.2516 |
0.0978 |
7.8% |
0.0108 |
0.9% |
1% |
False |
True |
159,225 |
| 100 |
1.3494 |
1.2516 |
0.0978 |
7.8% |
0.0112 |
0.9% |
1% |
False |
True |
127,455 |
| 120 |
1.3555 |
1.2516 |
0.1039 |
8.3% |
0.0109 |
0.9% |
1% |
False |
True |
106,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3073 |
|
2.618 |
1.2900 |
|
1.618 |
1.2794 |
|
1.000 |
1.2728 |
|
0.618 |
1.2688 |
|
HIGH |
1.2622 |
|
0.618 |
1.2582 |
|
0.500 |
1.2569 |
|
0.382 |
1.2556 |
|
LOW |
1.2516 |
|
0.618 |
1.2450 |
|
1.000 |
1.2410 |
|
1.618 |
1.2344 |
|
2.618 |
1.2238 |
|
4.250 |
1.2066 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2569 |
1.2668 |
| PP |
1.2555 |
1.2620 |
| S1 |
1.2540 |
1.2573 |
|