CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2495 |
1.2379 |
-0.0116 |
-0.9% |
1.2800 |
| High |
1.2500 |
1.2439 |
-0.0061 |
-0.5% |
1.2838 |
| Low |
1.2375 |
1.2350 |
-0.0025 |
-0.2% |
1.2518 |
| Close |
1.2392 |
1.2379 |
-0.0013 |
-0.1% |
1.2528 |
| Range |
0.0125 |
0.0089 |
-0.0036 |
-28.8% |
0.0320 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2,197 |
3,120 |
923 |
42.0% |
4,339 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2607 |
1.2428 |
|
| R3 |
1.2567 |
1.2518 |
1.2403 |
|
| R2 |
1.2478 |
1.2478 |
1.2395 |
|
| R1 |
1.2429 |
1.2429 |
1.2387 |
1.2424 |
| PP |
1.2389 |
1.2389 |
1.2389 |
1.2387 |
| S1 |
1.2340 |
1.2340 |
1.2371 |
1.2335 |
| S2 |
1.2300 |
1.2300 |
1.2363 |
|
| S3 |
1.2211 |
1.2251 |
1.2355 |
|
| S4 |
1.2122 |
1.2162 |
1.2330 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3378 |
1.2704 |
|
| R3 |
1.3268 |
1.3058 |
1.2616 |
|
| R2 |
1.2948 |
1.2948 |
1.2587 |
|
| R1 |
1.2738 |
1.2738 |
1.2557 |
1.2683 |
| PP |
1.2628 |
1.2628 |
1.2628 |
1.2601 |
| S1 |
1.2418 |
1.2418 |
1.2499 |
1.2363 |
| S2 |
1.2308 |
1.2308 |
1.2469 |
|
| S3 |
1.1988 |
1.2098 |
1.2440 |
|
| S4 |
1.1668 |
1.1778 |
1.2352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2632 |
1.2350 |
0.0282 |
2.3% |
0.0113 |
0.9% |
10% |
False |
True |
1,638 |
| 10 |
1.2838 |
1.2350 |
0.0488 |
3.9% |
0.0117 |
0.9% |
6% |
False |
True |
1,218 |
| 20 |
1.3190 |
1.2350 |
0.0840 |
6.8% |
0.0097 |
0.8% |
3% |
False |
True |
850 |
| 40 |
1.3292 |
1.2350 |
0.0942 |
7.6% |
0.0089 |
0.7% |
3% |
False |
True |
526 |
| 60 |
1.3396 |
1.2350 |
0.1046 |
8.4% |
0.0091 |
0.7% |
3% |
False |
True |
381 |
| 80 |
1.3500 |
1.2350 |
0.1150 |
9.3% |
0.0082 |
0.7% |
3% |
False |
True |
291 |
| 100 |
1.3500 |
1.2350 |
0.1150 |
9.3% |
0.0072 |
0.6% |
3% |
False |
True |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2817 |
|
2.618 |
1.2672 |
|
1.618 |
1.2583 |
|
1.000 |
1.2528 |
|
0.618 |
1.2494 |
|
HIGH |
1.2439 |
|
0.618 |
1.2405 |
|
0.500 |
1.2395 |
|
0.382 |
1.2384 |
|
LOW |
1.2350 |
|
0.618 |
1.2295 |
|
1.000 |
1.2261 |
|
1.618 |
1.2206 |
|
2.618 |
1.2117 |
|
4.250 |
1.1972 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2395 |
1.2490 |
| PP |
1.2389 |
1.2453 |
| S1 |
1.2384 |
1.2416 |
|