CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2605 |
1.2567 |
-0.0038 |
-0.3% |
1.2755 |
| High |
1.2631 |
1.2570 |
-0.0061 |
-0.5% |
1.2833 |
| Low |
1.2558 |
1.2532 |
-0.0026 |
-0.2% |
1.2532 |
| Close |
1.2558 |
1.2547 |
-0.0011 |
-0.1% |
1.2547 |
| Range |
0.0073 |
0.0038 |
-0.0035 |
-47.9% |
0.0301 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
87 |
55 |
-32 |
-36.8% |
206 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2643 |
1.2568 |
|
| R3 |
1.2626 |
1.2605 |
1.2557 |
|
| R2 |
1.2588 |
1.2588 |
1.2554 |
|
| R1 |
1.2567 |
1.2567 |
1.2550 |
1.2559 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2545 |
| S1 |
1.2529 |
1.2529 |
1.2544 |
1.2521 |
| S2 |
1.2512 |
1.2512 |
1.2540 |
|
| S3 |
1.2474 |
1.2491 |
1.2537 |
|
| S4 |
1.2436 |
1.2453 |
1.2526 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3540 |
1.3345 |
1.2713 |
|
| R3 |
1.3239 |
1.3044 |
1.2630 |
|
| R2 |
1.2938 |
1.2938 |
1.2602 |
|
| R1 |
1.2743 |
1.2743 |
1.2575 |
1.2690 |
| PP |
1.2637 |
1.2637 |
1.2637 |
1.2611 |
| S1 |
1.2442 |
1.2442 |
1.2519 |
1.2389 |
| S2 |
1.2336 |
1.2336 |
1.2492 |
|
| S3 |
1.2035 |
1.2141 |
1.2464 |
|
| S4 |
1.1734 |
1.1840 |
1.2381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2833 |
1.2532 |
0.0301 |
2.4% |
0.0076 |
0.6% |
5% |
False |
True |
41 |
| 10 |
1.2888 |
1.2532 |
0.0356 |
2.8% |
0.0074 |
0.6% |
4% |
False |
True |
54 |
| 20 |
1.3300 |
1.2532 |
0.0768 |
6.1% |
0.0058 |
0.5% |
2% |
False |
True |
44 |
| 40 |
1.3355 |
1.2532 |
0.0823 |
6.6% |
0.0038 |
0.3% |
2% |
False |
True |
25 |
| 60 |
1.3364 |
1.2532 |
0.0832 |
6.6% |
0.0032 |
0.3% |
2% |
False |
True |
19 |
| 80 |
1.3491 |
1.2532 |
0.0959 |
7.6% |
0.0030 |
0.2% |
2% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2732 |
|
2.618 |
1.2669 |
|
1.618 |
1.2631 |
|
1.000 |
1.2608 |
|
0.618 |
1.2593 |
|
HIGH |
1.2570 |
|
0.618 |
1.2555 |
|
0.500 |
1.2551 |
|
0.382 |
1.2547 |
|
LOW |
1.2532 |
|
0.618 |
1.2509 |
|
1.000 |
1.2494 |
|
1.618 |
1.2471 |
|
2.618 |
1.2433 |
|
4.250 |
1.2371 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2551 |
1.2617 |
| PP |
1.2550 |
1.2593 |
| S1 |
1.2548 |
1.2570 |
|