CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2555 |
1.2473 |
-0.0082 |
-0.7% |
1.2755 |
| High |
1.2600 |
1.2482 |
-0.0118 |
-0.9% |
1.2833 |
| Low |
1.2505 |
1.2399 |
-0.0106 |
-0.8% |
1.2532 |
| Close |
1.2516 |
1.2411 |
-0.0105 |
-0.8% |
1.2547 |
| Range |
0.0095 |
0.0083 |
-0.0012 |
-12.6% |
0.0301 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.1% |
0.0000 |
| Volume |
61 |
51 |
-10 |
-16.4% |
206 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2680 |
1.2628 |
1.2457 |
|
| R3 |
1.2597 |
1.2545 |
1.2434 |
|
| R2 |
1.2514 |
1.2514 |
1.2426 |
|
| R1 |
1.2462 |
1.2462 |
1.2419 |
1.2447 |
| PP |
1.2431 |
1.2431 |
1.2431 |
1.2423 |
| S1 |
1.2379 |
1.2379 |
1.2403 |
1.2364 |
| S2 |
1.2348 |
1.2348 |
1.2396 |
|
| S3 |
1.2265 |
1.2296 |
1.2388 |
|
| S4 |
1.2182 |
1.2213 |
1.2365 |
|
|
| 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 |
1.2701 |
1.2399 |
0.0302 |
2.4% |
0.0078 |
0.6% |
4% |
False |
True |
55 |
| 10 |
1.2833 |
1.2399 |
0.0434 |
3.5% |
0.0079 |
0.6% |
3% |
False |
True |
64 |
| 20 |
1.3233 |
1.2399 |
0.0834 |
6.7% |
0.0063 |
0.5% |
1% |
False |
True |
49 |
| 40 |
1.3300 |
1.2399 |
0.0901 |
7.3% |
0.0042 |
0.3% |
1% |
False |
True |
28 |
| 60 |
1.3364 |
1.2399 |
0.0965 |
7.8% |
0.0033 |
0.3% |
1% |
False |
True |
20 |
| 80 |
1.3491 |
1.2399 |
0.1092 |
8.8% |
0.0032 |
0.3% |
1% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2835 |
|
2.618 |
1.2699 |
|
1.618 |
1.2616 |
|
1.000 |
1.2565 |
|
0.618 |
1.2533 |
|
HIGH |
1.2482 |
|
0.618 |
1.2450 |
|
0.500 |
1.2441 |
|
0.382 |
1.2431 |
|
LOW |
1.2399 |
|
0.618 |
1.2348 |
|
1.000 |
1.2316 |
|
1.618 |
1.2265 |
|
2.618 |
1.2182 |
|
4.250 |
1.2046 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2441 |
1.2500 |
| PP |
1.2431 |
1.2470 |
| S1 |
1.2421 |
1.2441 |
|