CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3247 |
1.3243 |
-0.0004 |
0.0% |
1.3194 |
| High |
1.3269 |
1.3287 |
0.0018 |
0.1% |
1.3273 |
| Low |
1.3211 |
1.3207 |
-0.0004 |
0.0% |
1.3107 |
| Close |
1.3242 |
1.3232 |
-0.0010 |
-0.1% |
1.3262 |
| Range |
0.0058 |
0.0080 |
0.0022 |
37.9% |
0.0166 |
| ATR |
0.0100 |
0.0098 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
147,872 |
157,287 |
9,415 |
6.4% |
1,137,173 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3482 |
1.3437 |
1.3276 |
|
| R3 |
1.3402 |
1.3357 |
1.3254 |
|
| R2 |
1.3322 |
1.3322 |
1.3247 |
|
| R1 |
1.3277 |
1.3277 |
1.3239 |
1.3260 |
| PP |
1.3242 |
1.3242 |
1.3242 |
1.3233 |
| S1 |
1.3197 |
1.3197 |
1.3225 |
1.3180 |
| S2 |
1.3162 |
1.3162 |
1.3217 |
|
| S3 |
1.3082 |
1.3117 |
1.3210 |
|
| S4 |
1.3002 |
1.3037 |
1.3188 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3712 |
1.3653 |
1.3353 |
|
| R3 |
1.3546 |
1.3487 |
1.3308 |
|
| R2 |
1.3380 |
1.3380 |
1.3292 |
|
| R1 |
1.3321 |
1.3321 |
1.3277 |
1.3351 |
| PP |
1.3214 |
1.3214 |
1.3214 |
1.3229 |
| S1 |
1.3155 |
1.3155 |
1.3247 |
1.3185 |
| S2 |
1.3048 |
1.3048 |
1.3232 |
|
| S3 |
1.2882 |
1.2989 |
1.3216 |
|
| S4 |
1.2716 |
1.2823 |
1.3171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3287 |
1.3160 |
0.0127 |
1.0% |
0.0076 |
0.6% |
57% |
True |
False |
199,645 |
| 10 |
1.3287 |
1.3061 |
0.0226 |
1.7% |
0.0084 |
0.6% |
76% |
True |
False |
222,274 |
| 20 |
1.3374 |
1.3000 |
0.0374 |
2.8% |
0.0101 |
0.8% |
62% |
False |
False |
232,631 |
| 40 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0107 |
0.8% |
59% |
False |
False |
196,992 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0107 |
0.8% |
48% |
False |
False |
131,908 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0114 |
0.9% |
69% |
False |
False |
99,032 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0110 |
0.8% |
69% |
False |
False |
79,253 |
| 120 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0106 |
0.8% |
49% |
False |
False |
66,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3627 |
|
2.618 |
1.3496 |
|
1.618 |
1.3416 |
|
1.000 |
1.3367 |
|
0.618 |
1.3336 |
|
HIGH |
1.3287 |
|
0.618 |
1.3256 |
|
0.500 |
1.3247 |
|
0.382 |
1.3238 |
|
LOW |
1.3207 |
|
0.618 |
1.3158 |
|
1.000 |
1.3127 |
|
1.618 |
1.3078 |
|
2.618 |
1.2998 |
|
4.250 |
1.2867 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3247 |
1.3229 |
| PP |
1.3242 |
1.3226 |
| S1 |
1.3237 |
1.3224 |
|