CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3240 |
1.3159 |
-0.0081 |
-0.6% |
1.3194 |
| High |
1.3245 |
1.3183 |
-0.0062 |
-0.5% |
1.3273 |
| Low |
1.3124 |
1.3097 |
-0.0027 |
-0.2% |
1.3107 |
| Close |
1.3164 |
1.3152 |
-0.0012 |
-0.1% |
1.3262 |
| Range |
0.0121 |
0.0086 |
-0.0035 |
-28.9% |
0.0166 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
251,136 |
233,963 |
-17,173 |
-6.8% |
1,137,173 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3402 |
1.3363 |
1.3199 |
|
| R3 |
1.3316 |
1.3277 |
1.3176 |
|
| R2 |
1.3230 |
1.3230 |
1.3168 |
|
| R1 |
1.3191 |
1.3191 |
1.3160 |
1.3168 |
| PP |
1.3144 |
1.3144 |
1.3144 |
1.3132 |
| S1 |
1.3105 |
1.3105 |
1.3144 |
1.3082 |
| S2 |
1.3058 |
1.3058 |
1.3136 |
|
| S3 |
1.2972 |
1.3019 |
1.3128 |
|
| S4 |
1.2886 |
1.2933 |
1.3105 |
|
|
| 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 |
1.3097 |
0.0190 |
1.4% |
0.0092 |
0.7% |
29% |
False |
True |
202,560 |
| 10 |
1.3287 |
1.3097 |
0.0190 |
1.4% |
0.0087 |
0.7% |
29% |
False |
True |
216,594 |
| 20 |
1.3287 |
1.3000 |
0.0287 |
2.2% |
0.0097 |
0.7% |
53% |
False |
False |
228,540 |
| 40 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0107 |
0.8% |
39% |
False |
False |
208,592 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0106 |
0.8% |
33% |
False |
False |
139,979 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0113 |
0.9% |
60% |
False |
False |
105,090 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0110 |
0.8% |
60% |
False |
False |
84,104 |
| 120 |
1.3785 |
1.2645 |
0.1140 |
8.7% |
0.0107 |
0.8% |
44% |
False |
False |
70,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3549 |
|
2.618 |
1.3408 |
|
1.618 |
1.3322 |
|
1.000 |
1.3269 |
|
0.618 |
1.3236 |
|
HIGH |
1.3183 |
|
0.618 |
1.3150 |
|
0.500 |
1.3140 |
|
0.382 |
1.3130 |
|
LOW |
1.3097 |
|
0.618 |
1.3044 |
|
1.000 |
1.3011 |
|
1.618 |
1.2958 |
|
2.618 |
1.2872 |
|
4.250 |
1.2732 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3148 |
1.3192 |
| PP |
1.3144 |
1.3179 |
| S1 |
1.3140 |
1.3165 |
|