CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3159 |
1.3154 |
-0.0005 |
0.0% |
1.3247 |
| High |
1.3183 |
1.3182 |
-0.0001 |
0.0% |
1.3287 |
| Low |
1.3097 |
1.3082 |
-0.0015 |
-0.1% |
1.3082 |
| Close |
1.3152 |
1.3089 |
-0.0063 |
-0.5% |
1.3089 |
| Range |
0.0086 |
0.0100 |
0.0014 |
16.3% |
0.0205 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.1% |
0.0000 |
| Volume |
233,963 |
235,925 |
1,962 |
0.8% |
1,026,183 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3418 |
1.3353 |
1.3144 |
|
| R3 |
1.3318 |
1.3253 |
1.3117 |
|
| R2 |
1.3218 |
1.3218 |
1.3107 |
|
| R1 |
1.3153 |
1.3153 |
1.3098 |
1.3136 |
| PP |
1.3118 |
1.3118 |
1.3118 |
1.3109 |
| S1 |
1.3053 |
1.3053 |
1.3080 |
1.3036 |
| S2 |
1.3018 |
1.3018 |
1.3071 |
|
| S3 |
1.2918 |
1.2953 |
1.3062 |
|
| S4 |
1.2818 |
1.2853 |
1.3034 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3768 |
1.3633 |
1.3202 |
|
| R3 |
1.3563 |
1.3428 |
1.3145 |
|
| R2 |
1.3358 |
1.3358 |
1.3127 |
|
| R1 |
1.3223 |
1.3223 |
1.3108 |
1.3188 |
| PP |
1.3153 |
1.3153 |
1.3153 |
1.3135 |
| S1 |
1.3018 |
1.3018 |
1.3070 |
1.2983 |
| S2 |
1.2948 |
1.2948 |
1.3051 |
|
| S3 |
1.2743 |
1.2813 |
1.3033 |
|
| S4 |
1.2538 |
1.2608 |
1.2976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3287 |
1.3082 |
0.0205 |
1.6% |
0.0089 |
0.7% |
3% |
False |
True |
205,236 |
| 10 |
1.3287 |
1.3082 |
0.0205 |
1.6% |
0.0087 |
0.7% |
3% |
False |
True |
216,335 |
| 20 |
1.3287 |
1.3000 |
0.0287 |
2.2% |
0.0096 |
0.7% |
31% |
False |
False |
228,885 |
| 40 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0106 |
0.8% |
23% |
False |
False |
214,029 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0107 |
0.8% |
20% |
False |
False |
143,903 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0114 |
0.9% |
52% |
False |
False |
108,034 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0111 |
0.8% |
52% |
False |
False |
86,460 |
| 120 |
1.3785 |
1.2645 |
0.1140 |
8.7% |
0.0107 |
0.8% |
39% |
False |
False |
72,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3607 |
|
2.618 |
1.3444 |
|
1.618 |
1.3344 |
|
1.000 |
1.3282 |
|
0.618 |
1.3244 |
|
HIGH |
1.3182 |
|
0.618 |
1.3144 |
|
0.500 |
1.3132 |
|
0.382 |
1.3120 |
|
LOW |
1.3082 |
|
0.618 |
1.3020 |
|
1.000 |
1.2982 |
|
1.618 |
1.2920 |
|
2.618 |
1.2820 |
|
4.250 |
1.2657 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3132 |
1.3164 |
| PP |
1.3118 |
1.3139 |
| S1 |
1.3103 |
1.3114 |
|