CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3154 |
1.3030 |
-0.0124 |
-0.9% |
1.3247 |
| High |
1.3182 |
1.3068 |
-0.0114 |
-0.9% |
1.3287 |
| Low |
1.3082 |
1.2957 |
-0.0125 |
-1.0% |
1.3082 |
| Close |
1.3089 |
1.3054 |
-0.0035 |
-0.3% |
1.3089 |
| Range |
0.0100 |
0.0111 |
0.0011 |
11.0% |
0.0205 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
2.4% |
0.0000 |
| Volume |
235,925 |
220,162 |
-15,763 |
-6.7% |
1,026,183 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3359 |
1.3318 |
1.3115 |
|
| R3 |
1.3248 |
1.3207 |
1.3085 |
|
| R2 |
1.3137 |
1.3137 |
1.3074 |
|
| R1 |
1.3096 |
1.3096 |
1.3064 |
1.3117 |
| PP |
1.3026 |
1.3026 |
1.3026 |
1.3037 |
| S1 |
1.2985 |
1.2985 |
1.3044 |
1.3006 |
| S2 |
1.2915 |
1.2915 |
1.3034 |
|
| S3 |
1.2804 |
1.2874 |
1.3023 |
|
| S4 |
1.2693 |
1.2763 |
1.2993 |
|
|
| 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 |
1.2957 |
0.0330 |
2.5% |
0.0100 |
0.8% |
29% |
False |
True |
219,694 |
| 10 |
1.3287 |
1.2957 |
0.0330 |
2.5% |
0.0087 |
0.7% |
29% |
False |
True |
216,232 |
| 20 |
1.3287 |
1.2957 |
0.0330 |
2.5% |
0.0096 |
0.7% |
29% |
False |
True |
234,817 |
| 40 |
1.3391 |
1.2957 |
0.0434 |
3.3% |
0.0104 |
0.8% |
22% |
False |
True |
218,721 |
| 60 |
1.3494 |
1.2957 |
0.0537 |
4.1% |
0.0107 |
0.8% |
18% |
False |
True |
147,569 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0114 |
0.9% |
48% |
False |
False |
110,769 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0111 |
0.9% |
48% |
False |
False |
88,660 |
| 120 |
1.3762 |
1.2645 |
0.1117 |
8.6% |
0.0106 |
0.8% |
37% |
False |
False |
73,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3540 |
|
2.618 |
1.3359 |
|
1.618 |
1.3248 |
|
1.000 |
1.3179 |
|
0.618 |
1.3137 |
|
HIGH |
1.3068 |
|
0.618 |
1.3026 |
|
0.500 |
1.3013 |
|
0.382 |
1.2999 |
|
LOW |
1.2957 |
|
0.618 |
1.2888 |
|
1.000 |
1.2846 |
|
1.618 |
1.2777 |
|
2.618 |
1.2666 |
|
4.250 |
1.2485 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3040 |
1.3070 |
| PP |
1.3026 |
1.3065 |
| S1 |
1.3013 |
1.3059 |
|