CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3030 |
1.3062 |
0.0032 |
0.2% |
1.3247 |
| High |
1.3068 |
1.3067 |
-0.0001 |
0.0% |
1.3287 |
| Low |
1.2957 |
1.2984 |
0.0027 |
0.2% |
1.3082 |
| Close |
1.3054 |
1.3030 |
-0.0024 |
-0.2% |
1.3089 |
| Range |
0.0111 |
0.0083 |
-0.0028 |
-25.2% |
0.0205 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
220,162 |
263,123 |
42,961 |
19.5% |
1,026,183 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3276 |
1.3236 |
1.3076 |
|
| R3 |
1.3193 |
1.3153 |
1.3053 |
|
| R2 |
1.3110 |
1.3110 |
1.3045 |
|
| R1 |
1.3070 |
1.3070 |
1.3038 |
1.3049 |
| PP |
1.3027 |
1.3027 |
1.3027 |
1.3016 |
| S1 |
1.2987 |
1.2987 |
1.3022 |
1.2966 |
| S2 |
1.2944 |
1.2944 |
1.3015 |
|
| S3 |
1.2861 |
1.2904 |
1.3007 |
|
| S4 |
1.2778 |
1.2821 |
1.2984 |
|
|
| 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 |
1.3245 |
1.2957 |
0.0288 |
2.2% |
0.0100 |
0.8% |
25% |
False |
False |
240,861 |
| 10 |
1.3287 |
1.2957 |
0.0330 |
2.5% |
0.0088 |
0.7% |
22% |
False |
False |
220,253 |
| 20 |
1.3287 |
1.2957 |
0.0330 |
2.5% |
0.0096 |
0.7% |
22% |
False |
False |
233,775 |
| 40 |
1.3391 |
1.2957 |
0.0434 |
3.3% |
0.0104 |
0.8% |
17% |
False |
False |
224,335 |
| 60 |
1.3494 |
1.2957 |
0.0537 |
4.1% |
0.0107 |
0.8% |
14% |
False |
False |
151,951 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0113 |
0.9% |
45% |
False |
False |
114,055 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0110 |
0.8% |
45% |
False |
False |
91,290 |
| 120 |
1.3641 |
1.2645 |
0.0996 |
7.6% |
0.0106 |
0.8% |
39% |
False |
False |
76,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3420 |
|
2.618 |
1.3284 |
|
1.618 |
1.3201 |
|
1.000 |
1.3150 |
|
0.618 |
1.3118 |
|
HIGH |
1.3067 |
|
0.618 |
1.3035 |
|
0.500 |
1.3026 |
|
0.382 |
1.3016 |
|
LOW |
1.2984 |
|
0.618 |
1.2933 |
|
1.000 |
1.2901 |
|
1.618 |
1.2850 |
|
2.618 |
1.2767 |
|
4.250 |
1.2631 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3029 |
1.3070 |
| PP |
1.3027 |
1.3056 |
| S1 |
1.3026 |
1.3043 |
|