CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3004 |
1.2936 |
-0.0068 |
-0.5% |
1.3247 |
| High |
1.3009 |
1.2981 |
-0.0028 |
-0.2% |
1.3287 |
| Low |
1.2913 |
1.2925 |
0.0012 |
0.1% |
1.3082 |
| Close |
1.2948 |
1.2953 |
0.0005 |
0.0% |
1.3089 |
| Range |
0.0096 |
0.0056 |
-0.0040 |
-41.7% |
0.0205 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
326,402 |
246,147 |
-80,255 |
-24.6% |
1,026,183 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3121 |
1.3093 |
1.2984 |
|
| R3 |
1.3065 |
1.3037 |
1.2968 |
|
| R2 |
1.3009 |
1.3009 |
1.2963 |
|
| R1 |
1.2981 |
1.2981 |
1.2958 |
1.2995 |
| PP |
1.2953 |
1.2953 |
1.2953 |
1.2960 |
| S1 |
1.2925 |
1.2925 |
1.2948 |
1.2939 |
| S2 |
1.2897 |
1.2897 |
1.2943 |
|
| S3 |
1.2841 |
1.2869 |
1.2938 |
|
| S4 |
1.2785 |
1.2813 |
1.2922 |
|
|
| 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 |
1.3182 |
1.2913 |
0.0269 |
2.1% |
0.0089 |
0.7% |
15% |
False |
False |
258,351 |
| 10 |
1.3287 |
1.2913 |
0.0374 |
2.9% |
0.0090 |
0.7% |
11% |
False |
False |
230,455 |
| 20 |
1.3287 |
1.2913 |
0.0374 |
2.9% |
0.0093 |
0.7% |
11% |
False |
False |
237,492 |
| 40 |
1.3391 |
1.2913 |
0.0478 |
3.7% |
0.0102 |
0.8% |
8% |
False |
False |
232,898 |
| 60 |
1.3494 |
1.2913 |
0.0581 |
4.5% |
0.0106 |
0.8% |
7% |
False |
False |
161,475 |
| 80 |
1.3494 |
1.2755 |
0.0739 |
5.7% |
0.0110 |
0.9% |
27% |
False |
False |
121,201 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.6% |
0.0110 |
0.8% |
36% |
False |
False |
97,013 |
| 120 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0105 |
0.8% |
34% |
False |
False |
80,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3219 |
|
2.618 |
1.3128 |
|
1.618 |
1.3072 |
|
1.000 |
1.3037 |
|
0.618 |
1.3016 |
|
HIGH |
1.2981 |
|
0.618 |
1.2960 |
|
0.500 |
1.2953 |
|
0.382 |
1.2946 |
|
LOW |
1.2925 |
|
0.618 |
1.2890 |
|
1.000 |
1.2869 |
|
1.618 |
1.2834 |
|
2.618 |
1.2778 |
|
4.250 |
1.2687 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2953 |
1.2990 |
| PP |
1.2953 |
1.2978 |
| S1 |
1.2953 |
1.2965 |
|