CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2936 |
1.2931 |
-0.0005 |
0.0% |
1.3030 |
| High |
1.2981 |
1.2959 |
-0.0022 |
-0.2% |
1.3068 |
| Low |
1.2925 |
1.2906 |
-0.0019 |
-0.1% |
1.2906 |
| Close |
1.2953 |
1.2924 |
-0.0029 |
-0.2% |
1.2924 |
| Range |
0.0056 |
0.0053 |
-0.0003 |
-5.4% |
0.0162 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
246,147 |
218,081 |
-28,066 |
-11.4% |
1,273,915 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3089 |
1.3059 |
1.2953 |
|
| R3 |
1.3036 |
1.3006 |
1.2939 |
|
| R2 |
1.2983 |
1.2983 |
1.2934 |
|
| R1 |
1.2953 |
1.2953 |
1.2929 |
1.2942 |
| PP |
1.2930 |
1.2930 |
1.2930 |
1.2924 |
| S1 |
1.2900 |
1.2900 |
1.2919 |
1.2889 |
| S2 |
1.2877 |
1.2877 |
1.2914 |
|
| S3 |
1.2824 |
1.2847 |
1.2909 |
|
| S4 |
1.2771 |
1.2794 |
1.2895 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3350 |
1.3013 |
|
| R3 |
1.3290 |
1.3188 |
1.2969 |
|
| R2 |
1.3128 |
1.3128 |
1.2954 |
|
| R1 |
1.3026 |
1.3026 |
1.2939 |
1.2996 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2951 |
| S1 |
1.2864 |
1.2864 |
1.2909 |
1.2834 |
| S2 |
1.2804 |
1.2804 |
1.2894 |
|
| S3 |
1.2642 |
1.2702 |
1.2879 |
|
| S4 |
1.2480 |
1.2540 |
1.2835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3068 |
1.2906 |
0.0162 |
1.3% |
0.0080 |
0.6% |
11% |
False |
True |
254,783 |
| 10 |
1.3287 |
1.2906 |
0.0381 |
2.9% |
0.0084 |
0.7% |
5% |
False |
True |
230,009 |
| 20 |
1.3287 |
1.2906 |
0.0381 |
2.9% |
0.0089 |
0.7% |
5% |
False |
True |
236,605 |
| 40 |
1.3391 |
1.2906 |
0.0485 |
3.8% |
0.0101 |
0.8% |
4% |
False |
True |
235,227 |
| 60 |
1.3494 |
1.2906 |
0.0588 |
4.5% |
0.0105 |
0.8% |
3% |
False |
True |
165,093 |
| 80 |
1.3494 |
1.2858 |
0.0636 |
4.9% |
0.0109 |
0.8% |
10% |
False |
False |
123,922 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.6% |
0.0110 |
0.8% |
33% |
False |
False |
99,191 |
| 120 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0105 |
0.8% |
31% |
False |
False |
82,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3184 |
|
2.618 |
1.3098 |
|
1.618 |
1.3045 |
|
1.000 |
1.3012 |
|
0.618 |
1.2992 |
|
HIGH |
1.2959 |
|
0.618 |
1.2939 |
|
0.500 |
1.2933 |
|
0.382 |
1.2926 |
|
LOW |
1.2906 |
|
0.618 |
1.2873 |
|
1.000 |
1.2853 |
|
1.618 |
1.2820 |
|
2.618 |
1.2767 |
|
4.250 |
1.2681 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2933 |
1.2958 |
| PP |
1.2930 |
1.2946 |
| S1 |
1.2927 |
1.2935 |
|