CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2885 |
1.2828 |
-0.0057 |
-0.4% |
1.3030 |
| High |
1.2907 |
1.2871 |
-0.0036 |
-0.3% |
1.3068 |
| Low |
1.2823 |
1.2723 |
-0.0100 |
-0.8% |
1.2906 |
| Close |
1.2845 |
1.2736 |
-0.0109 |
-0.8% |
1.2924 |
| Range |
0.0084 |
0.0148 |
0.0064 |
76.2% |
0.0162 |
| ATR |
0.0095 |
0.0099 |
0.0004 |
4.0% |
0.0000 |
| Volume |
265,763 |
352,256 |
86,493 |
32.5% |
1,273,915 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3221 |
1.3126 |
1.2817 |
|
| R3 |
1.3073 |
1.2978 |
1.2777 |
|
| R2 |
1.2925 |
1.2925 |
1.2763 |
|
| R1 |
1.2830 |
1.2830 |
1.2750 |
1.2804 |
| PP |
1.2777 |
1.2777 |
1.2777 |
1.2763 |
| S1 |
1.2682 |
1.2682 |
1.2722 |
1.2656 |
| S2 |
1.2629 |
1.2629 |
1.2709 |
|
| S3 |
1.2481 |
1.2534 |
1.2695 |
|
| S4 |
1.2333 |
1.2386 |
1.2655 |
|
|
| 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 |
1.3009 |
1.2723 |
0.0286 |
2.2% |
0.0087 |
0.7% |
5% |
False |
True |
281,729 |
| 10 |
1.3245 |
1.2723 |
0.0522 |
4.1% |
0.0094 |
0.7% |
2% |
False |
True |
261,295 |
| 20 |
1.3287 |
1.2723 |
0.0564 |
4.4% |
0.0089 |
0.7% |
2% |
False |
True |
241,785 |
| 40 |
1.3391 |
1.2723 |
0.0668 |
5.2% |
0.0100 |
0.8% |
2% |
False |
True |
238,958 |
| 60 |
1.3494 |
1.2723 |
0.0771 |
6.1% |
0.0104 |
0.8% |
2% |
False |
True |
175,358 |
| 80 |
1.3494 |
1.2723 |
0.0771 |
6.1% |
0.0109 |
0.9% |
2% |
False |
True |
131,637 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.7% |
0.0110 |
0.9% |
11% |
False |
False |
105,369 |
| 120 |
1.3555 |
1.2645 |
0.0910 |
7.1% |
0.0107 |
0.8% |
10% |
False |
False |
87,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3500 |
|
2.618 |
1.3258 |
|
1.618 |
1.3110 |
|
1.000 |
1.3019 |
|
0.618 |
1.2962 |
|
HIGH |
1.2871 |
|
0.618 |
1.2814 |
|
0.500 |
1.2797 |
|
0.382 |
1.2780 |
|
LOW |
1.2723 |
|
0.618 |
1.2632 |
|
1.000 |
1.2575 |
|
1.618 |
1.2484 |
|
2.618 |
1.2336 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2797 |
1.2841 |
| PP |
1.2777 |
1.2806 |
| S1 |
1.2756 |
1.2771 |
|