CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2735 |
1.2717 |
-0.0018 |
-0.1% |
1.3030 |
| High |
1.2761 |
1.2752 |
-0.0009 |
-0.1% |
1.3068 |
| Low |
1.2683 |
1.2668 |
-0.0015 |
-0.1% |
1.2906 |
| Close |
1.2724 |
1.2715 |
-0.0009 |
-0.1% |
1.2924 |
| Range |
0.0078 |
0.0084 |
0.0006 |
7.7% |
0.0162 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
357,503 |
314,797 |
-42,706 |
-11.9% |
1,273,915 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2964 |
1.2923 |
1.2761 |
|
| R3 |
1.2880 |
1.2839 |
1.2738 |
|
| R2 |
1.2796 |
1.2796 |
1.2730 |
|
| R1 |
1.2755 |
1.2755 |
1.2723 |
1.2734 |
| PP |
1.2712 |
1.2712 |
1.2712 |
1.2701 |
| S1 |
1.2671 |
1.2671 |
1.2707 |
1.2650 |
| S2 |
1.2628 |
1.2628 |
1.2700 |
|
| S3 |
1.2544 |
1.2587 |
1.2692 |
|
| S4 |
1.2460 |
1.2503 |
1.2669 |
|
|
| 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 |
1.2959 |
1.2668 |
0.0291 |
2.3% |
0.0089 |
0.7% |
16% |
False |
True |
301,680 |
| 10 |
1.3182 |
1.2668 |
0.0514 |
4.0% |
0.0089 |
0.7% |
9% |
False |
True |
280,015 |
| 20 |
1.3287 |
1.2668 |
0.0619 |
4.9% |
0.0088 |
0.7% |
8% |
False |
True |
248,305 |
| 40 |
1.3391 |
1.2668 |
0.0723 |
5.7% |
0.0099 |
0.8% |
7% |
False |
True |
244,780 |
| 60 |
1.3494 |
1.2668 |
0.0826 |
6.5% |
0.0105 |
0.8% |
6% |
False |
True |
186,533 |
| 80 |
1.3494 |
1.2668 |
0.0826 |
6.5% |
0.0108 |
0.9% |
6% |
False |
True |
140,036 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.7% |
0.0109 |
0.9% |
8% |
False |
False |
112,088 |
| 120 |
1.3555 |
1.2645 |
0.0910 |
7.2% |
0.0107 |
0.8% |
8% |
False |
False |
93,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3109 |
|
2.618 |
1.2972 |
|
1.618 |
1.2888 |
|
1.000 |
1.2836 |
|
0.618 |
1.2804 |
|
HIGH |
1.2752 |
|
0.618 |
1.2720 |
|
0.500 |
1.2710 |
|
0.382 |
1.2700 |
|
LOW |
1.2668 |
|
0.618 |
1.2616 |
|
1.000 |
1.2584 |
|
1.618 |
1.2532 |
|
2.618 |
1.2448 |
|
4.250 |
1.2311 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2713 |
1.2770 |
| PP |
1.2712 |
1.2751 |
| S1 |
1.2710 |
1.2733 |
|