CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 1.2717 1.2686 -0.0031 -0.2% 1.2885
High 1.2752 1.2796 0.0044 0.3% 1.2907
Low 1.2668 1.2644 -0.0024 -0.2% 1.2644
Close 1.2715 1.2739 0.0024 0.2% 1.2739
Range 0.0084 0.0152 0.0068 81.0% 0.0263
ATR 0.0096 0.0100 0.0004 4.1% 0.0000
Volume 314,797 300,821 -13,976 -4.4% 1,591,140
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3182 1.3113 1.2823
R3 1.3030 1.2961 1.2781
R2 1.2878 1.2878 1.2767
R1 1.2809 1.2809 1.2753 1.2844
PP 1.2726 1.2726 1.2726 1.2744
S1 1.2657 1.2657 1.2725 1.2692
S2 1.2574 1.2574 1.2711
S3 1.2422 1.2505 1.2697
S4 1.2270 1.2353 1.2655
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3552 1.3409 1.2884
R3 1.3289 1.3146 1.2811
R2 1.3026 1.3026 1.2787
R1 1.2883 1.2883 1.2763 1.2823
PP 1.2763 1.2763 1.2763 1.2734
S1 1.2620 1.2620 1.2715 1.2560
S2 1.2500 1.2500 1.2691
S3 1.2237 1.2357 1.2667
S4 1.1974 1.2094 1.2594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2907 1.2644 0.0263 2.1% 0.0109 0.9% 36% False True 318,228
10 1.3068 1.2644 0.0424 3.3% 0.0095 0.7% 22% False True 286,505
20 1.3287 1.2644 0.0643 5.0% 0.0091 0.7% 15% False True 251,420
40 1.3391 1.2644 0.0747 5.9% 0.0100 0.8% 13% False True 246,294
60 1.3494 1.2644 0.0850 6.7% 0.0105 0.8% 11% False True 191,536
80 1.3494 1.2644 0.0850 6.7% 0.0108 0.8% 11% False True 143,794
100 1.3494 1.2644 0.0850 6.7% 0.0110 0.9% 11% False True 115,095
120 1.3555 1.2644 0.0911 7.2% 0.0107 0.8% 10% False True 95,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.3442
2.618 1.3194
1.618 1.3042
1.000 1.2948
0.618 1.2890
HIGH 1.2796
0.618 1.2738
0.500 1.2720
0.382 1.2702
LOW 1.2644
0.618 1.2550
1.000 1.2492
1.618 1.2398
2.618 1.2246
4.250 1.1998
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 1.2733 1.2733
PP 1.2726 1.2726
S1 1.2720 1.2720

These figures are updated between 7pm and 10pm EST after a trading day.

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