CME Euro FX (E) Future June 2012
| 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 |
|
|
|
| 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 |
|