CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2777 |
1.2811 |
0.0034 |
0.3% |
1.2885 |
| High |
1.2826 |
1.2819 |
-0.0007 |
-0.1% |
1.2907 |
| Low |
1.2726 |
1.2659 |
-0.0067 |
-0.5% |
1.2644 |
| Close |
1.2790 |
1.2720 |
-0.0070 |
-0.5% |
1.2739 |
| Range |
0.0100 |
0.0160 |
0.0060 |
60.0% |
0.0263 |
| ATR |
0.0100 |
0.0105 |
0.0004 |
4.2% |
0.0000 |
| Volume |
222,637 |
283,445 |
60,808 |
27.3% |
1,591,140 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3213 |
1.3126 |
1.2808 |
|
| R3 |
1.3053 |
1.2966 |
1.2764 |
|
| R2 |
1.2893 |
1.2893 |
1.2749 |
|
| R1 |
1.2806 |
1.2806 |
1.2735 |
1.2770 |
| PP |
1.2733 |
1.2733 |
1.2733 |
1.2714 |
| S1 |
1.2646 |
1.2646 |
1.2705 |
1.2610 |
| S2 |
1.2573 |
1.2573 |
1.2691 |
|
| S3 |
1.2413 |
1.2486 |
1.2676 |
|
| S4 |
1.2253 |
1.2326 |
1.2632 |
|
|
| 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 |
1.2826 |
1.2644 |
0.0182 |
1.4% |
0.0115 |
0.9% |
42% |
False |
False |
295,840 |
| 10 |
1.3009 |
1.2644 |
0.0365 |
2.9% |
0.0101 |
0.8% |
21% |
False |
False |
288,785 |
| 20 |
1.3287 |
1.2644 |
0.0643 |
5.1% |
0.0095 |
0.7% |
12% |
False |
False |
254,519 |
| 40 |
1.3391 |
1.2644 |
0.0747 |
5.9% |
0.0100 |
0.8% |
10% |
False |
False |
246,645 |
| 60 |
1.3492 |
1.2644 |
0.0848 |
6.7% |
0.0105 |
0.8% |
9% |
False |
False |
199,914 |
| 80 |
1.3494 |
1.2644 |
0.0850 |
6.7% |
0.0108 |
0.8% |
9% |
False |
False |
150,109 |
| 100 |
1.3494 |
1.2644 |
0.0850 |
6.7% |
0.0111 |
0.9% |
9% |
False |
False |
120,156 |
| 120 |
1.3555 |
1.2644 |
0.0911 |
7.2% |
0.0108 |
0.9% |
8% |
False |
False |
100,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3499 |
|
2.618 |
1.3238 |
|
1.618 |
1.3078 |
|
1.000 |
1.2979 |
|
0.618 |
1.2918 |
|
HIGH |
1.2819 |
|
0.618 |
1.2758 |
|
0.500 |
1.2739 |
|
0.382 |
1.2720 |
|
LOW |
1.2659 |
|
0.618 |
1.2560 |
|
1.000 |
1.2499 |
|
1.618 |
1.2400 |
|
2.618 |
1.2240 |
|
4.250 |
1.1979 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2739 |
1.2735 |
| PP |
1.2733 |
1.2730 |
| S1 |
1.2726 |
1.2725 |
|