CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2811 |
1.2680 |
-0.0131 |
-1.0% |
1.2885 |
| High |
1.2819 |
1.2689 |
-0.0130 |
-1.0% |
1.2907 |
| Low |
1.2659 |
1.2546 |
-0.0113 |
-0.9% |
1.2644 |
| Close |
1.2720 |
1.2574 |
-0.0146 |
-1.1% |
1.2739 |
| Range |
0.0160 |
0.0143 |
-0.0017 |
-10.6% |
0.0263 |
| ATR |
0.0105 |
0.0110 |
0.0005 |
4.7% |
0.0000 |
| Volume |
283,445 |
388,094 |
104,649 |
36.9% |
1,591,140 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3032 |
1.2946 |
1.2653 |
|
| R3 |
1.2889 |
1.2803 |
1.2613 |
|
| R2 |
1.2746 |
1.2746 |
1.2600 |
|
| R1 |
1.2660 |
1.2660 |
1.2587 |
1.2632 |
| PP |
1.2603 |
1.2603 |
1.2603 |
1.2589 |
| S1 |
1.2517 |
1.2517 |
1.2561 |
1.2489 |
| S2 |
1.2460 |
1.2460 |
1.2548 |
|
| S3 |
1.2317 |
1.2374 |
1.2535 |
|
| S4 |
1.2174 |
1.2231 |
1.2495 |
|
|
| 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 |
1.2546 |
0.0280 |
2.2% |
0.0128 |
1.0% |
10% |
False |
True |
301,958 |
| 10 |
1.2981 |
1.2546 |
0.0435 |
3.5% |
0.0106 |
0.8% |
6% |
False |
True |
294,954 |
| 20 |
1.3287 |
1.2546 |
0.0741 |
5.9% |
0.0099 |
0.8% |
4% |
False |
True |
261,632 |
| 40 |
1.3387 |
1.2546 |
0.0841 |
6.7% |
0.0101 |
0.8% |
3% |
False |
True |
251,796 |
| 60 |
1.3492 |
1.2546 |
0.0946 |
7.5% |
0.0106 |
0.8% |
3% |
False |
True |
206,334 |
| 80 |
1.3494 |
1.2546 |
0.0948 |
7.5% |
0.0109 |
0.9% |
3% |
False |
True |
154,950 |
| 100 |
1.3494 |
1.2546 |
0.0948 |
7.5% |
0.0112 |
0.9% |
3% |
False |
True |
124,033 |
| 120 |
1.3555 |
1.2546 |
0.1009 |
8.0% |
0.0108 |
0.9% |
3% |
False |
True |
103,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3297 |
|
2.618 |
1.3063 |
|
1.618 |
1.2920 |
|
1.000 |
1.2832 |
|
0.618 |
1.2777 |
|
HIGH |
1.2689 |
|
0.618 |
1.2634 |
|
0.500 |
1.2618 |
|
0.382 |
1.2601 |
|
LOW |
1.2546 |
|
0.618 |
1.2458 |
|
1.000 |
1.2403 |
|
1.618 |
1.2315 |
|
2.618 |
1.2172 |
|
4.250 |
1.1938 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2618 |
1.2686 |
| PP |
1.2603 |
1.2649 |
| S1 |
1.2589 |
1.2611 |
|