CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2588 |
1.2538 |
-0.0050 |
-0.4% |
1.2777 |
| High |
1.2622 |
1.2604 |
-0.0018 |
-0.1% |
1.2826 |
| Low |
1.2516 |
1.2496 |
-0.0020 |
-0.2% |
1.2496 |
| Close |
1.2526 |
1.2518 |
-0.0008 |
-0.1% |
1.2518 |
| Range |
0.0106 |
0.0108 |
0.0002 |
1.9% |
0.0330 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
342,451 |
278,202 |
-64,249 |
-18.8% |
1,514,829 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2863 |
1.2799 |
1.2577 |
|
| R3 |
1.2755 |
1.2691 |
1.2548 |
|
| R2 |
1.2647 |
1.2647 |
1.2538 |
|
| R1 |
1.2583 |
1.2583 |
1.2528 |
1.2561 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2529 |
| S1 |
1.2475 |
1.2475 |
1.2508 |
1.2453 |
| S2 |
1.2431 |
1.2431 |
1.2498 |
|
| S3 |
1.2323 |
1.2367 |
1.2488 |
|
| S4 |
1.2215 |
1.2259 |
1.2459 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3603 |
1.3391 |
1.2700 |
|
| R3 |
1.3273 |
1.3061 |
1.2609 |
|
| R2 |
1.2943 |
1.2943 |
1.2579 |
|
| R1 |
1.2731 |
1.2731 |
1.2548 |
1.2672 |
| PP |
1.2613 |
1.2613 |
1.2613 |
1.2584 |
| S1 |
1.2401 |
1.2401 |
1.2488 |
1.2342 |
| S2 |
1.2283 |
1.2283 |
1.2458 |
|
| S3 |
1.1953 |
1.2071 |
1.2427 |
|
| S4 |
1.1623 |
1.1741 |
1.2337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2826 |
1.2496 |
0.0330 |
2.6% |
0.0123 |
1.0% |
7% |
False |
True |
302,965 |
| 10 |
1.2907 |
1.2496 |
0.0411 |
3.3% |
0.0116 |
0.9% |
5% |
False |
True |
310,596 |
| 20 |
1.3287 |
1.2496 |
0.0791 |
6.3% |
0.0100 |
0.8% |
3% |
False |
True |
270,303 |
| 40 |
1.3387 |
1.2496 |
0.0891 |
7.1% |
0.0102 |
0.8% |
2% |
False |
True |
255,727 |
| 60 |
1.3391 |
1.2496 |
0.0895 |
7.1% |
0.0106 |
0.8% |
2% |
False |
True |
216,521 |
| 80 |
1.3494 |
1.2496 |
0.0998 |
8.0% |
0.0107 |
0.9% |
2% |
False |
True |
162,699 |
| 100 |
1.3494 |
1.2496 |
0.0998 |
8.0% |
0.0113 |
0.9% |
2% |
False |
True |
130,236 |
| 120 |
1.3494 |
1.2496 |
0.0998 |
8.0% |
0.0108 |
0.9% |
2% |
False |
True |
108,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3063 |
|
2.618 |
1.2887 |
|
1.618 |
1.2779 |
|
1.000 |
1.2712 |
|
0.618 |
1.2671 |
|
HIGH |
1.2604 |
|
0.618 |
1.2563 |
|
0.500 |
1.2550 |
|
0.382 |
1.2537 |
|
LOW |
1.2496 |
|
0.618 |
1.2429 |
|
1.000 |
1.2388 |
|
1.618 |
1.2321 |
|
2.618 |
1.2213 |
|
4.250 |
1.2037 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2550 |
1.2593 |
| PP |
1.2539 |
1.2568 |
| S1 |
1.2529 |
1.2543 |
|