CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2538 |
1.2570 |
0.0032 |
0.3% |
1.2777 |
| High |
1.2604 |
1.2625 |
0.0021 |
0.2% |
1.2826 |
| Low |
1.2496 |
1.2462 |
-0.0034 |
-0.3% |
1.2496 |
| Close |
1.2518 |
1.2489 |
-0.0029 |
-0.2% |
1.2518 |
| Range |
0.0108 |
0.0163 |
0.0055 |
50.9% |
0.0330 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
3.5% |
0.0000 |
| Volume |
278,202 |
0 |
-278,202 |
-100.0% |
1,514,829 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3014 |
1.2915 |
1.2579 |
|
| R3 |
1.2851 |
1.2752 |
1.2534 |
|
| R2 |
1.2688 |
1.2688 |
1.2519 |
|
| R1 |
1.2589 |
1.2589 |
1.2504 |
1.2557 |
| PP |
1.2525 |
1.2525 |
1.2525 |
1.2510 |
| S1 |
1.2426 |
1.2426 |
1.2474 |
1.2394 |
| S2 |
1.2362 |
1.2362 |
1.2459 |
|
| S3 |
1.2199 |
1.2263 |
1.2444 |
|
| S4 |
1.2036 |
1.2100 |
1.2399 |
|
|
| 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 |
1.2819 |
1.2462 |
0.0357 |
2.9% |
0.0136 |
1.1% |
8% |
False |
True |
258,438 |
| 10 |
1.2871 |
1.2462 |
0.0409 |
3.3% |
0.0124 |
1.0% |
7% |
False |
True |
284,020 |
| 20 |
1.3287 |
1.2462 |
0.0825 |
6.6% |
0.0106 |
0.8% |
3% |
False |
True |
262,909 |
| 40 |
1.3387 |
1.2462 |
0.0925 |
7.4% |
0.0104 |
0.8% |
3% |
False |
True |
249,826 |
| 60 |
1.3391 |
1.2462 |
0.0929 |
7.4% |
0.0106 |
0.9% |
3% |
False |
True |
216,421 |
| 80 |
1.3494 |
1.2462 |
0.1032 |
8.3% |
0.0108 |
0.9% |
3% |
False |
True |
162,694 |
| 100 |
1.3494 |
1.2462 |
0.1032 |
8.3% |
0.0113 |
0.9% |
3% |
False |
True |
130,235 |
| 120 |
1.3494 |
1.2462 |
0.1032 |
8.3% |
0.0109 |
0.9% |
3% |
False |
True |
108,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3318 |
|
2.618 |
1.3052 |
|
1.618 |
1.2889 |
|
1.000 |
1.2788 |
|
0.618 |
1.2726 |
|
HIGH |
1.2625 |
|
0.618 |
1.2563 |
|
0.500 |
1.2544 |
|
0.382 |
1.2524 |
|
LOW |
1.2462 |
|
0.618 |
1.2361 |
|
1.000 |
1.2299 |
|
1.618 |
1.2198 |
|
2.618 |
1.2035 |
|
4.250 |
1.1769 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2544 |
1.2544 |
| PP |
1.2525 |
1.2525 |
| S1 |
1.2507 |
1.2507 |
|