CME Euro FX (E) Future June 2012


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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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 44 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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