CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2570 |
1.2490 |
-0.0080 |
-0.6% |
1.2777 |
| High |
1.2625 |
1.2494 |
-0.0131 |
-1.0% |
1.2826 |
| Low |
1.2462 |
1.2362 |
-0.0100 |
-0.8% |
1.2496 |
| Close |
1.2489 |
1.2381 |
-0.0108 |
-0.9% |
1.2518 |
| Range |
0.0163 |
0.0132 |
-0.0031 |
-19.0% |
0.0330 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
1.2% |
0.0000 |
| Volume |
0 |
358,589 |
358,589 |
|
1,514,829 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2808 |
1.2727 |
1.2454 |
|
| R3 |
1.2676 |
1.2595 |
1.2417 |
|
| R2 |
1.2544 |
1.2544 |
1.2405 |
|
| R1 |
1.2463 |
1.2463 |
1.2393 |
1.2438 |
| PP |
1.2412 |
1.2412 |
1.2412 |
1.2400 |
| S1 |
1.2331 |
1.2331 |
1.2369 |
1.2306 |
| S2 |
1.2280 |
1.2280 |
1.2357 |
|
| S3 |
1.2148 |
1.2199 |
1.2345 |
|
| S4 |
1.2016 |
1.2067 |
1.2308 |
|
|
| 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 |
1.2689 |
1.2362 |
0.0327 |
2.6% |
0.0130 |
1.1% |
6% |
False |
True |
273,467 |
| 10 |
1.2826 |
1.2362 |
0.0464 |
3.7% |
0.0123 |
1.0% |
4% |
False |
True |
284,653 |
| 20 |
1.3245 |
1.2362 |
0.0883 |
7.1% |
0.0108 |
0.9% |
2% |
False |
True |
272,974 |
| 40 |
1.3374 |
1.2362 |
0.1012 |
8.2% |
0.0105 |
0.8% |
2% |
False |
True |
252,803 |
| 60 |
1.3391 |
1.2362 |
0.1029 |
8.3% |
0.0107 |
0.9% |
2% |
False |
True |
222,320 |
| 80 |
1.3494 |
1.2362 |
0.1132 |
9.1% |
0.0108 |
0.9% |
2% |
False |
True |
167,175 |
| 100 |
1.3494 |
1.2362 |
0.1132 |
9.1% |
0.0112 |
0.9% |
2% |
False |
True |
133,820 |
| 120 |
1.3494 |
1.2362 |
0.1132 |
9.1% |
0.0110 |
0.9% |
2% |
False |
True |
111,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3055 |
|
2.618 |
1.2840 |
|
1.618 |
1.2708 |
|
1.000 |
1.2626 |
|
0.618 |
1.2576 |
|
HIGH |
1.2494 |
|
0.618 |
1.2444 |
|
0.500 |
1.2428 |
|
0.382 |
1.2412 |
|
LOW |
1.2362 |
|
0.618 |
1.2280 |
|
1.000 |
1.2230 |
|
1.618 |
1.2148 |
|
2.618 |
1.2016 |
|
4.250 |
1.1801 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2428 |
1.2494 |
| PP |
1.2412 |
1.2456 |
| S1 |
1.2397 |
1.2419 |
|