CME Euro FX (E) Future June 2012


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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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 2 trading days
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

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

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