CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2490 |
1.2371 |
-0.0119 |
-1.0% |
1.2777 |
| High |
1.2494 |
1.2429 |
-0.0065 |
-0.5% |
1.2826 |
| Low |
1.2362 |
1.2337 |
-0.0025 |
-0.2% |
1.2496 |
| Close |
1.2381 |
1.2368 |
-0.0013 |
-0.1% |
1.2518 |
| Range |
0.0132 |
0.0092 |
-0.0040 |
-30.3% |
0.0330 |
| ATR |
0.0114 |
0.0113 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
358,589 |
349,799 |
-8,790 |
-2.5% |
1,514,829 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2654 |
1.2603 |
1.2419 |
|
| R3 |
1.2562 |
1.2511 |
1.2393 |
|
| R2 |
1.2470 |
1.2470 |
1.2385 |
|
| R1 |
1.2419 |
1.2419 |
1.2376 |
1.2399 |
| PP |
1.2378 |
1.2378 |
1.2378 |
1.2368 |
| S1 |
1.2327 |
1.2327 |
1.2360 |
1.2307 |
| S2 |
1.2286 |
1.2286 |
1.2351 |
|
| S3 |
1.2194 |
1.2235 |
1.2343 |
|
| S4 |
1.2102 |
1.2143 |
1.2317 |
|
|
| 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 |
1.2625 |
1.2337 |
0.0288 |
2.3% |
0.0120 |
1.0% |
11% |
False |
True |
265,808 |
| 10 |
1.2826 |
1.2337 |
0.0489 |
4.0% |
0.0124 |
1.0% |
6% |
False |
True |
283,883 |
| 20 |
1.3183 |
1.2337 |
0.0846 |
6.8% |
0.0107 |
0.9% |
4% |
False |
True |
277,908 |
| 40 |
1.3287 |
1.2337 |
0.0950 |
7.7% |
0.0103 |
0.8% |
3% |
False |
True |
254,031 |
| 60 |
1.3391 |
1.2337 |
0.1054 |
8.5% |
0.0107 |
0.9% |
3% |
False |
True |
227,978 |
| 80 |
1.3494 |
1.2337 |
0.1157 |
9.4% |
0.0107 |
0.9% |
3% |
False |
True |
171,543 |
| 100 |
1.3494 |
1.2337 |
0.1157 |
9.4% |
0.0112 |
0.9% |
3% |
False |
True |
137,315 |
| 120 |
1.3494 |
1.2337 |
0.1157 |
9.4% |
0.0110 |
0.9% |
3% |
False |
True |
114,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2820 |
|
2.618 |
1.2670 |
|
1.618 |
1.2578 |
|
1.000 |
1.2521 |
|
0.618 |
1.2486 |
|
HIGH |
1.2429 |
|
0.618 |
1.2394 |
|
0.500 |
1.2383 |
|
0.382 |
1.2372 |
|
LOW |
1.2337 |
|
0.618 |
1.2280 |
|
1.000 |
1.2245 |
|
1.618 |
1.2188 |
|
2.618 |
1.2096 |
|
4.250 |
1.1946 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2383 |
1.2481 |
| PP |
1.2378 |
1.2443 |
| S1 |
1.2373 |
1.2406 |
|