CME Euro FX (E) Future September 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 |
1.2550 |
1.2578 |
0.0028 |
0.2% |
1.2800 |
| High |
1.2606 |
1.2630 |
0.0024 |
0.2% |
1.2838 |
| Low |
1.2518 |
1.2472 |
-0.0046 |
-0.4% |
1.2518 |
| Close |
1.2528 |
1.2499 |
-0.0029 |
-0.2% |
1.2528 |
| Range |
0.0088 |
0.0158 |
0.0070 |
79.5% |
0.0320 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
4.2% |
0.0000 |
| Volume |
1,087 |
566 |
-521 |
-47.9% |
4,339 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3008 |
1.2911 |
1.2586 |
|
| R3 |
1.2850 |
1.2753 |
1.2542 |
|
| R2 |
1.2692 |
1.2692 |
1.2528 |
|
| R1 |
1.2595 |
1.2595 |
1.2513 |
1.2565 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2518 |
| S1 |
1.2437 |
1.2437 |
1.2485 |
1.2407 |
| S2 |
1.2376 |
1.2376 |
1.2470 |
|
| S3 |
1.2218 |
1.2279 |
1.2456 |
|
| S4 |
1.2060 |
1.2121 |
1.2412 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3378 |
1.2704 |
|
| R3 |
1.3268 |
1.3058 |
1.2616 |
|
| R2 |
1.2948 |
1.2948 |
1.2587 |
|
| R1 |
1.2738 |
1.2738 |
1.2557 |
1.2683 |
| PP |
1.2628 |
1.2628 |
1.2628 |
1.2601 |
| S1 |
1.2418 |
1.2418 |
1.2499 |
1.2363 |
| S2 |
1.2308 |
1.2308 |
1.2469 |
|
| S3 |
1.1988 |
1.2098 |
1.2440 |
|
| S4 |
1.1668 |
1.1778 |
1.2352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2824 |
1.2472 |
0.0352 |
2.8% |
0.0127 |
1.0% |
8% |
False |
True |
790 |
| 10 |
1.2875 |
1.2472 |
0.0403 |
3.2% |
0.0117 |
0.9% |
7% |
False |
True |
901 |
| 20 |
1.3292 |
1.2472 |
0.0820 |
6.6% |
0.0095 |
0.8% |
3% |
False |
True |
594 |
| 40 |
1.3377 |
1.2472 |
0.0905 |
7.2% |
0.0090 |
0.7% |
3% |
False |
True |
401 |
| 60 |
1.3396 |
1.2472 |
0.0924 |
7.4% |
0.0089 |
0.7% |
3% |
False |
True |
293 |
| 80 |
1.3500 |
1.2472 |
0.1028 |
8.2% |
0.0081 |
0.6% |
3% |
False |
True |
225 |
| 100 |
1.3500 |
1.2472 |
0.1028 |
8.2% |
0.0070 |
0.6% |
3% |
False |
True |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3302 |
|
2.618 |
1.3044 |
|
1.618 |
1.2886 |
|
1.000 |
1.2788 |
|
0.618 |
1.2728 |
|
HIGH |
1.2630 |
|
0.618 |
1.2570 |
|
0.500 |
1.2551 |
|
0.382 |
1.2532 |
|
LOW |
1.2472 |
|
0.618 |
1.2374 |
|
1.000 |
1.2314 |
|
1.618 |
1.2216 |
|
2.618 |
1.2058 |
|
4.250 |
1.1801 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2551 |
1.2552 |
| PP |
1.2534 |
1.2534 |
| S1 |
1.2516 |
1.2517 |
|