CME Euro FX (E) Future September 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 |
1.2578 |
1.2495 |
-0.0083 |
-0.7% |
1.2800 |
| High |
1.2630 |
1.2500 |
-0.0130 |
-1.0% |
1.2838 |
| Low |
1.2472 |
1.2375 |
-0.0097 |
-0.8% |
1.2518 |
| Close |
1.2499 |
1.2392 |
-0.0107 |
-0.9% |
1.2528 |
| Range |
0.0158 |
0.0125 |
-0.0033 |
-20.9% |
0.0320 |
| ATR |
0.0104 |
0.0105 |
0.0002 |
1.4% |
0.0000 |
| Volume |
566 |
2,197 |
1,631 |
288.2% |
4,339 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2797 |
1.2720 |
1.2461 |
|
| R3 |
1.2672 |
1.2595 |
1.2426 |
|
| R2 |
1.2547 |
1.2547 |
1.2415 |
|
| R1 |
1.2470 |
1.2470 |
1.2403 |
1.2446 |
| PP |
1.2422 |
1.2422 |
1.2422 |
1.2411 |
| S1 |
1.2345 |
1.2345 |
1.2381 |
1.2321 |
| S2 |
1.2297 |
1.2297 |
1.2369 |
|
| S3 |
1.2172 |
1.2220 |
1.2358 |
|
| S4 |
1.2047 |
1.2095 |
1.2323 |
|
|
| 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 |
1.2694 |
1.2375 |
0.0319 |
2.6% |
0.0122 |
1.0% |
5% |
False |
True |
1,139 |
| 10 |
1.2838 |
1.2375 |
0.0463 |
3.7% |
0.0116 |
0.9% |
4% |
False |
True |
1,019 |
| 20 |
1.3242 |
1.2375 |
0.0867 |
7.0% |
0.0098 |
0.8% |
2% |
False |
True |
698 |
| 40 |
1.3292 |
1.2375 |
0.0917 |
7.4% |
0.0090 |
0.7% |
2% |
False |
True |
451 |
| 60 |
1.3396 |
1.2375 |
0.1021 |
8.2% |
0.0089 |
0.7% |
2% |
False |
True |
330 |
| 80 |
1.3500 |
1.2375 |
0.1125 |
9.1% |
0.0082 |
0.7% |
2% |
False |
True |
252 |
| 100 |
1.3500 |
1.2375 |
0.1125 |
9.1% |
0.0072 |
0.6% |
2% |
False |
True |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3031 |
|
2.618 |
1.2827 |
|
1.618 |
1.2702 |
|
1.000 |
1.2625 |
|
0.618 |
1.2577 |
|
HIGH |
1.2500 |
|
0.618 |
1.2452 |
|
0.500 |
1.2438 |
|
0.382 |
1.2423 |
|
LOW |
1.2375 |
|
0.618 |
1.2298 |
|
1.000 |
1.2250 |
|
1.618 |
1.2173 |
|
2.618 |
1.2048 |
|
4.250 |
1.1844 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2438 |
1.2503 |
| PP |
1.2422 |
1.2466 |
| S1 |
1.2407 |
1.2429 |
|