CME Euro FX (E) Future December 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 |
1.2567 |
1.2555 |
-0.0012 |
-0.1% |
1.2755 |
| High |
1.2570 |
1.2600 |
0.0030 |
0.2% |
1.2833 |
| Low |
1.2532 |
1.2505 |
-0.0027 |
-0.2% |
1.2532 |
| Close |
1.2547 |
1.2516 |
-0.0031 |
-0.2% |
1.2547 |
| Range |
0.0038 |
0.0095 |
0.0057 |
150.0% |
0.0301 |
| ATR |
0.0073 |
0.0074 |
0.0002 |
2.2% |
0.0000 |
| Volume |
55 |
61 |
6 |
10.9% |
206 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2825 |
1.2766 |
1.2568 |
|
| R3 |
1.2730 |
1.2671 |
1.2542 |
|
| R2 |
1.2635 |
1.2635 |
1.2533 |
|
| R1 |
1.2576 |
1.2576 |
1.2525 |
1.2558 |
| PP |
1.2540 |
1.2540 |
1.2540 |
1.2532 |
| S1 |
1.2481 |
1.2481 |
1.2507 |
1.2463 |
| S2 |
1.2445 |
1.2445 |
1.2499 |
|
| S3 |
1.2350 |
1.2386 |
1.2490 |
|
| S4 |
1.2255 |
1.2291 |
1.2464 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3540 |
1.3345 |
1.2713 |
|
| R3 |
1.3239 |
1.3044 |
1.2630 |
|
| R2 |
1.2938 |
1.2938 |
1.2602 |
|
| R1 |
1.2743 |
1.2743 |
1.2575 |
1.2690 |
| PP |
1.2637 |
1.2637 |
1.2637 |
1.2611 |
| S1 |
1.2442 |
1.2442 |
1.2519 |
1.2389 |
| S2 |
1.2336 |
1.2336 |
1.2492 |
|
| S3 |
1.2035 |
1.2141 |
1.2464 |
|
| S4 |
1.1734 |
1.1840 |
1.2381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2789 |
1.2505 |
0.0284 |
2.3% |
0.0079 |
0.6% |
4% |
False |
True |
48 |
| 10 |
1.2847 |
1.2505 |
0.0342 |
2.7% |
0.0079 |
0.6% |
3% |
False |
True |
60 |
| 20 |
1.3300 |
1.2505 |
0.0795 |
6.4% |
0.0062 |
0.5% |
1% |
False |
True |
46 |
| 40 |
1.3300 |
1.2505 |
0.0795 |
6.4% |
0.0040 |
0.3% |
1% |
False |
True |
27 |
| 60 |
1.3364 |
1.2505 |
0.0859 |
6.9% |
0.0034 |
0.3% |
1% |
False |
True |
19 |
| 80 |
1.3491 |
1.2505 |
0.0986 |
7.9% |
0.0031 |
0.2% |
1% |
False |
True |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3004 |
|
2.618 |
1.2849 |
|
1.618 |
1.2754 |
|
1.000 |
1.2695 |
|
0.618 |
1.2659 |
|
HIGH |
1.2600 |
|
0.618 |
1.2564 |
|
0.500 |
1.2553 |
|
0.382 |
1.2541 |
|
LOW |
1.2505 |
|
0.618 |
1.2446 |
|
1.000 |
1.2410 |
|
1.618 |
1.2351 |
|
2.618 |
1.2256 |
|
4.250 |
1.2101 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2553 |
1.2568 |
| PP |
1.2540 |
1.2551 |
| S1 |
1.2528 |
1.2533 |
|