CME Euro FX (E) Future December 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 |
1.2473 |
1.2415 |
-0.0058 |
-0.5% |
1.2755 |
| High |
1.2482 |
1.2437 |
-0.0045 |
-0.4% |
1.2833 |
| Low |
1.2399 |
1.2375 |
-0.0024 |
-0.2% |
1.2532 |
| Close |
1.2411 |
1.2397 |
-0.0014 |
-0.1% |
1.2547 |
| Range |
0.0083 |
0.0062 |
-0.0021 |
-25.3% |
0.0301 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
51 |
28 |
-23 |
-45.1% |
206 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2589 |
1.2555 |
1.2431 |
|
| R3 |
1.2527 |
1.2493 |
1.2414 |
|
| R2 |
1.2465 |
1.2465 |
1.2408 |
|
| R1 |
1.2431 |
1.2431 |
1.2403 |
1.2417 |
| PP |
1.2403 |
1.2403 |
1.2403 |
1.2396 |
| S1 |
1.2369 |
1.2369 |
1.2391 |
1.2355 |
| S2 |
1.2341 |
1.2341 |
1.2386 |
|
| S3 |
1.2279 |
1.2307 |
1.2380 |
|
| S4 |
1.2217 |
1.2245 |
1.2363 |
|
|
| 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 |
1.2631 |
1.2375 |
0.0256 |
2.1% |
0.0070 |
0.6% |
9% |
False |
True |
56 |
| 10 |
1.2833 |
1.2375 |
0.0458 |
3.7% |
0.0078 |
0.6% |
5% |
False |
True |
40 |
| 20 |
1.3190 |
1.2375 |
0.0815 |
6.6% |
0.0063 |
0.5% |
3% |
False |
True |
50 |
| 40 |
1.3300 |
1.2375 |
0.0925 |
7.5% |
0.0043 |
0.3% |
2% |
False |
True |
28 |
| 60 |
1.3364 |
1.2375 |
0.0989 |
8.0% |
0.0034 |
0.3% |
2% |
False |
True |
21 |
| 80 |
1.3491 |
1.2375 |
0.1116 |
9.0% |
0.0031 |
0.3% |
2% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2701 |
|
2.618 |
1.2599 |
|
1.618 |
1.2537 |
|
1.000 |
1.2499 |
|
0.618 |
1.2475 |
|
HIGH |
1.2437 |
|
0.618 |
1.2413 |
|
0.500 |
1.2406 |
|
0.382 |
1.2399 |
|
LOW |
1.2375 |
|
0.618 |
1.2337 |
|
1.000 |
1.2313 |
|
1.618 |
1.2275 |
|
2.618 |
1.2213 |
|
4.250 |
1.2112 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2406 |
1.2488 |
| PP |
1.2403 |
1.2457 |
| S1 |
1.2400 |
1.2427 |
|