CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3240 |
-0.0003 |
0.0% |
1.3194 |
| High |
1.3287 |
1.3245 |
-0.0042 |
-0.3% |
1.3273 |
| Low |
1.3207 |
1.3124 |
-0.0083 |
-0.6% |
1.3107 |
| Close |
1.3232 |
1.3164 |
-0.0068 |
-0.5% |
1.3262 |
| Range |
0.0080 |
0.0121 |
0.0041 |
51.3% |
0.0166 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
1.7% |
0.0000 |
| Volume |
157,287 |
251,136 |
93,849 |
59.7% |
1,137,173 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3473 |
1.3231 |
|
| R3 |
1.3420 |
1.3352 |
1.3197 |
|
| R2 |
1.3299 |
1.3299 |
1.3186 |
|
| R1 |
1.3231 |
1.3231 |
1.3175 |
1.3205 |
| PP |
1.3178 |
1.3178 |
1.3178 |
1.3164 |
| S1 |
1.3110 |
1.3110 |
1.3153 |
1.3084 |
| S2 |
1.3057 |
1.3057 |
1.3142 |
|
| S3 |
1.2936 |
1.2989 |
1.3131 |
|
| S4 |
1.2815 |
1.2868 |
1.3097 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3712 |
1.3653 |
1.3353 |
|
| R3 |
1.3546 |
1.3487 |
1.3308 |
|
| R2 |
1.3380 |
1.3380 |
1.3292 |
|
| R1 |
1.3321 |
1.3321 |
1.3277 |
1.3351 |
| PP |
1.3214 |
1.3214 |
1.3214 |
1.3229 |
| S1 |
1.3155 |
1.3155 |
1.3247 |
1.3185 |
| S2 |
1.3048 |
1.3048 |
1.3232 |
|
| S3 |
1.2882 |
1.2989 |
1.3216 |
|
| S4 |
1.2716 |
1.2823 |
1.3171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3287 |
1.3124 |
0.0163 |
1.2% |
0.0087 |
0.7% |
25% |
False |
True |
200,706 |
| 10 |
1.3287 |
1.3072 |
0.0215 |
1.6% |
0.0088 |
0.7% |
43% |
False |
False |
223,390 |
| 20 |
1.3287 |
1.3000 |
0.0287 |
2.2% |
0.0100 |
0.8% |
57% |
False |
False |
230,154 |
| 40 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0107 |
0.8% |
42% |
False |
False |
203,014 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0108 |
0.8% |
35% |
False |
False |
136,088 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0114 |
0.9% |
61% |
False |
False |
102,167 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0111 |
0.8% |
61% |
False |
False |
81,764 |
| 120 |
1.3785 |
1.2645 |
0.1140 |
8.7% |
0.0107 |
0.8% |
46% |
False |
False |
68,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3759 |
|
2.618 |
1.3562 |
|
1.618 |
1.3441 |
|
1.000 |
1.3366 |
|
0.618 |
1.3320 |
|
HIGH |
1.3245 |
|
0.618 |
1.3199 |
|
0.500 |
1.3185 |
|
0.382 |
1.3170 |
|
LOW |
1.3124 |
|
0.618 |
1.3049 |
|
1.000 |
1.3003 |
|
1.618 |
1.2928 |
|
2.618 |
1.2807 |
|
4.250 |
1.2610 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3185 |
1.3206 |
| PP |
1.3178 |
1.3192 |
| S1 |
1.3171 |
1.3178 |
|