CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3258 |
1.3256 |
-0.0002 |
0.0% |
1.3205 |
| High |
1.3269 |
1.3292 |
0.0023 |
0.2% |
1.3280 |
| Low |
1.3226 |
1.3217 |
-0.0009 |
-0.1% |
1.3116 |
| Close |
1.3252 |
1.3242 |
-0.0010 |
-0.1% |
1.3272 |
| Range |
0.0043 |
0.0075 |
0.0032 |
74.4% |
0.0164 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
150 |
107 |
-43 |
-28.7% |
1,170 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3475 |
1.3434 |
1.3283 |
|
| R3 |
1.3400 |
1.3359 |
1.3263 |
|
| R2 |
1.3325 |
1.3325 |
1.3256 |
|
| R1 |
1.3284 |
1.3284 |
1.3249 |
1.3267 |
| PP |
1.3250 |
1.3250 |
1.3250 |
1.3242 |
| S1 |
1.3209 |
1.3209 |
1.3235 |
1.3192 |
| S2 |
1.3175 |
1.3175 |
1.3228 |
|
| S3 |
1.3100 |
1.3134 |
1.3221 |
|
| S4 |
1.3025 |
1.3059 |
1.3201 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3657 |
1.3362 |
|
| R3 |
1.3551 |
1.3493 |
1.3317 |
|
| R2 |
1.3387 |
1.3387 |
1.3302 |
|
| R1 |
1.3329 |
1.3329 |
1.3287 |
1.3358 |
| PP |
1.3223 |
1.3223 |
1.3223 |
1.3237 |
| S1 |
1.3165 |
1.3165 |
1.3257 |
1.3194 |
| S2 |
1.3059 |
1.3059 |
1.3242 |
|
| S3 |
1.2895 |
1.3001 |
1.3227 |
|
| S4 |
1.2731 |
1.2837 |
1.3182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3292 |
1.3175 |
0.0117 |
0.9% |
0.0067 |
0.5% |
57% |
True |
False |
172 |
| 10 |
1.3292 |
1.3073 |
0.0219 |
1.7% |
0.0074 |
0.6% |
77% |
True |
False |
264 |
| 20 |
1.3292 |
1.3018 |
0.0274 |
2.1% |
0.0082 |
0.6% |
82% |
True |
False |
204 |
| 40 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0085 |
0.6% |
59% |
False |
False |
146 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.6% |
0.0077 |
0.6% |
46% |
False |
False |
103 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0065 |
0.5% |
68% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3611 |
|
2.618 |
1.3488 |
|
1.618 |
1.3413 |
|
1.000 |
1.3367 |
|
0.618 |
1.3338 |
|
HIGH |
1.3292 |
|
0.618 |
1.3263 |
|
0.500 |
1.3255 |
|
0.382 |
1.3246 |
|
LOW |
1.3217 |
|
0.618 |
1.3171 |
|
1.000 |
1.3142 |
|
1.618 |
1.3096 |
|
2.618 |
1.3021 |
|
4.250 |
1.2898 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3255 |
1.3239 |
| PP |
1.3250 |
1.3236 |
| S1 |
1.3246 |
1.3234 |
|