CME Euro FX (E) Future September 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 |
1.3256 |
1.3242 |
-0.0014 |
-0.1% |
1.3205 |
| High |
1.3292 |
1.3242 |
-0.0050 |
-0.4% |
1.3280 |
| Low |
1.3217 |
1.3136 |
-0.0081 |
-0.6% |
1.3116 |
| Close |
1.3242 |
1.3173 |
-0.0069 |
-0.5% |
1.3272 |
| Range |
0.0075 |
0.0106 |
0.0031 |
41.3% |
0.0164 |
| ATR |
0.0085 |
0.0087 |
0.0001 |
1.8% |
0.0000 |
| Volume |
107 |
80 |
-27 |
-25.2% |
1,170 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3443 |
1.3231 |
|
| R3 |
1.3396 |
1.3337 |
1.3202 |
|
| R2 |
1.3290 |
1.3290 |
1.3192 |
|
| R1 |
1.3231 |
1.3231 |
1.3183 |
1.3208 |
| PP |
1.3184 |
1.3184 |
1.3184 |
1.3172 |
| S1 |
1.3125 |
1.3125 |
1.3163 |
1.3102 |
| S2 |
1.3078 |
1.3078 |
1.3154 |
|
| S3 |
1.2972 |
1.3019 |
1.3144 |
|
| S4 |
1.2866 |
1.2913 |
1.3115 |
|
|
| 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 |
1.3136 |
0.0156 |
1.2% |
0.0077 |
0.6% |
24% |
False |
True |
180 |
| 10 |
1.3292 |
1.3090 |
0.0202 |
1.5% |
0.0077 |
0.6% |
41% |
False |
False |
241 |
| 20 |
1.3292 |
1.3018 |
0.0274 |
2.1% |
0.0082 |
0.6% |
57% |
False |
False |
202 |
| 40 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0088 |
0.7% |
41% |
False |
False |
147 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.7% |
0.0077 |
0.6% |
32% |
False |
False |
104 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0066 |
0.5% |
60% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3693 |
|
2.618 |
1.3520 |
|
1.618 |
1.3414 |
|
1.000 |
1.3348 |
|
0.618 |
1.3308 |
|
HIGH |
1.3242 |
|
0.618 |
1.3202 |
|
0.500 |
1.3189 |
|
0.382 |
1.3176 |
|
LOW |
1.3136 |
|
0.618 |
1.3070 |
|
1.000 |
1.3030 |
|
1.618 |
1.2964 |
|
2.618 |
1.2858 |
|
4.250 |
1.2686 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3189 |
1.3214 |
| PP |
1.3184 |
1.3200 |
| S1 |
1.3178 |
1.3187 |
|