CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3242 |
1.3166 |
-0.0076 |
-0.6% |
1.3205 |
| High |
1.3242 |
1.3190 |
-0.0052 |
-0.4% |
1.3280 |
| Low |
1.3136 |
1.3110 |
-0.0026 |
-0.2% |
1.3116 |
| Close |
1.3173 |
1.3161 |
-0.0012 |
-0.1% |
1.3272 |
| Range |
0.0106 |
0.0080 |
-0.0026 |
-24.5% |
0.0164 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
80 |
168 |
88 |
110.0% |
1,170 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3394 |
1.3357 |
1.3205 |
|
| R3 |
1.3314 |
1.3277 |
1.3183 |
|
| R2 |
1.3234 |
1.3234 |
1.3176 |
|
| R1 |
1.3197 |
1.3197 |
1.3168 |
1.3176 |
| PP |
1.3154 |
1.3154 |
1.3154 |
1.3143 |
| S1 |
1.3117 |
1.3117 |
1.3154 |
1.3096 |
| S2 |
1.3074 |
1.3074 |
1.3146 |
|
| S3 |
1.2994 |
1.3037 |
1.3139 |
|
| S4 |
1.2914 |
1.2957 |
1.3117 |
|
|
| 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 |
1.3110 |
0.0182 |
1.4% |
0.0082 |
0.6% |
28% |
False |
True |
196 |
| 10 |
1.3292 |
1.3110 |
0.0182 |
1.4% |
0.0077 |
0.6% |
28% |
False |
True |
197 |
| 20 |
1.3292 |
1.3018 |
0.0274 |
2.1% |
0.0080 |
0.6% |
52% |
False |
False |
204 |
| 40 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0087 |
0.7% |
38% |
False |
False |
150 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.7% |
0.0077 |
0.6% |
30% |
False |
False |
107 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.2% |
0.0067 |
0.5% |
58% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3530 |
|
2.618 |
1.3399 |
|
1.618 |
1.3319 |
|
1.000 |
1.3270 |
|
0.618 |
1.3239 |
|
HIGH |
1.3190 |
|
0.618 |
1.3159 |
|
0.500 |
1.3150 |
|
0.382 |
1.3141 |
|
LOW |
1.3110 |
|
0.618 |
1.3061 |
|
1.000 |
1.3030 |
|
1.618 |
1.2981 |
|
2.618 |
1.2901 |
|
4.250 |
1.2770 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3157 |
1.3201 |
| PP |
1.3154 |
1.3188 |
| S1 |
1.3150 |
1.3174 |
|