CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3156 |
1.3039 |
-0.0117 |
-0.9% |
1.3258 |
| High |
1.3186 |
1.3072 |
-0.0114 |
-0.9% |
1.3292 |
| Low |
1.3094 |
1.2980 |
-0.0114 |
-0.9% |
1.3094 |
| Close |
1.3098 |
1.3064 |
-0.0034 |
-0.3% |
1.3098 |
| Range |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0198 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.6% |
0.0000 |
| Volume |
204 |
231 |
27 |
13.2% |
709 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3315 |
1.3281 |
1.3115 |
|
| R3 |
1.3223 |
1.3189 |
1.3089 |
|
| R2 |
1.3131 |
1.3131 |
1.3081 |
|
| R1 |
1.3097 |
1.3097 |
1.3072 |
1.3114 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3047 |
| S1 |
1.3005 |
1.3005 |
1.3056 |
1.3022 |
| S2 |
1.2947 |
1.2947 |
1.3047 |
|
| S3 |
1.2855 |
1.2913 |
1.3039 |
|
| S4 |
1.2763 |
1.2821 |
1.3013 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3755 |
1.3625 |
1.3207 |
|
| R3 |
1.3557 |
1.3427 |
1.3152 |
|
| R2 |
1.3359 |
1.3359 |
1.3134 |
|
| R1 |
1.3229 |
1.3229 |
1.3116 |
1.3195 |
| PP |
1.3161 |
1.3161 |
1.3161 |
1.3145 |
| S1 |
1.3031 |
1.3031 |
1.3080 |
1.2997 |
| S2 |
1.2963 |
1.2963 |
1.3062 |
|
| S3 |
1.2765 |
1.2833 |
1.3044 |
|
| S4 |
1.2567 |
1.2635 |
1.2989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3292 |
1.2980 |
0.0312 |
2.4% |
0.0089 |
0.7% |
27% |
False |
True |
158 |
| 10 |
1.3292 |
1.2980 |
0.0312 |
2.4% |
0.0078 |
0.6% |
27% |
False |
True |
180 |
| 20 |
1.3292 |
1.2980 |
0.0312 |
2.4% |
0.0083 |
0.6% |
27% |
False |
True |
215 |
| 40 |
1.3396 |
1.2980 |
0.0416 |
3.2% |
0.0087 |
0.7% |
20% |
False |
True |
160 |
| 60 |
1.3500 |
1.2980 |
0.0520 |
4.0% |
0.0080 |
0.6% |
16% |
False |
True |
114 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.2% |
0.0069 |
0.5% |
46% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3463 |
|
2.618 |
1.3313 |
|
1.618 |
1.3221 |
|
1.000 |
1.3164 |
|
0.618 |
1.3129 |
|
HIGH |
1.3072 |
|
0.618 |
1.3037 |
|
0.500 |
1.3026 |
|
0.382 |
1.3015 |
|
LOW |
1.2980 |
|
0.618 |
1.2923 |
|
1.000 |
1.2888 |
|
1.618 |
1.2831 |
|
2.618 |
1.2739 |
|
4.250 |
1.2589 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3085 |
| PP |
1.3039 |
1.3078 |
| S1 |
1.3026 |
1.3071 |
|