CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2995 |
1.2943 |
-0.0052 |
-0.4% |
1.3258 |
| High |
1.3010 |
1.2989 |
-0.0021 |
-0.2% |
1.3292 |
| Low |
1.2930 |
1.2943 |
0.0013 |
0.1% |
1.3094 |
| Close |
1.2959 |
1.2964 |
0.0005 |
0.0% |
1.3098 |
| Range |
0.0080 |
0.0046 |
-0.0034 |
-42.5% |
0.0198 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
387 |
501 |
114 |
29.5% |
709 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3103 |
1.3080 |
1.2989 |
|
| R3 |
1.3057 |
1.3034 |
1.2977 |
|
| R2 |
1.3011 |
1.3011 |
1.2972 |
|
| R1 |
1.2988 |
1.2988 |
1.2968 |
1.3000 |
| PP |
1.2965 |
1.2965 |
1.2965 |
1.2971 |
| S1 |
1.2942 |
1.2942 |
1.2960 |
1.2954 |
| S2 |
1.2919 |
1.2919 |
1.2956 |
|
| S3 |
1.2873 |
1.2896 |
1.2951 |
|
| S4 |
1.2827 |
1.2850 |
1.2939 |
|
|
| 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 |
1.3186 |
1.2930 |
0.0256 |
2.0% |
0.0073 |
0.6% |
13% |
False |
False |
374 |
| 10 |
1.3292 |
1.2930 |
0.0362 |
2.8% |
0.0078 |
0.6% |
9% |
False |
False |
285 |
| 20 |
1.3292 |
1.2930 |
0.0362 |
2.8% |
0.0080 |
0.6% |
9% |
False |
False |
266 |
| 40 |
1.3396 |
1.2930 |
0.0466 |
3.6% |
0.0086 |
0.7% |
7% |
False |
False |
193 |
| 60 |
1.3500 |
1.2930 |
0.0570 |
4.4% |
0.0080 |
0.6% |
6% |
False |
False |
138 |
| 80 |
1.3500 |
1.2930 |
0.0570 |
4.4% |
0.0070 |
0.5% |
6% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3185 |
|
2.618 |
1.3109 |
|
1.618 |
1.3063 |
|
1.000 |
1.3035 |
|
0.618 |
1.3017 |
|
HIGH |
1.2989 |
|
0.618 |
1.2971 |
|
0.500 |
1.2966 |
|
0.382 |
1.2961 |
|
LOW |
1.2943 |
|
0.618 |
1.2915 |
|
1.000 |
1.2897 |
|
1.618 |
1.2869 |
|
2.618 |
1.2823 |
|
4.250 |
1.2748 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2966 |
1.2990 |
| PP |
1.2965 |
1.2981 |
| S1 |
1.2965 |
1.2973 |
|