CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2940 |
1.2900 |
-0.0040 |
-0.3% |
1.3039 |
| High |
1.2964 |
1.2906 |
-0.0058 |
-0.4% |
1.3072 |
| Low |
1.2925 |
1.2838 |
-0.0087 |
-0.7% |
1.2925 |
| Close |
1.2934 |
1.2857 |
-0.0077 |
-0.6% |
1.2934 |
| Range |
0.0039 |
0.0068 |
0.0029 |
74.4% |
0.0147 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0000 |
| Volume |
400 |
250 |
-150 |
-37.5% |
2,069 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3071 |
1.3032 |
1.2894 |
|
| R3 |
1.3003 |
1.2964 |
1.2876 |
|
| R2 |
1.2935 |
1.2935 |
1.2869 |
|
| R1 |
1.2896 |
1.2896 |
1.2863 |
1.2882 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2860 |
| S1 |
1.2828 |
1.2828 |
1.2851 |
1.2814 |
| S2 |
1.2799 |
1.2799 |
1.2845 |
|
| S3 |
1.2731 |
1.2760 |
1.2838 |
|
| S4 |
1.2663 |
1.2692 |
1.2820 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3418 |
1.3323 |
1.3015 |
|
| R3 |
1.3271 |
1.3176 |
1.2974 |
|
| R2 |
1.3124 |
1.3124 |
1.2961 |
|
| R1 |
1.3029 |
1.3029 |
1.2947 |
1.3003 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.2964 |
| S1 |
1.2882 |
1.2882 |
1.2921 |
1.2856 |
| S2 |
1.2830 |
1.2830 |
1.2907 |
|
| S3 |
1.2683 |
1.2735 |
1.2894 |
|
| S4 |
1.2536 |
1.2588 |
1.2853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3050 |
1.2838 |
0.0212 |
1.6% |
0.0058 |
0.4% |
9% |
False |
True |
417 |
| 10 |
1.3292 |
1.2838 |
0.0454 |
3.5% |
0.0073 |
0.6% |
4% |
False |
True |
287 |
| 20 |
1.3292 |
1.2838 |
0.0454 |
3.5% |
0.0073 |
0.6% |
4% |
False |
True |
284 |
| 40 |
1.3396 |
1.2838 |
0.0558 |
4.3% |
0.0082 |
0.6% |
3% |
False |
True |
200 |
| 60 |
1.3500 |
1.2838 |
0.0662 |
5.1% |
0.0078 |
0.6% |
3% |
False |
True |
148 |
| 80 |
1.3500 |
1.2838 |
0.0662 |
5.1% |
0.0072 |
0.6% |
3% |
False |
True |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3195 |
|
2.618 |
1.3084 |
|
1.618 |
1.3016 |
|
1.000 |
1.2974 |
|
0.618 |
1.2948 |
|
HIGH |
1.2906 |
|
0.618 |
1.2880 |
|
0.500 |
1.2872 |
|
0.382 |
1.2864 |
|
LOW |
1.2838 |
|
0.618 |
1.2796 |
|
1.000 |
1.2770 |
|
1.618 |
1.2728 |
|
2.618 |
1.2660 |
|
4.250 |
1.2549 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2872 |
1.2914 |
| PP |
1.2867 |
1.2895 |
| S1 |
1.2862 |
1.2876 |
|