CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2900 |
1.2843 |
-0.0057 |
-0.4% |
1.3039 |
| High |
1.2906 |
1.2875 |
-0.0031 |
-0.2% |
1.3072 |
| Low |
1.2838 |
1.2736 |
-0.0102 |
-0.8% |
1.2925 |
| Close |
1.2857 |
1.2748 |
-0.0109 |
-0.8% |
1.2934 |
| Range |
0.0068 |
0.0139 |
0.0071 |
104.4% |
0.0147 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.7% |
0.0000 |
| Volume |
250 |
1,018 |
768 |
307.2% |
2,069 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3203 |
1.3115 |
1.2824 |
|
| R3 |
1.3064 |
1.2976 |
1.2786 |
|
| R2 |
1.2925 |
1.2925 |
1.2773 |
|
| R1 |
1.2837 |
1.2837 |
1.2761 |
1.2812 |
| PP |
1.2786 |
1.2786 |
1.2786 |
1.2774 |
| S1 |
1.2698 |
1.2698 |
1.2735 |
1.2673 |
| S2 |
1.2647 |
1.2647 |
1.2723 |
|
| S3 |
1.2508 |
1.2559 |
1.2710 |
|
| S4 |
1.2369 |
1.2420 |
1.2672 |
|
|
| 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 |
1.3010 |
1.2736 |
0.0274 |
2.1% |
0.0074 |
0.6% |
4% |
False |
True |
511 |
| 10 |
1.3242 |
1.2736 |
0.0506 |
4.0% |
0.0080 |
0.6% |
2% |
False |
True |
378 |
| 20 |
1.3292 |
1.2736 |
0.0556 |
4.4% |
0.0077 |
0.6% |
2% |
False |
True |
321 |
| 40 |
1.3396 |
1.2736 |
0.0660 |
5.2% |
0.0085 |
0.7% |
2% |
False |
True |
224 |
| 60 |
1.3500 |
1.2736 |
0.0764 |
6.0% |
0.0080 |
0.6% |
2% |
False |
True |
164 |
| 80 |
1.3500 |
1.2736 |
0.0764 |
6.0% |
0.0073 |
0.6% |
2% |
False |
True |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3466 |
|
2.618 |
1.3239 |
|
1.618 |
1.3100 |
|
1.000 |
1.3014 |
|
0.618 |
1.2961 |
|
HIGH |
1.2875 |
|
0.618 |
1.2822 |
|
0.500 |
1.2806 |
|
0.382 |
1.2789 |
|
LOW |
1.2736 |
|
0.618 |
1.2650 |
|
1.000 |
1.2597 |
|
1.618 |
1.2511 |
|
2.618 |
1.2372 |
|
4.250 |
1.2145 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2806 |
1.2850 |
| PP |
1.2786 |
1.2816 |
| S1 |
1.2767 |
1.2782 |
|