CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2735 |
1.2698 |
-0.0037 |
-0.3% |
1.2900 |
| High |
1.2763 |
1.2802 |
0.0039 |
0.3% |
1.2906 |
| Low |
1.2685 |
1.2658 |
-0.0027 |
-0.2% |
1.2658 |
| Close |
1.2727 |
1.2752 |
0.0025 |
0.2% |
1.2752 |
| Range |
0.0078 |
0.0144 |
0.0066 |
84.6% |
0.0248 |
| ATR |
0.0086 |
0.0090 |
0.0004 |
4.8% |
0.0000 |
| Volume |
838 |
1,125 |
287 |
34.2% |
4,356 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3105 |
1.2831 |
|
| R3 |
1.3025 |
1.2961 |
1.2792 |
|
| R2 |
1.2881 |
1.2881 |
1.2778 |
|
| R1 |
1.2817 |
1.2817 |
1.2765 |
1.2849 |
| PP |
1.2737 |
1.2737 |
1.2737 |
1.2754 |
| S1 |
1.2673 |
1.2673 |
1.2739 |
1.2705 |
| S2 |
1.2593 |
1.2593 |
1.2726 |
|
| S3 |
1.2449 |
1.2529 |
1.2712 |
|
| S4 |
1.2305 |
1.2385 |
1.2673 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3516 |
1.3382 |
1.2888 |
|
| R3 |
1.3268 |
1.3134 |
1.2820 |
|
| R2 |
1.3020 |
1.3020 |
1.2797 |
|
| R1 |
1.2886 |
1.2886 |
1.2775 |
1.2829 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2744 |
| S1 |
1.2638 |
1.2638 |
1.2729 |
1.2581 |
| S2 |
1.2524 |
1.2524 |
1.2707 |
|
| S3 |
1.2276 |
1.2390 |
1.2684 |
|
| S4 |
1.2028 |
1.2142 |
1.2616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2906 |
1.2658 |
0.0248 |
1.9% |
0.0100 |
0.8% |
38% |
False |
True |
871 |
| 10 |
1.3072 |
1.2658 |
0.0414 |
3.2% |
0.0081 |
0.6% |
23% |
False |
True |
642 |
| 20 |
1.3292 |
1.2658 |
0.0634 |
5.0% |
0.0079 |
0.6% |
15% |
False |
True |
415 |
| 40 |
1.3396 |
1.2658 |
0.0738 |
5.8% |
0.0085 |
0.7% |
13% |
False |
True |
293 |
| 60 |
1.3493 |
1.2658 |
0.0835 |
6.5% |
0.0082 |
0.6% |
11% |
False |
True |
214 |
| 80 |
1.3500 |
1.2658 |
0.0842 |
6.6% |
0.0074 |
0.6% |
11% |
False |
True |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3414 |
|
2.618 |
1.3179 |
|
1.618 |
1.3035 |
|
1.000 |
1.2946 |
|
0.618 |
1.2891 |
|
HIGH |
1.2802 |
|
0.618 |
1.2747 |
|
0.500 |
1.2730 |
|
0.382 |
1.2713 |
|
LOW |
1.2658 |
|
0.618 |
1.2569 |
|
1.000 |
1.2514 |
|
1.618 |
1.2425 |
|
2.618 |
1.2281 |
|
4.250 |
1.2046 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2745 |
1.2745 |
| PP |
1.2737 |
1.2737 |
| S1 |
1.2730 |
1.2730 |
|