CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2698 |
1.2800 |
0.0102 |
0.8% |
1.2900 |
| High |
1.2802 |
1.2838 |
0.0036 |
0.3% |
1.2906 |
| Low |
1.2658 |
1.2739 |
0.0081 |
0.6% |
1.2658 |
| Close |
1.2752 |
1.2802 |
0.0050 |
0.4% |
1.2752 |
| Range |
0.0144 |
0.0099 |
-0.0045 |
-31.3% |
0.0248 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,125 |
953 |
-172 |
-15.3% |
4,356 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.3045 |
1.2856 |
|
| R3 |
1.2991 |
1.2946 |
1.2829 |
|
| R2 |
1.2892 |
1.2892 |
1.2820 |
|
| R1 |
1.2847 |
1.2847 |
1.2811 |
1.2870 |
| PP |
1.2793 |
1.2793 |
1.2793 |
1.2804 |
| S1 |
1.2748 |
1.2748 |
1.2793 |
1.2771 |
| S2 |
1.2694 |
1.2694 |
1.2784 |
|
| S3 |
1.2595 |
1.2649 |
1.2775 |
|
| S4 |
1.2496 |
1.2550 |
1.2748 |
|
|
| 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 |
1.2875 |
1.2658 |
0.0217 |
1.7% |
0.0106 |
0.8% |
66% |
False |
False |
1,011 |
| 10 |
1.3050 |
1.2658 |
0.0392 |
3.1% |
0.0082 |
0.6% |
37% |
False |
False |
714 |
| 20 |
1.3292 |
1.2658 |
0.0634 |
5.0% |
0.0080 |
0.6% |
23% |
False |
False |
447 |
| 40 |
1.3396 |
1.2658 |
0.0738 |
5.8% |
0.0083 |
0.7% |
20% |
False |
False |
315 |
| 60 |
1.3493 |
1.2658 |
0.0835 |
6.5% |
0.0083 |
0.6% |
17% |
False |
False |
230 |
| 80 |
1.3500 |
1.2658 |
0.0842 |
6.6% |
0.0076 |
0.6% |
17% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3259 |
|
2.618 |
1.3097 |
|
1.618 |
1.2998 |
|
1.000 |
1.2937 |
|
0.618 |
1.2899 |
|
HIGH |
1.2838 |
|
0.618 |
1.2800 |
|
0.500 |
1.2789 |
|
0.382 |
1.2777 |
|
LOW |
1.2739 |
|
0.618 |
1.2678 |
|
1.000 |
1.2640 |
|
1.618 |
1.2579 |
|
2.618 |
1.2480 |
|
4.250 |
1.2318 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2798 |
1.2784 |
| PP |
1.2793 |
1.2766 |
| S1 |
1.2789 |
1.2748 |
|