CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2821 |
0.0021 |
0.2% |
1.2900 |
| High |
1.2838 |
1.2824 |
-0.0014 |
-0.1% |
1.2906 |
| Low |
1.2739 |
1.2671 |
-0.0068 |
-0.5% |
1.2658 |
| Close |
1.2802 |
1.2731 |
-0.0071 |
-0.6% |
1.2752 |
| Range |
0.0099 |
0.0153 |
0.0054 |
54.5% |
0.0248 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
4.9% |
0.0000 |
| Volume |
953 |
450 |
-503 |
-52.8% |
4,356 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3201 |
1.3119 |
1.2815 |
|
| R3 |
1.3048 |
1.2966 |
1.2773 |
|
| R2 |
1.2895 |
1.2895 |
1.2759 |
|
| R1 |
1.2813 |
1.2813 |
1.2745 |
1.2778 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2724 |
| S1 |
1.2660 |
1.2660 |
1.2717 |
1.2625 |
| S2 |
1.2589 |
1.2589 |
1.2703 |
|
| S3 |
1.2436 |
1.2507 |
1.2689 |
|
| S4 |
1.2283 |
1.2354 |
1.2647 |
|
|
| 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 |
1.2838 |
1.2658 |
0.0180 |
1.4% |
0.0109 |
0.9% |
41% |
False |
False |
898 |
| 10 |
1.3010 |
1.2658 |
0.0352 |
2.8% |
0.0092 |
0.7% |
21% |
False |
False |
704 |
| 20 |
1.3292 |
1.2658 |
0.0634 |
5.0% |
0.0084 |
0.7% |
12% |
False |
False |
457 |
| 40 |
1.3390 |
1.2658 |
0.0732 |
5.7% |
0.0086 |
0.7% |
10% |
False |
False |
324 |
| 60 |
1.3450 |
1.2658 |
0.0792 |
6.2% |
0.0084 |
0.7% |
9% |
False |
False |
237 |
| 80 |
1.3500 |
1.2658 |
0.0842 |
6.6% |
0.0077 |
0.6% |
9% |
False |
False |
181 |
| 100 |
1.3500 |
1.2658 |
0.0842 |
6.6% |
0.0066 |
0.5% |
9% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3474 |
|
2.618 |
1.3225 |
|
1.618 |
1.3072 |
|
1.000 |
1.2977 |
|
0.618 |
1.2919 |
|
HIGH |
1.2824 |
|
0.618 |
1.2766 |
|
0.500 |
1.2748 |
|
0.382 |
1.2729 |
|
LOW |
1.2671 |
|
0.618 |
1.2576 |
|
1.000 |
1.2518 |
|
1.618 |
1.2423 |
|
2.618 |
1.2270 |
|
4.250 |
1.2021 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2748 |
1.2748 |
| PP |
1.2742 |
1.2742 |
| S1 |
1.2737 |
1.2737 |
|