CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2605 |
1.2550 |
-0.0055 |
-0.4% |
1.2800 |
| High |
1.2632 |
1.2606 |
-0.0026 |
-0.2% |
1.2838 |
| Low |
1.2529 |
1.2518 |
-0.0011 |
-0.1% |
1.2518 |
| Close |
1.2537 |
1.2528 |
-0.0009 |
-0.1% |
1.2528 |
| Range |
0.0103 |
0.0088 |
-0.0015 |
-14.6% |
0.0320 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,220 |
1,087 |
-133 |
-10.9% |
4,339 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2815 |
1.2759 |
1.2576 |
|
| R3 |
1.2727 |
1.2671 |
1.2552 |
|
| R2 |
1.2639 |
1.2639 |
1.2544 |
|
| R1 |
1.2583 |
1.2583 |
1.2536 |
1.2567 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2543 |
| S1 |
1.2495 |
1.2495 |
1.2520 |
1.2479 |
| S2 |
1.2463 |
1.2463 |
1.2512 |
|
| S3 |
1.2375 |
1.2407 |
1.2504 |
|
| S4 |
1.2287 |
1.2319 |
1.2480 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3378 |
1.2704 |
|
| R3 |
1.3268 |
1.3058 |
1.2616 |
|
| R2 |
1.2948 |
1.2948 |
1.2587 |
|
| R1 |
1.2738 |
1.2738 |
1.2557 |
1.2683 |
| PP |
1.2628 |
1.2628 |
1.2628 |
1.2601 |
| S1 |
1.2418 |
1.2418 |
1.2499 |
1.2363 |
| S2 |
1.2308 |
1.2308 |
1.2469 |
|
| S3 |
1.1988 |
1.2098 |
1.2440 |
|
| S4 |
1.1668 |
1.1778 |
1.2352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2838 |
1.2518 |
0.0320 |
2.6% |
0.0116 |
0.9% |
3% |
False |
True |
867 |
| 10 |
1.2906 |
1.2518 |
0.0388 |
3.1% |
0.0108 |
0.9% |
3% |
False |
True |
869 |
| 20 |
1.3292 |
1.2518 |
0.0774 |
6.2% |
0.0089 |
0.7% |
1% |
False |
True |
573 |
| 40 |
1.3390 |
1.2518 |
0.0872 |
7.0% |
0.0089 |
0.7% |
1% |
False |
True |
390 |
| 60 |
1.3396 |
1.2518 |
0.0878 |
7.0% |
0.0086 |
0.7% |
1% |
False |
True |
284 |
| 80 |
1.3500 |
1.2518 |
0.0982 |
7.8% |
0.0079 |
0.6% |
1% |
False |
True |
218 |
| 100 |
1.3500 |
1.2518 |
0.0982 |
7.8% |
0.0069 |
0.5% |
1% |
False |
True |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2980 |
|
2.618 |
1.2836 |
|
1.618 |
1.2748 |
|
1.000 |
1.2694 |
|
0.618 |
1.2660 |
|
HIGH |
1.2606 |
|
0.618 |
1.2572 |
|
0.500 |
1.2562 |
|
0.382 |
1.2552 |
|
LOW |
1.2518 |
|
0.618 |
1.2464 |
|
1.000 |
1.2430 |
|
1.618 |
1.2376 |
|
2.618 |
1.2288 |
|
4.250 |
1.2144 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2562 |
1.2606 |
| PP |
1.2551 |
1.2580 |
| S1 |
1.2539 |
1.2554 |
|