CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3285 |
1.3300 |
0.0015 |
0.1% |
1.3175 |
| High |
1.3285 |
1.3300 |
0.0015 |
0.1% |
1.3285 |
| Low |
1.3267 |
1.3235 |
-0.0032 |
-0.2% |
1.3171 |
| Close |
1.3267 |
1.3256 |
-0.0011 |
-0.1% |
1.3285 |
| Range |
0.0018 |
0.0065 |
0.0047 |
261.1% |
0.0114 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0000 |
| Volume |
7 |
3 |
-4 |
-57.1% |
74 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3459 |
1.3422 |
1.3292 |
|
| R3 |
1.3394 |
1.3357 |
1.3274 |
|
| R2 |
1.3329 |
1.3329 |
1.3268 |
|
| R1 |
1.3292 |
1.3292 |
1.3262 |
1.3278 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3257 |
| S1 |
1.3227 |
1.3227 |
1.3250 |
1.3213 |
| S2 |
1.3199 |
1.3199 |
1.3244 |
|
| S3 |
1.3134 |
1.3162 |
1.3238 |
|
| S4 |
1.3069 |
1.3097 |
1.3220 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3551 |
1.3348 |
|
| R3 |
1.3475 |
1.3437 |
1.3316 |
|
| R2 |
1.3361 |
1.3361 |
1.3306 |
|
| R1 |
1.3323 |
1.3323 |
1.3295 |
1.3342 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3257 |
| S1 |
1.3209 |
1.3209 |
1.3275 |
1.3228 |
| S2 |
1.3133 |
1.3133 |
1.3264 |
|
| S3 |
1.3019 |
1.3095 |
1.3254 |
|
| S4 |
1.2905 |
1.2981 |
1.3222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3300 |
1.3225 |
0.0075 |
0.6% |
0.0034 |
0.3% |
41% |
True |
False |
13 |
| 10 |
1.3300 |
1.3114 |
0.0186 |
1.4% |
0.0029 |
0.2% |
76% |
True |
False |
8 |
| 20 |
1.3300 |
1.3075 |
0.0225 |
1.7% |
0.0022 |
0.2% |
80% |
True |
False |
7 |
| 40 |
1.3364 |
1.3046 |
0.0318 |
2.4% |
0.0019 |
0.1% |
66% |
False |
False |
6 |
| 60 |
1.3491 |
1.3046 |
0.0445 |
3.4% |
0.0022 |
0.2% |
47% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3576 |
|
2.618 |
1.3470 |
|
1.618 |
1.3405 |
|
1.000 |
1.3365 |
|
0.618 |
1.3340 |
|
HIGH |
1.3300 |
|
0.618 |
1.3275 |
|
0.500 |
1.3268 |
|
0.382 |
1.3260 |
|
LOW |
1.3235 |
|
0.618 |
1.3195 |
|
1.000 |
1.3170 |
|
1.618 |
1.3130 |
|
2.618 |
1.3065 |
|
4.250 |
1.2959 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3268 |
1.3268 |
| PP |
1.3264 |
1.3264 |
| S1 |
1.3260 |
1.3260 |
|