CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3190 |
1.3161 |
-0.0029 |
-0.2% |
1.3285 |
| High |
1.3190 |
1.3181 |
-0.0009 |
-0.1% |
1.3300 |
| Low |
1.3167 |
1.3110 |
-0.0057 |
-0.4% |
1.3110 |
| Close |
1.3173 |
1.3110 |
-0.0063 |
-0.5% |
1.3110 |
| Range |
0.0023 |
0.0071 |
0.0048 |
208.7% |
0.0190 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.8% |
0.0000 |
| Volume |
3 |
80 |
77 |
2,566.7% |
99 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3299 |
1.3149 |
|
| R3 |
1.3276 |
1.3228 |
1.3130 |
|
| R2 |
1.3205 |
1.3205 |
1.3123 |
|
| R1 |
1.3157 |
1.3157 |
1.3117 |
1.3146 |
| PP |
1.3134 |
1.3134 |
1.3134 |
1.3128 |
| S1 |
1.3086 |
1.3086 |
1.3103 |
1.3075 |
| S2 |
1.3063 |
1.3063 |
1.3097 |
|
| S3 |
1.2992 |
1.3015 |
1.3090 |
|
| S4 |
1.2921 |
1.2944 |
1.3071 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3743 |
1.3617 |
1.3215 |
|
| R3 |
1.3553 |
1.3427 |
1.3162 |
|
| R2 |
1.3363 |
1.3363 |
1.3145 |
|
| R1 |
1.3237 |
1.3237 |
1.3127 |
1.3205 |
| PP |
1.3173 |
1.3173 |
1.3173 |
1.3158 |
| S1 |
1.3047 |
1.3047 |
1.3093 |
1.3015 |
| S2 |
1.2983 |
1.2983 |
1.3075 |
|
| S3 |
1.2793 |
1.2857 |
1.3058 |
|
| S4 |
1.2603 |
1.2667 |
1.3006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3300 |
1.3110 |
0.0190 |
1.4% |
0.0045 |
0.3% |
0% |
False |
True |
19 |
| 10 |
1.3300 |
1.3110 |
0.0190 |
1.4% |
0.0036 |
0.3% |
0% |
False |
True |
17 |
| 20 |
1.3300 |
1.3092 |
0.0208 |
1.6% |
0.0026 |
0.2% |
9% |
False |
False |
10 |
| 40 |
1.3364 |
1.3046 |
0.0318 |
2.4% |
0.0022 |
0.2% |
20% |
False |
False |
8 |
| 60 |
1.3491 |
1.3046 |
0.0445 |
3.4% |
0.0022 |
0.2% |
14% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3483 |
|
2.618 |
1.3367 |
|
1.618 |
1.3296 |
|
1.000 |
1.3252 |
|
0.618 |
1.3225 |
|
HIGH |
1.3181 |
|
0.618 |
1.3154 |
|
0.500 |
1.3146 |
|
0.382 |
1.3137 |
|
LOW |
1.3110 |
|
0.618 |
1.3066 |
|
1.000 |
1.3039 |
|
1.618 |
1.2995 |
|
2.618 |
1.2924 |
|
4.250 |
1.2808 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3146 |
1.3172 |
| PP |
1.3134 |
1.3151 |
| S1 |
1.3122 |
1.3131 |
|