CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2752 |
-0.0003 |
0.0% |
1.3050 |
| High |
1.2783 |
1.2785 |
0.0002 |
0.0% |
1.3077 |
| Low |
1.2715 |
1.2720 |
0.0005 |
0.0% |
1.2948 |
| Close |
1.2755 |
1.2747 |
-0.0008 |
-0.1% |
1.2950 |
| Range |
0.0068 |
0.0065 |
-0.0003 |
-4.4% |
0.0129 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
| Volume |
263 |
32 |
-231 |
-87.8% |
235 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2946 |
1.2911 |
1.2783 |
|
| R3 |
1.2881 |
1.2846 |
1.2765 |
|
| R2 |
1.2816 |
1.2816 |
1.2759 |
|
| R1 |
1.2781 |
1.2781 |
1.2753 |
1.2766 |
| PP |
1.2751 |
1.2751 |
1.2751 |
1.2743 |
| S1 |
1.2716 |
1.2716 |
1.2741 |
1.2701 |
| S2 |
1.2686 |
1.2686 |
1.2735 |
|
| S3 |
1.2621 |
1.2651 |
1.2729 |
|
| S4 |
1.2556 |
1.2586 |
1.2711 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3379 |
1.3293 |
1.3021 |
|
| R3 |
1.3250 |
1.3164 |
1.2985 |
|
| R2 |
1.3121 |
1.3121 |
1.2974 |
|
| R1 |
1.3035 |
1.3035 |
1.2962 |
1.3014 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.2981 |
| S1 |
1.2906 |
1.2906 |
1.2938 |
1.2885 |
| S2 |
1.2863 |
1.2863 |
1.2926 |
|
| S3 |
1.2734 |
1.2777 |
1.2915 |
|
| S4 |
1.2605 |
1.2648 |
1.2879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2950 |
1.2715 |
0.0235 |
1.8% |
0.0054 |
0.4% |
14% |
False |
False |
63 |
| 10 |
1.3181 |
1.2715 |
0.0466 |
3.7% |
0.0052 |
0.4% |
7% |
False |
False |
62 |
| 20 |
1.3300 |
1.2715 |
0.0585 |
4.6% |
0.0041 |
0.3% |
5% |
False |
False |
36 |
| 40 |
1.3364 |
1.2715 |
0.0649 |
5.1% |
0.0030 |
0.2% |
5% |
False |
False |
20 |
| 60 |
1.3491 |
1.2715 |
0.0776 |
6.1% |
0.0027 |
0.2% |
4% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3061 |
|
2.618 |
1.2955 |
|
1.618 |
1.2890 |
|
1.000 |
1.2850 |
|
0.618 |
1.2825 |
|
HIGH |
1.2785 |
|
0.618 |
1.2760 |
|
0.500 |
1.2753 |
|
0.382 |
1.2745 |
|
LOW |
1.2720 |
|
0.618 |
1.2680 |
|
1.000 |
1.2655 |
|
1.618 |
1.2615 |
|
2.618 |
1.2550 |
|
4.250 |
1.2444 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2753 |
1.2781 |
| PP |
1.2751 |
1.2770 |
| S1 |
1.2749 |
1.2758 |
|