CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2755 |
0.0055 |
0.4% |
1.2888 |
| High |
1.2795 |
1.2833 |
0.0038 |
0.3% |
1.2888 |
| Low |
1.2698 |
1.2755 |
0.0057 |
0.4% |
1.2698 |
| Close |
1.2771 |
1.2820 |
0.0049 |
0.4% |
1.2771 |
| Range |
0.0097 |
0.0078 |
-0.0019 |
-19.6% |
0.0190 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.3% |
0.0000 |
| Volume |
30 |
26 |
-4 |
-13.3% |
341 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3037 |
1.3006 |
1.2863 |
|
| R3 |
1.2959 |
1.2928 |
1.2841 |
|
| R2 |
1.2881 |
1.2881 |
1.2834 |
|
| R1 |
1.2850 |
1.2850 |
1.2827 |
1.2866 |
| PP |
1.2803 |
1.2803 |
1.2803 |
1.2810 |
| S1 |
1.2772 |
1.2772 |
1.2813 |
1.2788 |
| S2 |
1.2725 |
1.2725 |
1.2806 |
|
| S3 |
1.2647 |
1.2694 |
1.2799 |
|
| S4 |
1.2569 |
1.2616 |
1.2777 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3253 |
1.2876 |
|
| R3 |
1.3166 |
1.3063 |
1.2823 |
|
| R2 |
1.2976 |
1.2976 |
1.2806 |
|
| R1 |
1.2873 |
1.2873 |
1.2788 |
1.2830 |
| PP |
1.2786 |
1.2786 |
1.2786 |
1.2764 |
| S1 |
1.2683 |
1.2683 |
1.2754 |
1.2640 |
| S2 |
1.2596 |
1.2596 |
1.2736 |
|
| S3 |
1.2406 |
1.2493 |
1.2719 |
|
| S4 |
1.2216 |
1.2303 |
1.2667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2847 |
1.2698 |
0.0149 |
1.2% |
0.0079 |
0.6% |
82% |
False |
False |
73 |
| 10 |
1.3054 |
1.2698 |
0.0356 |
2.8% |
0.0056 |
0.4% |
34% |
False |
False |
59 |
| 20 |
1.3300 |
1.2698 |
0.0602 |
4.7% |
0.0049 |
0.4% |
20% |
False |
False |
38 |
| 40 |
1.3356 |
1.2698 |
0.0658 |
5.1% |
0.0032 |
0.2% |
19% |
False |
False |
22 |
| 60 |
1.3484 |
1.2698 |
0.0786 |
6.1% |
0.0030 |
0.2% |
16% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3165 |
|
2.618 |
1.3037 |
|
1.618 |
1.2959 |
|
1.000 |
1.2911 |
|
0.618 |
1.2881 |
|
HIGH |
1.2833 |
|
0.618 |
1.2803 |
|
0.500 |
1.2794 |
|
0.382 |
1.2785 |
|
LOW |
1.2755 |
|
0.618 |
1.2707 |
|
1.000 |
1.2677 |
|
1.618 |
1.2629 |
|
2.618 |
1.2551 |
|
4.250 |
1.2424 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2811 |
1.2802 |
| PP |
1.2803 |
1.2784 |
| S1 |
1.2794 |
1.2766 |
|