CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2847 |
1.2742 |
-0.0105 |
-0.8% |
1.2871 |
| High |
1.2847 |
1.2775 |
-0.0072 |
-0.6% |
1.2895 |
| Low |
1.2847 |
1.2742 |
-0.0105 |
-0.8% |
1.2736 |
| Close |
1.2847 |
1.2775 |
-0.0072 |
-0.6% |
1.2798 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0159 |
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
23 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2863 |
1.2852 |
1.2793 |
|
| R3 |
1.2830 |
1.2819 |
1.2784 |
|
| R2 |
1.2797 |
1.2797 |
1.2781 |
|
| R1 |
1.2786 |
1.2786 |
1.2778 |
1.2792 |
| PP |
1.2764 |
1.2764 |
1.2764 |
1.2767 |
| S1 |
1.2753 |
1.2753 |
1.2772 |
1.2759 |
| S2 |
1.2731 |
1.2731 |
1.2769 |
|
| S3 |
1.2698 |
1.2720 |
1.2766 |
|
| S4 |
1.2665 |
1.2687 |
1.2757 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3287 |
1.3201 |
1.2885 |
|
| R3 |
1.3128 |
1.3042 |
1.2842 |
|
| R2 |
1.2969 |
1.2969 |
1.2827 |
|
| R1 |
1.2883 |
1.2883 |
1.2813 |
1.2847 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2791 |
| S1 |
1.2724 |
1.2724 |
1.2783 |
1.2688 |
| S2 |
1.2651 |
1.2651 |
1.2769 |
|
| S3 |
1.2492 |
1.2565 |
1.2754 |
|
| S4 |
1.2333 |
1.2406 |
1.2711 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2915 |
|
2.618 |
1.2861 |
|
1.618 |
1.2828 |
|
1.000 |
1.2808 |
|
0.618 |
1.2795 |
|
HIGH |
1.2775 |
|
0.618 |
1.2762 |
|
0.500 |
1.2759 |
|
0.382 |
1.2755 |
|
LOW |
1.2742 |
|
0.618 |
1.2722 |
|
1.000 |
1.2709 |
|
1.618 |
1.2689 |
|
2.618 |
1.2656 |
|
4.250 |
1.2602 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2770 |
1.2795 |
| PP |
1.2764 |
1.2788 |
| S1 |
1.2759 |
1.2782 |
|