CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2580 |
1.2600 |
0.0020 |
0.2% |
1.2847 |
| High |
1.2580 |
1.2600 |
0.0020 |
0.2% |
1.2847 |
| Low |
1.2570 |
1.2541 |
-0.0029 |
-0.2% |
1.2570 |
| Close |
1.2570 |
1.2541 |
-0.0029 |
-0.2% |
1.2570 |
| Range |
0.0010 |
0.0059 |
0.0049 |
490.0% |
0.0277 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2738 |
1.2698 |
1.2573 |
|
| R3 |
1.2679 |
1.2639 |
1.2557 |
|
| R2 |
1.2620 |
1.2620 |
1.2552 |
|
| R1 |
1.2580 |
1.2580 |
1.2546 |
1.2571 |
| PP |
1.2561 |
1.2561 |
1.2561 |
1.2556 |
| S1 |
1.2521 |
1.2521 |
1.2536 |
1.2512 |
| S2 |
1.2502 |
1.2502 |
1.2530 |
|
| S3 |
1.2443 |
1.2462 |
1.2525 |
|
| S4 |
1.2384 |
1.2403 |
1.2509 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3309 |
1.2722 |
|
| R3 |
1.3216 |
1.3032 |
1.2646 |
|
| R2 |
1.2939 |
1.2939 |
1.2621 |
|
| R1 |
1.2755 |
1.2755 |
1.2595 |
1.2709 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2639 |
| S1 |
1.2478 |
1.2478 |
1.2545 |
1.2432 |
| S2 |
1.2385 |
1.2385 |
1.2519 |
|
| S3 |
1.2108 |
1.2201 |
1.2494 |
|
| S4 |
1.1831 |
1.1924 |
1.2418 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2851 |
|
2.618 |
1.2754 |
|
1.618 |
1.2695 |
|
1.000 |
1.2659 |
|
0.618 |
1.2636 |
|
HIGH |
1.2600 |
|
0.618 |
1.2577 |
|
0.500 |
1.2571 |
|
0.382 |
1.2564 |
|
LOW |
1.2541 |
|
0.618 |
1.2505 |
|
1.000 |
1.2482 |
|
1.618 |
1.2446 |
|
2.618 |
1.2387 |
|
4.250 |
1.2290 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2571 |
1.2585 |
| PP |
1.2561 |
1.2570 |
| S1 |
1.2551 |
1.2556 |
|