CME Euro FX (E) Future September 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 |
1.3166 |
1.3156 |
-0.0010 |
-0.1% |
1.3258 |
| High |
1.3190 |
1.3186 |
-0.0004 |
0.0% |
1.3292 |
| Low |
1.3110 |
1.3094 |
-0.0016 |
-0.1% |
1.3094 |
| Close |
1.3161 |
1.3098 |
-0.0063 |
-0.5% |
1.3098 |
| Range |
0.0080 |
0.0092 |
0.0012 |
15.0% |
0.0198 |
| ATR |
0.0086 |
0.0087 |
0.0000 |
0.5% |
0.0000 |
| Volume |
168 |
204 |
36 |
21.4% |
709 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3402 |
1.3342 |
1.3149 |
|
| R3 |
1.3310 |
1.3250 |
1.3123 |
|
| R2 |
1.3218 |
1.3218 |
1.3115 |
|
| R1 |
1.3158 |
1.3158 |
1.3106 |
1.3142 |
| PP |
1.3126 |
1.3126 |
1.3126 |
1.3118 |
| S1 |
1.3066 |
1.3066 |
1.3090 |
1.3050 |
| S2 |
1.3034 |
1.3034 |
1.3081 |
|
| S3 |
1.2942 |
1.2974 |
1.3073 |
|
| S4 |
1.2850 |
1.2882 |
1.3047 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3755 |
1.3625 |
1.3207 |
|
| R3 |
1.3557 |
1.3427 |
1.3152 |
|
| R2 |
1.3359 |
1.3359 |
1.3134 |
|
| R1 |
1.3229 |
1.3229 |
1.3116 |
1.3195 |
| PP |
1.3161 |
1.3161 |
1.3161 |
1.3145 |
| S1 |
1.3031 |
1.3031 |
1.3080 |
1.2997 |
| S2 |
1.2963 |
1.2963 |
1.3062 |
|
| S3 |
1.2765 |
1.2833 |
1.3044 |
|
| S4 |
1.2567 |
1.2635 |
1.2989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3292 |
1.3094 |
0.0198 |
1.5% |
0.0079 |
0.6% |
2% |
False |
True |
141 |
| 10 |
1.3292 |
1.3094 |
0.0198 |
1.5% |
0.0077 |
0.6% |
2% |
False |
True |
187 |
| 20 |
1.3292 |
1.3018 |
0.0274 |
2.1% |
0.0081 |
0.6% |
29% |
False |
False |
206 |
| 40 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0085 |
0.6% |
21% |
False |
False |
155 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.7% |
0.0079 |
0.6% |
17% |
False |
False |
110 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.2% |
0.0068 |
0.5% |
50% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3577 |
|
2.618 |
1.3427 |
|
1.618 |
1.3335 |
|
1.000 |
1.3278 |
|
0.618 |
1.3243 |
|
HIGH |
1.3186 |
|
0.618 |
1.3151 |
|
0.500 |
1.3140 |
|
0.382 |
1.3129 |
|
LOW |
1.3094 |
|
0.618 |
1.3037 |
|
1.000 |
1.3002 |
|
1.618 |
1.2945 |
|
2.618 |
1.2853 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3140 |
1.3168 |
| PP |
1.3126 |
1.3145 |
| S1 |
1.3112 |
1.3121 |
|