CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3039 |
1.3048 |
0.0009 |
0.1% |
1.3258 |
| High |
1.3072 |
1.3050 |
-0.0022 |
-0.2% |
1.3292 |
| Low |
1.2980 |
1.2994 |
0.0014 |
0.1% |
1.3094 |
| Close |
1.3064 |
1.3040 |
-0.0024 |
-0.2% |
1.3098 |
| Range |
0.0092 |
0.0056 |
-0.0036 |
-39.1% |
0.0198 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
231 |
550 |
319 |
138.1% |
709 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3196 |
1.3174 |
1.3071 |
|
| R3 |
1.3140 |
1.3118 |
1.3055 |
|
| R2 |
1.3084 |
1.3084 |
1.3050 |
|
| R1 |
1.3062 |
1.3062 |
1.3045 |
1.3045 |
| PP |
1.3028 |
1.3028 |
1.3028 |
1.3020 |
| S1 |
1.3006 |
1.3006 |
1.3035 |
1.2989 |
| S2 |
1.2972 |
1.2972 |
1.3030 |
|
| S3 |
1.2916 |
1.2950 |
1.3025 |
|
| S4 |
1.2860 |
1.2894 |
1.3009 |
|
|
| 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 |
1.3242 |
1.2980 |
0.0262 |
2.0% |
0.0085 |
0.7% |
23% |
False |
False |
246 |
| 10 |
1.3292 |
1.2980 |
0.0312 |
2.4% |
0.0076 |
0.6% |
19% |
False |
False |
209 |
| 20 |
1.3292 |
1.2980 |
0.0312 |
2.4% |
0.0082 |
0.6% |
19% |
False |
False |
241 |
| 40 |
1.3396 |
1.2980 |
0.0416 |
3.2% |
0.0086 |
0.7% |
14% |
False |
False |
173 |
| 60 |
1.3500 |
1.2980 |
0.0520 |
4.0% |
0.0081 |
0.6% |
12% |
False |
False |
123 |
| 80 |
1.3500 |
1.2745 |
0.0755 |
5.8% |
0.0070 |
0.5% |
39% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3288 |
|
2.618 |
1.3197 |
|
1.618 |
1.3141 |
|
1.000 |
1.3106 |
|
0.618 |
1.3085 |
|
HIGH |
1.3050 |
|
0.618 |
1.3029 |
|
0.500 |
1.3022 |
|
0.382 |
1.3015 |
|
LOW |
1.2994 |
|
0.618 |
1.2959 |
|
1.000 |
1.2938 |
|
1.618 |
1.2903 |
|
2.618 |
1.2847 |
|
4.250 |
1.2756 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3034 |
1.3083 |
| PP |
1.3028 |
1.3069 |
| S1 |
1.3022 |
1.3054 |
|