CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3048 |
1.2995 |
-0.0053 |
-0.4% |
1.3258 |
| High |
1.3050 |
1.3010 |
-0.0040 |
-0.3% |
1.3292 |
| Low |
1.2994 |
1.2930 |
-0.0064 |
-0.5% |
1.3094 |
| Close |
1.3040 |
1.2959 |
-0.0081 |
-0.6% |
1.3098 |
| Range |
0.0056 |
0.0080 |
0.0024 |
42.9% |
0.0198 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
1.8% |
0.0000 |
| Volume |
550 |
387 |
-163 |
-29.6% |
709 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3206 |
1.3163 |
1.3003 |
|
| R3 |
1.3126 |
1.3083 |
1.2981 |
|
| R2 |
1.3046 |
1.3046 |
1.2974 |
|
| R1 |
1.3003 |
1.3003 |
1.2966 |
1.2985 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2957 |
| S1 |
1.2923 |
1.2923 |
1.2952 |
1.2905 |
| S2 |
1.2886 |
1.2886 |
1.2944 |
|
| S3 |
1.2806 |
1.2843 |
1.2937 |
|
| S4 |
1.2726 |
1.2763 |
1.2915 |
|
|
| 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 |
1.3190 |
1.2930 |
0.0260 |
2.0% |
0.0080 |
0.6% |
11% |
False |
True |
308 |
| 10 |
1.3292 |
1.2930 |
0.0362 |
2.8% |
0.0079 |
0.6% |
8% |
False |
True |
244 |
| 20 |
1.3292 |
1.2930 |
0.0362 |
2.8% |
0.0083 |
0.6% |
8% |
False |
True |
244 |
| 40 |
1.3396 |
1.2930 |
0.0466 |
3.6% |
0.0087 |
0.7% |
6% |
False |
True |
181 |
| 60 |
1.3500 |
1.2930 |
0.0570 |
4.4% |
0.0081 |
0.6% |
5% |
False |
True |
130 |
| 80 |
1.3500 |
1.2813 |
0.0687 |
5.3% |
0.0070 |
0.5% |
21% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3350 |
|
2.618 |
1.3219 |
|
1.618 |
1.3139 |
|
1.000 |
1.3090 |
|
0.618 |
1.3059 |
|
HIGH |
1.3010 |
|
0.618 |
1.2979 |
|
0.500 |
1.2970 |
|
0.382 |
1.2961 |
|
LOW |
1.2930 |
|
0.618 |
1.2881 |
|
1.000 |
1.2850 |
|
1.618 |
1.2801 |
|
2.618 |
1.2721 |
|
4.250 |
1.2590 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2970 |
1.3001 |
| PP |
1.2966 |
1.2987 |
| S1 |
1.2963 |
1.2973 |
|