CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2943 |
1.2940 |
-0.0003 |
0.0% |
1.3039 |
| High |
1.2989 |
1.2964 |
-0.0025 |
-0.2% |
1.3072 |
| Low |
1.2943 |
1.2925 |
-0.0018 |
-0.1% |
1.2925 |
| Close |
1.2964 |
1.2934 |
-0.0030 |
-0.2% |
1.2934 |
| Range |
0.0046 |
0.0039 |
-0.0007 |
-15.2% |
0.0147 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
501 |
400 |
-101 |
-20.2% |
2,069 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3058 |
1.3035 |
1.2955 |
|
| R3 |
1.3019 |
1.2996 |
1.2945 |
|
| R2 |
1.2980 |
1.2980 |
1.2941 |
|
| R1 |
1.2957 |
1.2957 |
1.2938 |
1.2949 |
| PP |
1.2941 |
1.2941 |
1.2941 |
1.2937 |
| S1 |
1.2918 |
1.2918 |
1.2930 |
1.2910 |
| S2 |
1.2902 |
1.2902 |
1.2927 |
|
| S3 |
1.2863 |
1.2879 |
1.2923 |
|
| S4 |
1.2824 |
1.2840 |
1.2913 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3418 |
1.3323 |
1.3015 |
|
| R3 |
1.3271 |
1.3176 |
1.2974 |
|
| R2 |
1.3124 |
1.3124 |
1.2961 |
|
| R1 |
1.3029 |
1.3029 |
1.2947 |
1.3003 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.2964 |
| S1 |
1.2882 |
1.2882 |
1.2921 |
1.2856 |
| S2 |
1.2830 |
1.2830 |
1.2907 |
|
| S3 |
1.2683 |
1.2735 |
1.2894 |
|
| S4 |
1.2536 |
1.2588 |
1.2853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3072 |
1.2925 |
0.0147 |
1.1% |
0.0063 |
0.5% |
6% |
False |
True |
413 |
| 10 |
1.3292 |
1.2925 |
0.0367 |
2.8% |
0.0071 |
0.5% |
2% |
False |
True |
277 |
| 20 |
1.3292 |
1.2925 |
0.0367 |
2.8% |
0.0077 |
0.6% |
2% |
False |
True |
277 |
| 40 |
1.3396 |
1.2925 |
0.0471 |
3.6% |
0.0083 |
0.6% |
2% |
False |
True |
201 |
| 60 |
1.3500 |
1.2925 |
0.0575 |
4.4% |
0.0078 |
0.6% |
2% |
False |
True |
144 |
| 80 |
1.3500 |
1.2925 |
0.0575 |
4.4% |
0.0071 |
0.5% |
2% |
False |
True |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3130 |
|
2.618 |
1.3066 |
|
1.618 |
1.3027 |
|
1.000 |
1.3003 |
|
0.618 |
1.2988 |
|
HIGH |
1.2964 |
|
0.618 |
1.2949 |
|
0.500 |
1.2945 |
|
0.382 |
1.2940 |
|
LOW |
1.2925 |
|
0.618 |
1.2901 |
|
1.000 |
1.2886 |
|
1.618 |
1.2862 |
|
2.618 |
1.2823 |
|
4.250 |
1.2759 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2945 |
1.2968 |
| PP |
1.2941 |
1.2956 |
| S1 |
1.2938 |
1.2945 |
|