CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2843 |
1.2750 |
-0.0093 |
-0.7% |
1.3039 |
| High |
1.2875 |
1.2770 |
-0.0105 |
-0.8% |
1.3072 |
| Low |
1.2736 |
1.2698 |
-0.0038 |
-0.3% |
1.2925 |
| Close |
1.2748 |
1.2737 |
-0.0011 |
-0.1% |
1.2934 |
| Range |
0.0139 |
0.0072 |
-0.0067 |
-48.2% |
0.0147 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,018 |
1,125 |
107 |
10.5% |
2,069 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2951 |
1.2916 |
1.2777 |
|
| R3 |
1.2879 |
1.2844 |
1.2757 |
|
| R2 |
1.2807 |
1.2807 |
1.2750 |
|
| R1 |
1.2772 |
1.2772 |
1.2744 |
1.2754 |
| PP |
1.2735 |
1.2735 |
1.2735 |
1.2726 |
| S1 |
1.2700 |
1.2700 |
1.2730 |
1.2682 |
| S2 |
1.2663 |
1.2663 |
1.2724 |
|
| S3 |
1.2591 |
1.2628 |
1.2717 |
|
| S4 |
1.2519 |
1.2556 |
1.2697 |
|
|
| 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 |
1.2989 |
1.2698 |
0.0291 |
2.3% |
0.0073 |
0.6% |
13% |
False |
True |
658 |
| 10 |
1.3190 |
1.2698 |
0.0492 |
3.9% |
0.0076 |
0.6% |
8% |
False |
True |
483 |
| 20 |
1.3292 |
1.2698 |
0.0594 |
4.7% |
0.0077 |
0.6% |
7% |
False |
True |
362 |
| 40 |
1.3396 |
1.2698 |
0.0698 |
5.5% |
0.0084 |
0.7% |
6% |
False |
True |
250 |
| 60 |
1.3500 |
1.2698 |
0.0802 |
6.3% |
0.0080 |
0.6% |
5% |
False |
True |
183 |
| 80 |
1.3500 |
1.2698 |
0.0802 |
6.3% |
0.0074 |
0.6% |
5% |
False |
True |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3076 |
|
2.618 |
1.2958 |
|
1.618 |
1.2886 |
|
1.000 |
1.2842 |
|
0.618 |
1.2814 |
|
HIGH |
1.2770 |
|
0.618 |
1.2742 |
|
0.500 |
1.2734 |
|
0.382 |
1.2726 |
|
LOW |
1.2698 |
|
0.618 |
1.2654 |
|
1.000 |
1.2626 |
|
1.618 |
1.2582 |
|
2.618 |
1.2510 |
|
4.250 |
1.2392 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2736 |
1.2802 |
| PP |
1.2735 |
1.2780 |
| S1 |
1.2734 |
1.2759 |
|