CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2821 |
1.2694 |
-0.0127 |
-1.0% |
1.2900 |
| High |
1.2824 |
1.2694 |
-0.0130 |
-1.0% |
1.2906 |
| Low |
1.2671 |
1.2559 |
-0.0112 |
-0.9% |
1.2658 |
| Close |
1.2731 |
1.2585 |
-0.0146 |
-1.1% |
1.2752 |
| Range |
0.0153 |
0.0135 |
-0.0018 |
-11.8% |
0.0248 |
| ATR |
0.0095 |
0.0101 |
0.0005 |
5.8% |
0.0000 |
| Volume |
450 |
629 |
179 |
39.8% |
4,356 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3018 |
1.2936 |
1.2659 |
|
| R3 |
1.2883 |
1.2801 |
1.2622 |
|
| R2 |
1.2748 |
1.2748 |
1.2610 |
|
| R1 |
1.2666 |
1.2666 |
1.2597 |
1.2640 |
| PP |
1.2613 |
1.2613 |
1.2613 |
1.2599 |
| S1 |
1.2531 |
1.2531 |
1.2573 |
1.2505 |
| S2 |
1.2478 |
1.2478 |
1.2560 |
|
| S3 |
1.2343 |
1.2396 |
1.2548 |
|
| S4 |
1.2208 |
1.2261 |
1.2511 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3516 |
1.3382 |
1.2888 |
|
| R3 |
1.3268 |
1.3134 |
1.2820 |
|
| R2 |
1.3020 |
1.3020 |
1.2797 |
|
| R1 |
1.2886 |
1.2886 |
1.2775 |
1.2829 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2744 |
| S1 |
1.2638 |
1.2638 |
1.2729 |
1.2581 |
| S2 |
1.2524 |
1.2524 |
1.2707 |
|
| S3 |
1.2276 |
1.2390 |
1.2684 |
|
| S4 |
1.2028 |
1.2142 |
1.2616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2838 |
1.2559 |
0.0279 |
2.2% |
0.0122 |
1.0% |
9% |
False |
True |
799 |
| 10 |
1.2989 |
1.2559 |
0.0430 |
3.4% |
0.0097 |
0.8% |
6% |
False |
True |
728 |
| 20 |
1.3292 |
1.2559 |
0.0733 |
5.8% |
0.0088 |
0.7% |
4% |
False |
True |
486 |
| 40 |
1.3390 |
1.2559 |
0.0831 |
6.6% |
0.0087 |
0.7% |
3% |
False |
True |
337 |
| 60 |
1.3396 |
1.2559 |
0.0837 |
6.7% |
0.0085 |
0.7% |
3% |
False |
True |
247 |
| 80 |
1.3500 |
1.2559 |
0.0941 |
7.5% |
0.0078 |
0.6% |
3% |
False |
True |
189 |
| 100 |
1.3500 |
1.2559 |
0.0941 |
7.5% |
0.0067 |
0.5% |
3% |
False |
True |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3268 |
|
2.618 |
1.3047 |
|
1.618 |
1.2912 |
|
1.000 |
1.2829 |
|
0.618 |
1.2777 |
|
HIGH |
1.2694 |
|
0.618 |
1.2642 |
|
0.500 |
1.2627 |
|
0.382 |
1.2611 |
|
LOW |
1.2559 |
|
0.618 |
1.2476 |
|
1.000 |
1.2424 |
|
1.618 |
1.2341 |
|
2.618 |
1.2206 |
|
4.250 |
1.1985 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2627 |
1.2699 |
| PP |
1.2613 |
1.2661 |
| S1 |
1.2599 |
1.2623 |
|