CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2694 |
1.2605 |
-0.0089 |
-0.7% |
1.2900 |
| High |
1.2694 |
1.2632 |
-0.0062 |
-0.5% |
1.2906 |
| Low |
1.2559 |
1.2529 |
-0.0030 |
-0.2% |
1.2658 |
| Close |
1.2585 |
1.2537 |
-0.0048 |
-0.4% |
1.2752 |
| Range |
0.0135 |
0.0103 |
-0.0032 |
-23.7% |
0.0248 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.2% |
0.0000 |
| Volume |
629 |
1,220 |
591 |
94.0% |
4,356 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2875 |
1.2809 |
1.2594 |
|
| R3 |
1.2772 |
1.2706 |
1.2565 |
|
| R2 |
1.2669 |
1.2669 |
1.2556 |
|
| R1 |
1.2603 |
1.2603 |
1.2546 |
1.2585 |
| PP |
1.2566 |
1.2566 |
1.2566 |
1.2557 |
| S1 |
1.2500 |
1.2500 |
1.2528 |
1.2482 |
| S2 |
1.2463 |
1.2463 |
1.2518 |
|
| S3 |
1.2360 |
1.2397 |
1.2509 |
|
| S4 |
1.2257 |
1.2294 |
1.2480 |
|
|
| 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 |
1.2529 |
0.0309 |
2.5% |
0.0127 |
1.0% |
3% |
False |
True |
875 |
| 10 |
1.2964 |
1.2529 |
0.0435 |
3.5% |
0.0103 |
0.8% |
2% |
False |
True |
800 |
| 20 |
1.3292 |
1.2529 |
0.0763 |
6.1% |
0.0090 |
0.7% |
1% |
False |
True |
543 |
| 40 |
1.3390 |
1.2529 |
0.0861 |
6.9% |
0.0088 |
0.7% |
1% |
False |
True |
365 |
| 60 |
1.3396 |
1.2529 |
0.0867 |
6.9% |
0.0086 |
0.7% |
1% |
False |
True |
266 |
| 80 |
1.3500 |
1.2529 |
0.0971 |
7.7% |
0.0078 |
0.6% |
1% |
False |
True |
204 |
| 100 |
1.3500 |
1.2529 |
0.0971 |
7.7% |
0.0068 |
0.5% |
1% |
False |
True |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3070 |
|
2.618 |
1.2902 |
|
1.618 |
1.2799 |
|
1.000 |
1.2735 |
|
0.618 |
1.2696 |
|
HIGH |
1.2632 |
|
0.618 |
1.2593 |
|
0.500 |
1.2581 |
|
0.382 |
1.2568 |
|
LOW |
1.2529 |
|
0.618 |
1.2465 |
|
1.000 |
1.2426 |
|
1.618 |
1.2362 |
|
2.618 |
1.2259 |
|
4.250 |
1.2091 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2581 |
1.2677 |
| PP |
1.2566 |
1.2630 |
| S1 |
1.2552 |
1.2584 |
|