CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3233 |
-0.0067 |
-0.5% |
1.3175 |
| High |
1.3300 |
1.3233 |
-0.0067 |
-0.5% |
1.3285 |
| Low |
1.3235 |
1.3184 |
-0.0051 |
-0.4% |
1.3171 |
| Close |
1.3256 |
1.3184 |
-0.0072 |
-0.5% |
1.3285 |
| Range |
0.0065 |
0.0049 |
-0.0016 |
-24.6% |
0.0114 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.8% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
74 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3315 |
1.3211 |
|
| R3 |
1.3298 |
1.3266 |
1.3197 |
|
| R2 |
1.3249 |
1.3249 |
1.3193 |
|
| R1 |
1.3217 |
1.3217 |
1.3188 |
1.3209 |
| PP |
1.3200 |
1.3200 |
1.3200 |
1.3196 |
| S1 |
1.3168 |
1.3168 |
1.3180 |
1.3160 |
| S2 |
1.3151 |
1.3151 |
1.3175 |
|
| S3 |
1.3102 |
1.3119 |
1.3171 |
|
| S4 |
1.3053 |
1.3070 |
1.3157 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3551 |
1.3348 |
|
| R3 |
1.3475 |
1.3437 |
1.3316 |
|
| R2 |
1.3361 |
1.3361 |
1.3306 |
|
| R1 |
1.3323 |
1.3323 |
1.3295 |
1.3342 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3257 |
| S1 |
1.3209 |
1.3209 |
1.3275 |
1.3228 |
| S2 |
1.3133 |
1.3133 |
1.3264 |
|
| S3 |
1.3019 |
1.3095 |
1.3254 |
|
| S4 |
1.2905 |
1.2981 |
1.3222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3300 |
1.3184 |
0.0116 |
0.9% |
0.0038 |
0.3% |
0% |
False |
True |
11 |
| 10 |
1.3300 |
1.3150 |
0.0150 |
1.1% |
0.0030 |
0.2% |
23% |
False |
False |
9 |
| 20 |
1.3300 |
1.3075 |
0.0225 |
1.7% |
0.0023 |
0.2% |
48% |
False |
False |
7 |
| 40 |
1.3364 |
1.3046 |
0.0318 |
2.4% |
0.0020 |
0.2% |
43% |
False |
False |
6 |
| 60 |
1.3491 |
1.3046 |
0.0445 |
3.4% |
0.0021 |
0.2% |
31% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3441 |
|
2.618 |
1.3361 |
|
1.618 |
1.3312 |
|
1.000 |
1.3282 |
|
0.618 |
1.3263 |
|
HIGH |
1.3233 |
|
0.618 |
1.3214 |
|
0.500 |
1.3209 |
|
0.382 |
1.3203 |
|
LOW |
1.3184 |
|
0.618 |
1.3154 |
|
1.000 |
1.3135 |
|
1.618 |
1.3105 |
|
2.618 |
1.3056 |
|
4.250 |
1.2976 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3209 |
1.3242 |
| PP |
1.3200 |
1.3223 |
| S1 |
1.3192 |
1.3203 |
|