CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3233 |
1.3190 |
-0.0043 |
-0.3% |
1.3175 |
| High |
1.3233 |
1.3190 |
-0.0043 |
-0.3% |
1.3285 |
| Low |
1.3184 |
1.3167 |
-0.0017 |
-0.1% |
1.3171 |
| Close |
1.3184 |
1.3173 |
-0.0011 |
-0.1% |
1.3285 |
| Range |
0.0049 |
0.0023 |
-0.0026 |
-53.1% |
0.0114 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
6 |
3 |
-3 |
-50.0% |
74 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3246 |
1.3232 |
1.3186 |
|
| R3 |
1.3223 |
1.3209 |
1.3179 |
|
| R2 |
1.3200 |
1.3200 |
1.3177 |
|
| R1 |
1.3186 |
1.3186 |
1.3175 |
1.3182 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3174 |
| S1 |
1.3163 |
1.3163 |
1.3171 |
1.3159 |
| S2 |
1.3154 |
1.3154 |
1.3169 |
|
| S3 |
1.3131 |
1.3140 |
1.3167 |
|
| S4 |
1.3108 |
1.3117 |
1.3160 |
|
|
| 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 |
1.3167 |
0.0133 |
1.0% |
0.0037 |
0.3% |
5% |
False |
True |
11 |
| 10 |
1.3300 |
1.3167 |
0.0133 |
1.0% |
0.0030 |
0.2% |
5% |
False |
True |
9 |
| 20 |
1.3300 |
1.3092 |
0.0208 |
1.6% |
0.0023 |
0.2% |
39% |
False |
False |
6 |
| 40 |
1.3364 |
1.3046 |
0.0318 |
2.4% |
0.0021 |
0.2% |
40% |
False |
False |
6 |
| 60 |
1.3491 |
1.3046 |
0.0445 |
3.4% |
0.0021 |
0.2% |
29% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3288 |
|
2.618 |
1.3250 |
|
1.618 |
1.3227 |
|
1.000 |
1.3213 |
|
0.618 |
1.3204 |
|
HIGH |
1.3190 |
|
0.618 |
1.3181 |
|
0.500 |
1.3179 |
|
0.382 |
1.3176 |
|
LOW |
1.3167 |
|
0.618 |
1.3153 |
|
1.000 |
1.3144 |
|
1.618 |
1.3130 |
|
2.618 |
1.3107 |
|
4.250 |
1.3069 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3179 |
1.3234 |
| PP |
1.3177 |
1.3213 |
| S1 |
1.3175 |
1.3193 |
|