CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 11-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.2970 |
1.2948 |
-0.0022 |
-0.2% |
1.3050 |
High |
1.2979 |
1.2950 |
-0.0029 |
-0.2% |
1.3077 |
Low |
1.2968 |
1.2948 |
-0.0020 |
-0.2% |
1.2948 |
Close |
1.2979 |
1.2950 |
-0.0029 |
-0.2% |
1.2950 |
Range |
0.0011 |
0.0002 |
-0.0009 |
-81.8% |
0.0129 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
60 |
5 |
-55 |
-91.7% |
235 |
|
Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2955 |
1.2955 |
1.2951 |
|
R3 |
1.2953 |
1.2953 |
1.2951 |
|
R2 |
1.2951 |
1.2951 |
1.2950 |
|
R1 |
1.2951 |
1.2951 |
1.2950 |
1.2951 |
PP |
1.2949 |
1.2949 |
1.2949 |
1.2950 |
S1 |
1.2949 |
1.2949 |
1.2950 |
1.2949 |
S2 |
1.2947 |
1.2947 |
1.2950 |
|
S3 |
1.2945 |
1.2947 |
1.2949 |
|
S4 |
1.2943 |
1.2945 |
1.2949 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3379 |
1.3293 |
1.3021 |
|
R3 |
1.3250 |
1.3164 |
1.2985 |
|
R2 |
1.3121 |
1.3121 |
1.2974 |
|
R1 |
1.3035 |
1.3035 |
1.2962 |
1.3014 |
PP |
1.2992 |
1.2992 |
1.2992 |
1.2981 |
S1 |
1.2906 |
1.2906 |
1.2938 |
1.2885 |
S2 |
1.2863 |
1.2863 |
1.2926 |
|
S3 |
1.2734 |
1.2777 |
1.2915 |
|
S4 |
1.2605 |
1.2648 |
1.2879 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3077 |
1.2948 |
0.0129 |
1.0% |
0.0037 |
0.3% |
2% |
False |
True |
47 |
10 |
1.3300 |
1.2948 |
0.0352 |
2.7% |
0.0041 |
0.3% |
1% |
False |
True |
33 |
20 |
1.3300 |
1.2948 |
0.0352 |
2.7% |
0.0031 |
0.2% |
1% |
False |
True |
21 |
40 |
1.3364 |
1.2948 |
0.0416 |
3.2% |
0.0026 |
0.2% |
0% |
False |
True |
13 |
60 |
1.3491 |
1.2948 |
0.0543 |
4.2% |
0.0025 |
0.2% |
0% |
False |
True |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2959 |
2.618 |
1.2955 |
1.618 |
1.2953 |
1.000 |
1.2952 |
0.618 |
1.2951 |
HIGH |
1.2950 |
0.618 |
1.2949 |
0.500 |
1.2949 |
0.382 |
1.2949 |
LOW |
1.2948 |
0.618 |
1.2947 |
1.000 |
1.2946 |
1.618 |
1.2945 |
2.618 |
1.2943 |
4.250 |
1.2940 |
|
|
Fisher Pivots for day following 11-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2950 |
1.2979 |
PP |
1.2949 |
1.2969 |
S1 |
1.2949 |
1.2960 |
|