CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2888 |
1.2797 |
-0.0091 |
-0.7% |
1.3050 |
| High |
1.2888 |
1.2847 |
-0.0041 |
-0.3% |
1.3077 |
| Low |
1.2842 |
1.2758 |
-0.0084 |
-0.7% |
1.2948 |
| Close |
1.2874 |
1.2766 |
-0.0108 |
-0.8% |
1.2950 |
| Range |
0.0046 |
0.0089 |
0.0043 |
93.5% |
0.0129 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
7.0% |
0.0000 |
| Volume |
1 |
15 |
14 |
1,400.0% |
235 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3057 |
1.3001 |
1.2815 |
|
| R3 |
1.2968 |
1.2912 |
1.2790 |
|
| R2 |
1.2879 |
1.2879 |
1.2782 |
|
| R1 |
1.2823 |
1.2823 |
1.2774 |
1.2807 |
| PP |
1.2790 |
1.2790 |
1.2790 |
1.2782 |
| S1 |
1.2734 |
1.2734 |
1.2758 |
1.2718 |
| S2 |
1.2701 |
1.2701 |
1.2750 |
|
| S3 |
1.2612 |
1.2645 |
1.2742 |
|
| S4 |
1.2523 |
1.2556 |
1.2717 |
|
|
| 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 |
1.3009 |
1.2758 |
0.0251 |
2.0% |
0.0042 |
0.3% |
3% |
False |
True |
47 |
| 10 |
1.3233 |
1.2758 |
0.0475 |
3.7% |
0.0046 |
0.4% |
2% |
False |
True |
34 |
| 20 |
1.3300 |
1.2758 |
0.0542 |
4.2% |
0.0038 |
0.3% |
1% |
False |
True |
21 |
| 40 |
1.3364 |
1.2758 |
0.0606 |
4.7% |
0.0029 |
0.2% |
1% |
False |
True |
13 |
| 60 |
1.3491 |
1.2758 |
0.0733 |
5.7% |
0.0026 |
0.2% |
1% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3225 |
|
2.618 |
1.3080 |
|
1.618 |
1.2991 |
|
1.000 |
1.2936 |
|
0.618 |
1.2902 |
|
HIGH |
1.2847 |
|
0.618 |
1.2813 |
|
0.500 |
1.2803 |
|
0.382 |
1.2792 |
|
LOW |
1.2758 |
|
0.618 |
1.2703 |
|
1.000 |
1.2669 |
|
1.618 |
1.2614 |
|
2.618 |
1.2525 |
|
4.250 |
1.2380 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2803 |
1.2854 |
| PP |
1.2790 |
1.2825 |
| S1 |
1.2778 |
1.2795 |
|