CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2783 |
0.0028 |
0.2% |
1.2888 |
| High |
1.2833 |
1.2789 |
-0.0044 |
-0.3% |
1.2888 |
| Low |
1.2755 |
1.2700 |
-0.0055 |
-0.4% |
1.2698 |
| Close |
1.2820 |
1.2746 |
-0.0074 |
-0.6% |
1.2771 |
| Range |
0.0078 |
0.0089 |
0.0011 |
14.1% |
0.0190 |
| ATR |
0.0067 |
0.0070 |
0.0004 |
5.7% |
0.0000 |
| Volume |
26 |
17 |
-9 |
-34.6% |
341 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.2968 |
1.2795 |
|
| R3 |
1.2923 |
1.2879 |
1.2770 |
|
| R2 |
1.2834 |
1.2834 |
1.2762 |
|
| R1 |
1.2790 |
1.2790 |
1.2754 |
1.2768 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2734 |
| S1 |
1.2701 |
1.2701 |
1.2738 |
1.2679 |
| S2 |
1.2656 |
1.2656 |
1.2730 |
|
| S3 |
1.2567 |
1.2612 |
1.2722 |
|
| S4 |
1.2478 |
1.2523 |
1.2697 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3253 |
1.2876 |
|
| R3 |
1.3166 |
1.3063 |
1.2823 |
|
| R2 |
1.2976 |
1.2976 |
1.2806 |
|
| R1 |
1.2873 |
1.2873 |
1.2788 |
1.2830 |
| PP |
1.2786 |
1.2786 |
1.2786 |
1.2764 |
| S1 |
1.2683 |
1.2683 |
1.2754 |
1.2640 |
| S2 |
1.2596 |
1.2596 |
1.2736 |
|
| S3 |
1.2406 |
1.2493 |
1.2719 |
|
| S4 |
1.2216 |
1.2303 |
1.2667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2833 |
1.2698 |
0.0135 |
1.1% |
0.0079 |
0.6% |
36% |
False |
False |
73 |
| 10 |
1.3009 |
1.2698 |
0.0311 |
2.4% |
0.0061 |
0.5% |
15% |
False |
False |
60 |
| 20 |
1.3300 |
1.2698 |
0.0602 |
4.7% |
0.0051 |
0.4% |
8% |
False |
False |
38 |
| 40 |
1.3355 |
1.2698 |
0.0657 |
5.2% |
0.0034 |
0.3% |
7% |
False |
False |
22 |
| 60 |
1.3452 |
1.2698 |
0.0754 |
5.9% |
0.0031 |
0.2% |
6% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3167 |
|
2.618 |
1.3022 |
|
1.618 |
1.2933 |
|
1.000 |
1.2878 |
|
0.618 |
1.2844 |
|
HIGH |
1.2789 |
|
0.618 |
1.2755 |
|
0.500 |
1.2745 |
|
0.382 |
1.2734 |
|
LOW |
1.2700 |
|
0.618 |
1.2645 |
|
1.000 |
1.2611 |
|
1.618 |
1.2556 |
|
2.618 |
1.2467 |
|
4.250 |
1.2322 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2746 |
1.2766 |
| PP |
1.2745 |
1.2759 |
| S1 |
1.2745 |
1.2753 |
|