CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2783 |
1.2685 |
-0.0098 |
-0.8% |
1.2888 |
| High |
1.2789 |
1.2701 |
-0.0088 |
-0.7% |
1.2888 |
| Low |
1.2700 |
1.2600 |
-0.0100 |
-0.8% |
1.2698 |
| Close |
1.2746 |
1.2606 |
-0.0140 |
-1.1% |
1.2771 |
| Range |
0.0089 |
0.0101 |
0.0012 |
13.5% |
0.0190 |
| ATR |
0.0070 |
0.0076 |
0.0005 |
7.7% |
0.0000 |
| Volume |
17 |
21 |
4 |
23.5% |
341 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2939 |
1.2873 |
1.2662 |
|
| R3 |
1.2838 |
1.2772 |
1.2634 |
|
| R2 |
1.2737 |
1.2737 |
1.2625 |
|
| R1 |
1.2671 |
1.2671 |
1.2615 |
1.2654 |
| PP |
1.2636 |
1.2636 |
1.2636 |
1.2627 |
| S1 |
1.2570 |
1.2570 |
1.2597 |
1.2553 |
| S2 |
1.2535 |
1.2535 |
1.2587 |
|
| S3 |
1.2434 |
1.2469 |
1.2578 |
|
| S4 |
1.2333 |
1.2368 |
1.2550 |
|
|
| 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 |
1.2600 |
0.0233 |
1.8% |
0.0086 |
0.7% |
3% |
False |
True |
25 |
| 10 |
1.2979 |
1.2600 |
0.0379 |
3.0% |
0.0065 |
0.5% |
2% |
False |
True |
47 |
| 20 |
1.3300 |
1.2600 |
0.0700 |
5.6% |
0.0055 |
0.4% |
1% |
False |
True |
39 |
| 40 |
1.3355 |
1.2600 |
0.0755 |
6.0% |
0.0036 |
0.3% |
1% |
False |
True |
22 |
| 60 |
1.3364 |
1.2600 |
0.0764 |
6.1% |
0.0032 |
0.3% |
1% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3130 |
|
2.618 |
1.2965 |
|
1.618 |
1.2864 |
|
1.000 |
1.2802 |
|
0.618 |
1.2763 |
|
HIGH |
1.2701 |
|
0.618 |
1.2662 |
|
0.500 |
1.2651 |
|
0.382 |
1.2639 |
|
LOW |
1.2600 |
|
0.618 |
1.2538 |
|
1.000 |
1.2499 |
|
1.618 |
1.2437 |
|
2.618 |
1.2336 |
|
4.250 |
1.2171 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2651 |
1.2717 |
| PP |
1.2636 |
1.2680 |
| S1 |
1.2621 |
1.2643 |
|