CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2685 |
1.2605 |
-0.0080 |
-0.6% |
1.2888 |
| High |
1.2701 |
1.2631 |
-0.0070 |
-0.6% |
1.2888 |
| Low |
1.2600 |
1.2558 |
-0.0042 |
-0.3% |
1.2698 |
| Close |
1.2606 |
1.2558 |
-0.0048 |
-0.4% |
1.2771 |
| Range |
0.0101 |
0.0073 |
-0.0028 |
-27.7% |
0.0190 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
21 |
87 |
66 |
314.3% |
341 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2801 |
1.2753 |
1.2598 |
|
| R3 |
1.2728 |
1.2680 |
1.2578 |
|
| R2 |
1.2655 |
1.2655 |
1.2571 |
|
| R1 |
1.2607 |
1.2607 |
1.2565 |
1.2595 |
| PP |
1.2582 |
1.2582 |
1.2582 |
1.2576 |
| S1 |
1.2534 |
1.2534 |
1.2551 |
1.2522 |
| S2 |
1.2509 |
1.2509 |
1.2545 |
|
| S3 |
1.2436 |
1.2461 |
1.2538 |
|
| S4 |
1.2363 |
1.2388 |
1.2518 |
|
|
| 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 |
1.2558 |
0.0275 |
2.2% |
0.0088 |
0.7% |
0% |
False |
True |
36 |
| 10 |
1.2950 |
1.2558 |
0.0392 |
3.1% |
0.0071 |
0.6% |
0% |
False |
True |
49 |
| 20 |
1.3300 |
1.2558 |
0.0742 |
5.9% |
0.0057 |
0.5% |
0% |
False |
True |
43 |
| 40 |
1.3355 |
1.2558 |
0.0797 |
6.3% |
0.0037 |
0.3% |
0% |
False |
True |
24 |
| 60 |
1.3364 |
1.2558 |
0.0806 |
6.4% |
0.0032 |
0.3% |
0% |
False |
True |
18 |
| 80 |
1.3491 |
1.2558 |
0.0933 |
7.4% |
0.0029 |
0.2% |
0% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2941 |
|
2.618 |
1.2822 |
|
1.618 |
1.2749 |
|
1.000 |
1.2704 |
|
0.618 |
1.2676 |
|
HIGH |
1.2631 |
|
0.618 |
1.2603 |
|
0.500 |
1.2595 |
|
0.382 |
1.2586 |
|
LOW |
1.2558 |
|
0.618 |
1.2513 |
|
1.000 |
1.2485 |
|
1.618 |
1.2440 |
|
2.618 |
1.2367 |
|
4.250 |
1.2248 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2595 |
1.2674 |
| PP |
1.2582 |
1.2635 |
| S1 |
1.2570 |
1.2597 |
|