CME Euro FX (E) Future March 2013
| 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 |
1.2742 |
1.2646 |
-0.0096 |
-0.8% |
1.2871 |
| High |
1.2775 |
1.2646 |
-0.0129 |
-1.0% |
1.2895 |
| Low |
1.2742 |
1.2617 |
-0.0125 |
-1.0% |
1.2736 |
| Close |
1.2775 |
1.2632 |
-0.0143 |
-1.1% |
1.2798 |
| Range |
0.0033 |
0.0029 |
-0.0004 |
-12.1% |
0.0159 |
| ATR |
|
|
|
|
|
| Volume |
2 |
1 |
-1 |
-50.0% |
23 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2719 |
1.2704 |
1.2648 |
|
| R3 |
1.2690 |
1.2675 |
1.2640 |
|
| R2 |
1.2661 |
1.2661 |
1.2637 |
|
| R1 |
1.2646 |
1.2646 |
1.2635 |
1.2639 |
| PP |
1.2632 |
1.2632 |
1.2632 |
1.2628 |
| S1 |
1.2617 |
1.2617 |
1.2629 |
1.2610 |
| S2 |
1.2603 |
1.2603 |
1.2627 |
|
| S3 |
1.2574 |
1.2588 |
1.2624 |
|
| S4 |
1.2545 |
1.2559 |
1.2616 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3287 |
1.3201 |
1.2885 |
|
| R3 |
1.3128 |
1.3042 |
1.2842 |
|
| R2 |
1.2969 |
1.2969 |
1.2827 |
|
| R1 |
1.2883 |
1.2883 |
1.2813 |
1.2847 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2791 |
| S1 |
1.2724 |
1.2724 |
1.2783 |
1.2688 |
| S2 |
1.2651 |
1.2651 |
1.2769 |
|
| S3 |
1.2492 |
1.2565 |
1.2754 |
|
| S4 |
1.2333 |
1.2406 |
1.2711 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2769 |
|
2.618 |
1.2722 |
|
1.618 |
1.2693 |
|
1.000 |
1.2675 |
|
0.618 |
1.2664 |
|
HIGH |
1.2646 |
|
0.618 |
1.2635 |
|
0.500 |
1.2632 |
|
0.382 |
1.2628 |
|
LOW |
1.2617 |
|
0.618 |
1.2599 |
|
1.000 |
1.2588 |
|
1.618 |
1.2570 |
|
2.618 |
1.2541 |
|
4.250 |
1.2494 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2632 |
1.2732 |
| PP |
1.2632 |
1.2699 |
| S1 |
1.2632 |
1.2665 |
|