CME Euro FX (E) Future March 2013
| 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 |
1.2646 |
1.2628 |
-0.0018 |
-0.1% |
1.2871 |
| High |
1.2646 |
1.2628 |
-0.0018 |
-0.1% |
1.2895 |
| Low |
1.2617 |
1.2584 |
-0.0033 |
-0.3% |
1.2736 |
| Close |
1.2632 |
1.2584 |
-0.0048 |
-0.4% |
1.2798 |
| Range |
0.0029 |
0.0044 |
0.0015 |
51.7% |
0.0159 |
| ATR |
|
|
|
|
|
| Volume |
1 |
4 |
3 |
300.0% |
23 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2731 |
1.2701 |
1.2608 |
|
| R3 |
1.2687 |
1.2657 |
1.2596 |
|
| R2 |
1.2643 |
1.2643 |
1.2592 |
|
| R1 |
1.2613 |
1.2613 |
1.2588 |
1.2606 |
| PP |
1.2599 |
1.2599 |
1.2599 |
1.2595 |
| S1 |
1.2569 |
1.2569 |
1.2580 |
1.2562 |
| S2 |
1.2555 |
1.2555 |
1.2576 |
|
| S3 |
1.2511 |
1.2525 |
1.2572 |
|
| S4 |
1.2467 |
1.2481 |
1.2560 |
|
|
| 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 |
1.2815 |
|
2.618 |
1.2743 |
|
1.618 |
1.2699 |
|
1.000 |
1.2672 |
|
0.618 |
1.2655 |
|
HIGH |
1.2628 |
|
0.618 |
1.2611 |
|
0.500 |
1.2606 |
|
0.382 |
1.2601 |
|
LOW |
1.2584 |
|
0.618 |
1.2557 |
|
1.000 |
1.2540 |
|
1.618 |
1.2513 |
|
2.618 |
1.2469 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2606 |
1.2680 |
| PP |
1.2599 |
1.2648 |
| S1 |
1.2591 |
1.2616 |
|