CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2628 |
1.2580 |
-0.0048 |
-0.4% |
1.2847 |
| High |
1.2628 |
1.2580 |
-0.0048 |
-0.4% |
1.2847 |
| Low |
1.2584 |
1.2570 |
-0.0014 |
-0.1% |
1.2570 |
| Close |
1.2584 |
1.2570 |
-0.0014 |
-0.1% |
1.2570 |
| Range |
0.0044 |
0.0010 |
-0.0034 |
-77.3% |
0.0277 |
| ATR |
0.0000 |
0.0061 |
0.0061 |
|
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
10 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2603 |
1.2597 |
1.2576 |
|
| R3 |
1.2593 |
1.2587 |
1.2573 |
|
| R2 |
1.2583 |
1.2583 |
1.2572 |
|
| R1 |
1.2577 |
1.2577 |
1.2571 |
1.2575 |
| PP |
1.2573 |
1.2573 |
1.2573 |
1.2573 |
| S1 |
1.2567 |
1.2567 |
1.2569 |
1.2565 |
| S2 |
1.2563 |
1.2563 |
1.2568 |
|
| S3 |
1.2553 |
1.2557 |
1.2567 |
|
| S4 |
1.2543 |
1.2547 |
1.2565 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3309 |
1.2722 |
|
| R3 |
1.3216 |
1.3032 |
1.2646 |
|
| R2 |
1.2939 |
1.2939 |
1.2621 |
|
| R1 |
1.2755 |
1.2755 |
1.2595 |
1.2709 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2639 |
| S1 |
1.2478 |
1.2478 |
1.2545 |
1.2432 |
| S2 |
1.2385 |
1.2385 |
1.2519 |
|
| S3 |
1.2108 |
1.2201 |
1.2494 |
|
| S4 |
1.1831 |
1.1924 |
1.2418 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2623 |
|
2.618 |
1.2606 |
|
1.618 |
1.2596 |
|
1.000 |
1.2590 |
|
0.618 |
1.2586 |
|
HIGH |
1.2580 |
|
0.618 |
1.2576 |
|
0.500 |
1.2575 |
|
0.382 |
1.2574 |
|
LOW |
1.2570 |
|
0.618 |
1.2564 |
|
1.000 |
1.2560 |
|
1.618 |
1.2554 |
|
2.618 |
1.2544 |
|
4.250 |
1.2528 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2575 |
1.2608 |
| PP |
1.2573 |
1.2595 |
| S1 |
1.2572 |
1.2583 |
|