CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2500 |
-0.0100 |
-0.8% |
1.2847 |
| High |
1.2600 |
1.2500 |
-0.0100 |
-0.8% |
1.2847 |
| Low |
1.2541 |
1.2429 |
-0.0112 |
-0.9% |
1.2570 |
| Close |
1.2541 |
1.2434 |
-0.0107 |
-0.9% |
1.2570 |
| Range |
0.0059 |
0.0071 |
0.0012 |
20.3% |
0.0277 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2667 |
1.2622 |
1.2473 |
|
| R3 |
1.2596 |
1.2551 |
1.2454 |
|
| R2 |
1.2525 |
1.2525 |
1.2447 |
|
| R1 |
1.2480 |
1.2480 |
1.2441 |
1.2467 |
| PP |
1.2454 |
1.2454 |
1.2454 |
1.2448 |
| S1 |
1.2409 |
1.2409 |
1.2427 |
1.2396 |
| S2 |
1.2383 |
1.2383 |
1.2421 |
|
| S3 |
1.2312 |
1.2338 |
1.2414 |
|
| S4 |
1.2241 |
1.2267 |
1.2395 |
|
|
| 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 |
1.2802 |
|
2.618 |
1.2686 |
|
1.618 |
1.2615 |
|
1.000 |
1.2571 |
|
0.618 |
1.2544 |
|
HIGH |
1.2500 |
|
0.618 |
1.2473 |
|
0.500 |
1.2465 |
|
0.382 |
1.2456 |
|
LOW |
1.2429 |
|
0.618 |
1.2385 |
|
1.000 |
1.2358 |
|
1.618 |
1.2314 |
|
2.618 |
1.2243 |
|
4.250 |
1.2127 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2515 |
| PP |
1.2454 |
1.2488 |
| S1 |
1.2444 |
1.2461 |
|