CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2500 |
1.2417 |
-0.0083 |
-0.7% |
1.2847 |
| High |
1.2500 |
1.2422 |
-0.0078 |
-0.6% |
1.2847 |
| Low |
1.2429 |
1.2416 |
-0.0013 |
-0.1% |
1.2570 |
| Close |
1.2434 |
1.2422 |
-0.0012 |
-0.1% |
1.2570 |
| Range |
0.0071 |
0.0006 |
-0.0065 |
-91.5% |
0.0277 |
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-5.1% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
10 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2438 |
1.2436 |
1.2425 |
|
| R3 |
1.2432 |
1.2430 |
1.2424 |
|
| R2 |
1.2426 |
1.2426 |
1.2423 |
|
| R1 |
1.2424 |
1.2424 |
1.2423 |
1.2425 |
| PP |
1.2420 |
1.2420 |
1.2420 |
1.2421 |
| S1 |
1.2418 |
1.2418 |
1.2421 |
1.2419 |
| S2 |
1.2414 |
1.2414 |
1.2421 |
|
| S3 |
1.2408 |
1.2412 |
1.2420 |
|
| S4 |
1.2402 |
1.2406 |
1.2419 |
|
|
| 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 |
1.2448 |
|
2.618 |
1.2438 |
|
1.618 |
1.2432 |
|
1.000 |
1.2428 |
|
0.618 |
1.2426 |
|
HIGH |
1.2422 |
|
0.618 |
1.2420 |
|
0.500 |
1.2419 |
|
0.382 |
1.2418 |
|
LOW |
1.2416 |
|
0.618 |
1.2412 |
|
1.000 |
1.2410 |
|
1.618 |
1.2406 |
|
2.618 |
1.2400 |
|
4.250 |
1.2391 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2421 |
1.2508 |
| PP |
1.2420 |
1.2479 |
| S1 |
1.2419 |
1.2451 |
|