CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3308 |
1.3365 |
0.0057 |
0.4% |
1.3271 |
| High |
1.3383 |
1.3387 |
0.0004 |
0.0% |
1.3391 |
| Low |
1.3303 |
1.3283 |
-0.0020 |
-0.2% |
1.3197 |
| Close |
1.3339 |
1.3338 |
-0.0001 |
0.0% |
1.3339 |
| Range |
0.0080 |
0.0104 |
0.0024 |
30.0% |
0.0194 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
236,035 |
239,518 |
3,483 |
1.5% |
1,136,254 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3597 |
1.3395 |
|
| R3 |
1.3544 |
1.3493 |
1.3367 |
|
| R2 |
1.3440 |
1.3440 |
1.3357 |
|
| R1 |
1.3389 |
1.3389 |
1.3348 |
1.3363 |
| PP |
1.3336 |
1.3336 |
1.3336 |
1.3323 |
| S1 |
1.3285 |
1.3285 |
1.3328 |
1.3259 |
| S2 |
1.3232 |
1.3232 |
1.3319 |
|
| S3 |
1.3128 |
1.3181 |
1.3309 |
|
| S4 |
1.3024 |
1.3077 |
1.3281 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3891 |
1.3809 |
1.3446 |
|
| R3 |
1.3697 |
1.3615 |
1.3392 |
|
| R2 |
1.3503 |
1.3503 |
1.3375 |
|
| R1 |
1.3421 |
1.3421 |
1.3357 |
1.3462 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3330 |
| S1 |
1.3227 |
1.3227 |
1.3321 |
1.3268 |
| S2 |
1.3115 |
1.3115 |
1.3303 |
|
| S3 |
1.2921 |
1.3033 |
1.3286 |
|
| S4 |
1.2727 |
1.2839 |
1.3232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3391 |
1.3257 |
0.0134 |
1.0% |
0.0089 |
0.7% |
60% |
False |
False |
224,210 |
| 10 |
1.3391 |
1.3140 |
0.0251 |
1.9% |
0.0104 |
0.8% |
79% |
False |
False |
229,277 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0112 |
0.8% |
86% |
False |
False |
161,354 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0110 |
0.8% |
69% |
False |
False |
81,546 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0118 |
0.9% |
82% |
False |
False |
54,499 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0112 |
0.8% |
82% |
False |
False |
40,909 |
| 100 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0107 |
0.8% |
58% |
False |
False |
32,730 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0091 |
0.7% |
45% |
False |
False |
27,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3829 |
|
2.618 |
1.3659 |
|
1.618 |
1.3555 |
|
1.000 |
1.3491 |
|
0.618 |
1.3451 |
|
HIGH |
1.3387 |
|
0.618 |
1.3347 |
|
0.500 |
1.3335 |
|
0.382 |
1.3323 |
|
LOW |
1.3283 |
|
0.618 |
1.3219 |
|
1.000 |
1.3179 |
|
1.618 |
1.3115 |
|
2.618 |
1.3011 |
|
4.250 |
1.2841 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3337 |
1.3333 |
| PP |
1.3336 |
1.3327 |
| S1 |
1.3335 |
1.3322 |
|