CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3115 |
1.3089 |
-0.0026 |
-0.2% |
1.3365 |
| High |
1.3150 |
1.3163 |
0.0013 |
0.1% |
1.3387 |
| Low |
1.3059 |
1.3072 |
0.0013 |
0.1% |
1.3040 |
| Close |
1.3082 |
1.3104 |
0.0022 |
0.2% |
1.3068 |
| Range |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0347 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
283,975 |
227,306 |
-56,669 |
-20.0% |
1,035,452 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3386 |
1.3336 |
1.3154 |
|
| R3 |
1.3295 |
1.3245 |
1.3129 |
|
| R2 |
1.3204 |
1.3204 |
1.3121 |
|
| R1 |
1.3154 |
1.3154 |
1.3112 |
1.3179 |
| PP |
1.3113 |
1.3113 |
1.3113 |
1.3126 |
| S1 |
1.3063 |
1.3063 |
1.3096 |
1.3088 |
| S2 |
1.3022 |
1.3022 |
1.3087 |
|
| S3 |
1.2931 |
1.2972 |
1.3079 |
|
| S4 |
1.2840 |
1.2881 |
1.3054 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4206 |
1.3984 |
1.3259 |
|
| R3 |
1.3859 |
1.3637 |
1.3163 |
|
| R2 |
1.3512 |
1.3512 |
1.3132 |
|
| R1 |
1.3290 |
1.3290 |
1.3100 |
1.3228 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3134 |
| S1 |
1.2943 |
1.2943 |
1.3036 |
1.2881 |
| S2 |
1.2818 |
1.2818 |
1.3004 |
|
| S3 |
1.2471 |
1.2596 |
1.2973 |
|
| S4 |
1.2124 |
1.2249 |
1.2877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3245 |
1.3037 |
0.0208 |
1.6% |
0.0109 |
0.8% |
32% |
False |
False |
221,613 |
| 10 |
1.3387 |
1.3037 |
0.0350 |
2.7% |
0.0108 |
0.8% |
19% |
False |
False |
234,770 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0110 |
0.8% |
25% |
False |
False |
221,447 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0112 |
0.9% |
23% |
False |
False |
116,712 |
| 60 |
1.3494 |
1.2658 |
0.0836 |
6.4% |
0.0117 |
0.9% |
53% |
False |
False |
77,933 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0114 |
0.9% |
54% |
False |
False |
58,509 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0107 |
0.8% |
50% |
False |
False |
46,817 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0096 |
0.7% |
30% |
False |
False |
39,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3550 |
|
2.618 |
1.3401 |
|
1.618 |
1.3310 |
|
1.000 |
1.3254 |
|
0.618 |
1.3219 |
|
HIGH |
1.3163 |
|
0.618 |
1.3128 |
|
0.500 |
1.3118 |
|
0.382 |
1.3107 |
|
LOW |
1.3072 |
|
0.618 |
1.3016 |
|
1.000 |
1.2981 |
|
1.618 |
1.2925 |
|
2.618 |
1.2834 |
|
4.250 |
1.2685 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3103 |
| PP |
1.3113 |
1.3101 |
| S1 |
1.3109 |
1.3100 |
|