CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3112 |
1.3192 |
0.0080 |
0.6% |
1.3101 |
| High |
1.3218 |
1.3206 |
-0.0012 |
-0.1% |
1.3218 |
| Low |
1.3106 |
1.3074 |
-0.0032 |
-0.2% |
1.3037 |
| Close |
1.3200 |
1.3083 |
-0.0117 |
-0.9% |
1.3083 |
| Range |
0.0112 |
0.0132 |
0.0020 |
17.9% |
0.0181 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
1.2% |
0.0000 |
| Volume |
270,892 |
235,821 |
-35,071 |
-12.9% |
1,119,514 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3517 |
1.3432 |
1.3156 |
|
| R3 |
1.3385 |
1.3300 |
1.3119 |
|
| R2 |
1.3253 |
1.3253 |
1.3107 |
|
| R1 |
1.3168 |
1.3168 |
1.3095 |
1.3145 |
| PP |
1.3121 |
1.3121 |
1.3121 |
1.3109 |
| S1 |
1.3036 |
1.3036 |
1.3071 |
1.3013 |
| S2 |
1.2989 |
1.2989 |
1.3059 |
|
| S3 |
1.2857 |
1.2904 |
1.3047 |
|
| S4 |
1.2725 |
1.2772 |
1.3010 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3656 |
1.3550 |
1.3183 |
|
| R3 |
1.3475 |
1.3369 |
1.3133 |
|
| R2 |
1.3294 |
1.3294 |
1.3116 |
|
| R1 |
1.3188 |
1.3188 |
1.3100 |
1.3151 |
| PP |
1.3113 |
1.3113 |
1.3113 |
1.3094 |
| S1 |
1.3007 |
1.3007 |
1.3066 |
1.2970 |
| S2 |
1.2932 |
1.2932 |
1.3050 |
|
| S3 |
1.2751 |
1.2826 |
1.3033 |
|
| S4 |
1.2570 |
1.2645 |
1.2983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3218 |
1.3037 |
0.0181 |
1.4% |
0.0106 |
0.8% |
25% |
False |
False |
223,902 |
| 10 |
1.3387 |
1.3037 |
0.0350 |
2.7% |
0.0113 |
0.9% |
13% |
False |
False |
239,100 |
| 20 |
1.3391 |
1.3037 |
0.0354 |
2.7% |
0.0112 |
0.9% |
13% |
False |
False |
233,849 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0112 |
0.9% |
19% |
False |
False |
129,336 |
| 60 |
1.3494 |
1.2858 |
0.0636 |
4.9% |
0.0116 |
0.9% |
35% |
False |
False |
86,361 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0115 |
0.9% |
52% |
False |
False |
64,838 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0108 |
0.8% |
48% |
False |
False |
51,883 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0098 |
0.8% |
28% |
False |
False |
43,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3767 |
|
2.618 |
1.3552 |
|
1.618 |
1.3420 |
|
1.000 |
1.3338 |
|
0.618 |
1.3288 |
|
HIGH |
1.3206 |
|
0.618 |
1.3156 |
|
0.500 |
1.3140 |
|
0.382 |
1.3124 |
|
LOW |
1.3074 |
|
0.618 |
1.2992 |
|
1.000 |
1.2942 |
|
1.618 |
1.2860 |
|
2.618 |
1.2728 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3140 |
1.3145 |
| PP |
1.3121 |
1.3124 |
| S1 |
1.3102 |
1.3104 |
|