CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3138 |
1.3132 |
-0.0006 |
0.0% |
1.3101 |
| High |
1.3178 |
1.3146 |
-0.0032 |
-0.2% |
1.3218 |
| Low |
1.3095 |
1.3061 |
-0.0034 |
-0.3% |
1.3037 |
| Close |
1.3143 |
1.3130 |
-0.0013 |
-0.1% |
1.3083 |
| Range |
0.0083 |
0.0085 |
0.0002 |
2.4% |
0.0181 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
224,874 |
239,980 |
15,106 |
6.7% |
1,119,514 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3367 |
1.3334 |
1.3177 |
|
| R3 |
1.3282 |
1.3249 |
1.3153 |
|
| R2 |
1.3197 |
1.3197 |
1.3146 |
|
| R1 |
1.3164 |
1.3164 |
1.3138 |
1.3138 |
| PP |
1.3112 |
1.3112 |
1.3112 |
1.3100 |
| S1 |
1.3079 |
1.3079 |
1.3122 |
1.3053 |
| S2 |
1.3027 |
1.3027 |
1.3114 |
|
| S3 |
1.2942 |
1.2994 |
1.3107 |
|
| S4 |
1.2857 |
1.2909 |
1.3083 |
|
|
| 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 |
1.3000 |
0.0218 |
1.7% |
0.0113 |
0.9% |
60% |
False |
False |
252,225 |
| 10 |
1.3245 |
1.3000 |
0.0245 |
1.9% |
0.0111 |
0.8% |
53% |
False |
False |
236,919 |
| 20 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0111 |
0.8% |
33% |
False |
False |
237,823 |
| 40 |
1.3494 |
1.3000 |
0.0494 |
3.8% |
0.0112 |
0.9% |
26% |
False |
False |
148,127 |
| 60 |
1.3494 |
1.2941 |
0.0553 |
4.2% |
0.0115 |
0.9% |
34% |
False |
False |
98,918 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0114 |
0.9% |
57% |
False |
False |
74,264 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0111 |
0.8% |
53% |
False |
False |
59,427 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0101 |
0.8% |
31% |
False |
False |
49,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3507 |
|
2.618 |
1.3369 |
|
1.618 |
1.3284 |
|
1.000 |
1.3231 |
|
0.618 |
1.3199 |
|
HIGH |
1.3146 |
|
0.618 |
1.3114 |
|
0.500 |
1.3104 |
|
0.382 |
1.3093 |
|
LOW |
1.3061 |
|
0.618 |
1.3008 |
|
1.000 |
1.2976 |
|
1.618 |
1.2923 |
|
2.618 |
1.2838 |
|
4.250 |
1.2700 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3121 |
1.3116 |
| PP |
1.3112 |
1.3103 |
| S1 |
1.3104 |
1.3089 |
|