CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3132 |
1.3124 |
-0.0008 |
-0.1% |
1.3101 |
| High |
1.3146 |
1.3170 |
0.0024 |
0.2% |
1.3218 |
| Low |
1.3061 |
1.3072 |
0.0011 |
0.1% |
1.3037 |
| Close |
1.3130 |
1.3136 |
0.0006 |
0.0% |
1.3083 |
| Range |
0.0085 |
0.0098 |
0.0013 |
15.3% |
0.0181 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
239,980 |
301,915 |
61,935 |
25.8% |
1,119,514 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3420 |
1.3376 |
1.3190 |
|
| R3 |
1.3322 |
1.3278 |
1.3163 |
|
| R2 |
1.3224 |
1.3224 |
1.3154 |
|
| R1 |
1.3180 |
1.3180 |
1.3145 |
1.3202 |
| PP |
1.3126 |
1.3126 |
1.3126 |
1.3137 |
| S1 |
1.3082 |
1.3082 |
1.3127 |
1.3104 |
| S2 |
1.3028 |
1.3028 |
1.3118 |
|
| S3 |
1.2930 |
1.2984 |
1.3109 |
|
| S4 |
1.2832 |
1.2886 |
1.3082 |
|
|
| 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 |
1.3206 |
1.3000 |
0.0206 |
1.6% |
0.0110 |
0.8% |
66% |
False |
False |
258,429 |
| 10 |
1.3218 |
1.3000 |
0.0218 |
1.7% |
0.0108 |
0.8% |
62% |
False |
False |
240,486 |
| 20 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0111 |
0.8% |
35% |
False |
False |
241,254 |
| 40 |
1.3494 |
1.3000 |
0.0494 |
3.8% |
0.0113 |
0.9% |
28% |
False |
False |
155,647 |
| 60 |
1.3494 |
1.2941 |
0.0553 |
4.2% |
0.0115 |
0.9% |
35% |
False |
False |
103,946 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0115 |
0.9% |
58% |
False |
False |
78,033 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0111 |
0.8% |
54% |
False |
False |
62,446 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0102 |
0.8% |
32% |
False |
False |
52,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3587 |
|
2.618 |
1.3427 |
|
1.618 |
1.3329 |
|
1.000 |
1.3268 |
|
0.618 |
1.3231 |
|
HIGH |
1.3170 |
|
0.618 |
1.3133 |
|
0.500 |
1.3121 |
|
0.382 |
1.3109 |
|
LOW |
1.3072 |
|
0.618 |
1.3011 |
|
1.000 |
1.2974 |
|
1.618 |
1.2913 |
|
2.618 |
1.2815 |
|
4.250 |
1.2656 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3131 |
1.3131 |
| PP |
1.3126 |
1.3125 |
| S1 |
1.3121 |
1.3120 |
|