CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3139 |
1.3194 |
0.0055 |
0.4% |
1.3075 |
| High |
1.3232 |
1.3214 |
-0.0018 |
-0.1% |
1.3232 |
| Low |
1.3132 |
1.3107 |
-0.0025 |
-0.2% |
1.3000 |
| Close |
1.3219 |
1.3148 |
-0.0071 |
-0.5% |
1.3219 |
| Range |
0.0100 |
0.0107 |
0.0007 |
7.0% |
0.0232 |
| ATR |
0.0110 |
0.0111 |
0.0000 |
0.1% |
0.0000 |
| Volume |
238,518 |
221,195 |
-17,323 |
-7.3% |
1,294,845 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3477 |
1.3420 |
1.3207 |
|
| R3 |
1.3370 |
1.3313 |
1.3177 |
|
| R2 |
1.3263 |
1.3263 |
1.3168 |
|
| R1 |
1.3206 |
1.3206 |
1.3158 |
1.3181 |
| PP |
1.3156 |
1.3156 |
1.3156 |
1.3144 |
| S1 |
1.3099 |
1.3099 |
1.3138 |
1.3074 |
| S2 |
1.3049 |
1.3049 |
1.3128 |
|
| S3 |
1.2942 |
1.2992 |
1.3119 |
|
| S4 |
1.2835 |
1.2885 |
1.3089 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3846 |
1.3765 |
1.3347 |
|
| R3 |
1.3614 |
1.3533 |
1.3283 |
|
| R2 |
1.3382 |
1.3382 |
1.3262 |
|
| R1 |
1.3301 |
1.3301 |
1.3240 |
1.3342 |
| PP |
1.3150 |
1.3150 |
1.3150 |
1.3171 |
| S1 |
1.3069 |
1.3069 |
1.3198 |
1.3110 |
| S2 |
1.2918 |
1.2918 |
1.3176 |
|
| S3 |
1.2686 |
1.2837 |
1.3155 |
|
| S4 |
1.2454 |
1.2605 |
1.3091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3232 |
1.3061 |
0.0171 |
1.3% |
0.0095 |
0.7% |
51% |
False |
False |
245,296 |
| 10 |
1.3232 |
1.3000 |
0.0232 |
1.8% |
0.0105 |
0.8% |
64% |
False |
False |
253,403 |
| 20 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0110 |
0.8% |
38% |
False |
False |
240,363 |
| 40 |
1.3492 |
1.3000 |
0.0492 |
3.7% |
0.0112 |
0.8% |
30% |
False |
False |
167,089 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0114 |
0.9% |
32% |
False |
False |
111,596 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0117 |
0.9% |
59% |
False |
False |
83,779 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0111 |
0.8% |
55% |
False |
False |
67,043 |
| 120 |
1.3916 |
1.2645 |
0.1271 |
9.7% |
0.0103 |
0.8% |
40% |
False |
False |
55,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3669 |
|
2.618 |
1.3494 |
|
1.618 |
1.3387 |
|
1.000 |
1.3321 |
|
0.618 |
1.3280 |
|
HIGH |
1.3214 |
|
0.618 |
1.3173 |
|
0.500 |
1.3161 |
|
0.382 |
1.3148 |
|
LOW |
1.3107 |
|
0.618 |
1.3041 |
|
1.000 |
1.3000 |
|
1.618 |
1.2934 |
|
2.618 |
1.2827 |
|
4.250 |
1.2652 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3161 |
1.3152 |
| PP |
1.3156 |
1.3151 |
| S1 |
1.3152 |
1.3149 |
|