CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3194 |
1.3163 |
-0.0031 |
-0.2% |
1.3075 |
| High |
1.3214 |
1.3222 |
0.0008 |
0.1% |
1.3232 |
| Low |
1.3107 |
1.3148 |
0.0041 |
0.3% |
1.3000 |
| Close |
1.3148 |
1.3193 |
0.0045 |
0.3% |
1.3219 |
| Range |
0.0107 |
0.0074 |
-0.0033 |
-30.8% |
0.0232 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
221,195 |
222,909 |
1,714 |
0.8% |
1,294,845 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3410 |
1.3375 |
1.3234 |
|
| R3 |
1.3336 |
1.3301 |
1.3213 |
|
| R2 |
1.3262 |
1.3262 |
1.3207 |
|
| R1 |
1.3227 |
1.3227 |
1.3200 |
1.3245 |
| PP |
1.3188 |
1.3188 |
1.3188 |
1.3196 |
| S1 |
1.3153 |
1.3153 |
1.3186 |
1.3171 |
| S2 |
1.3114 |
1.3114 |
1.3179 |
|
| S3 |
1.3040 |
1.3079 |
1.3173 |
|
| S4 |
1.2966 |
1.3005 |
1.3152 |
|
|
| 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% |
0.0093 |
0.7% |
77% |
False |
False |
244,903 |
| 10 |
1.3232 |
1.3000 |
0.0232 |
1.8% |
0.0104 |
0.8% |
83% |
False |
False |
247,296 |
| 20 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0105 |
0.8% |
49% |
False |
False |
238,772 |
| 40 |
1.3492 |
1.3000 |
0.0492 |
3.7% |
0.0111 |
0.8% |
39% |
False |
False |
172,611 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0113 |
0.9% |
41% |
False |
False |
115,305 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0116 |
0.9% |
65% |
False |
False |
86,565 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0111 |
0.8% |
60% |
False |
False |
69,272 |
| 120 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0104 |
0.8% |
46% |
False |
False |
57,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3537 |
|
2.618 |
1.3416 |
|
1.618 |
1.3342 |
|
1.000 |
1.3296 |
|
0.618 |
1.3268 |
|
HIGH |
1.3222 |
|
0.618 |
1.3194 |
|
0.500 |
1.3185 |
|
0.382 |
1.3176 |
|
LOW |
1.3148 |
|
0.618 |
1.3102 |
|
1.000 |
1.3074 |
|
1.618 |
1.3028 |
|
2.618 |
1.2954 |
|
4.250 |
1.2834 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3190 |
1.3185 |
| PP |
1.3188 |
1.3177 |
| S1 |
1.3185 |
1.3170 |
|