CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3199 |
1.3223 |
0.0024 |
0.2% |
1.3075 |
| High |
1.3239 |
1.3266 |
0.0027 |
0.2% |
1.3232 |
| Low |
1.3176 |
1.3201 |
0.0025 |
0.2% |
1.3000 |
| Close |
1.3232 |
1.3241 |
0.0009 |
0.1% |
1.3219 |
| Range |
0.0063 |
0.0065 |
0.0002 |
3.2% |
0.0232 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
245,832 |
224,695 |
-21,137 |
-8.6% |
1,294,845 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3431 |
1.3401 |
1.3277 |
|
| R3 |
1.3366 |
1.3336 |
1.3259 |
|
| R2 |
1.3301 |
1.3301 |
1.3253 |
|
| R1 |
1.3271 |
1.3271 |
1.3247 |
1.3286 |
| PP |
1.3236 |
1.3236 |
1.3236 |
1.3244 |
| S1 |
1.3206 |
1.3206 |
1.3235 |
1.3221 |
| S2 |
1.3171 |
1.3171 |
1.3229 |
|
| S3 |
1.3106 |
1.3141 |
1.3223 |
|
| S4 |
1.3041 |
1.3076 |
1.3205 |
|
|
| 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 |
1.3266 |
1.3107 |
0.0159 |
1.2% |
0.0082 |
0.6% |
84% |
True |
False |
230,629 |
| 10 |
1.3266 |
1.3000 |
0.0266 |
2.0% |
0.0096 |
0.7% |
91% |
True |
False |
244,529 |
| 20 |
1.3387 |
1.3000 |
0.0387 |
2.9% |
0.0103 |
0.8% |
62% |
False |
False |
241,271 |
| 40 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0108 |
0.8% |
62% |
False |
False |
184,219 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0110 |
0.8% |
50% |
False |
False |
123,127 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0115 |
0.9% |
70% |
False |
False |
92,439 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0110 |
0.8% |
65% |
False |
False |
73,976 |
| 120 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0105 |
0.8% |
50% |
False |
False |
61,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3542 |
|
2.618 |
1.3436 |
|
1.618 |
1.3371 |
|
1.000 |
1.3331 |
|
0.618 |
1.3306 |
|
HIGH |
1.3266 |
|
0.618 |
1.3241 |
|
0.500 |
1.3234 |
|
0.382 |
1.3226 |
|
LOW |
1.3201 |
|
0.618 |
1.3161 |
|
1.000 |
1.3136 |
|
1.618 |
1.3096 |
|
2.618 |
1.3031 |
|
4.250 |
1.2925 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3239 |
1.3230 |
| PP |
1.3236 |
1.3218 |
| S1 |
1.3234 |
1.3207 |
|