CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3378 |
1.3337 |
-0.0041 |
-0.3% |
1.3291 |
| High |
1.3390 |
1.3377 |
-0.0013 |
-0.1% |
1.3396 |
| Low |
1.3296 |
1.3228 |
-0.0068 |
-0.5% |
1.3205 |
| Close |
1.3346 |
1.3228 |
-0.0118 |
-0.9% |
1.3347 |
| Range |
0.0094 |
0.0149 |
0.0055 |
58.5% |
0.0191 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
4.5% |
0.0000 |
| Volume |
129 |
180 |
51 |
39.5% |
446 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3725 |
1.3625 |
1.3310 |
|
| R3 |
1.3576 |
1.3476 |
1.3269 |
|
| R2 |
1.3427 |
1.3427 |
1.3255 |
|
| R1 |
1.3327 |
1.3327 |
1.3242 |
1.3303 |
| PP |
1.3278 |
1.3278 |
1.3278 |
1.3265 |
| S1 |
1.3178 |
1.3178 |
1.3214 |
1.3154 |
| S2 |
1.3129 |
1.3129 |
1.3201 |
|
| S3 |
1.2980 |
1.3029 |
1.3187 |
|
| S4 |
1.2831 |
1.2880 |
1.3146 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3809 |
1.3452 |
|
| R3 |
1.3698 |
1.3618 |
1.3400 |
|
| R2 |
1.3507 |
1.3507 |
1.3382 |
|
| R1 |
1.3427 |
1.3427 |
1.3365 |
1.3467 |
| PP |
1.3316 |
1.3316 |
1.3316 |
1.3336 |
| S1 |
1.3236 |
1.3236 |
1.3329 |
1.3276 |
| S2 |
1.3125 |
1.3125 |
1.3312 |
|
| S3 |
1.2934 |
1.3045 |
1.3294 |
|
| S4 |
1.2743 |
1.2854 |
1.3242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3390 |
1.3228 |
0.0162 |
1.2% |
0.0090 |
0.7% |
0% |
False |
True |
118 |
| 10 |
1.3396 |
1.3157 |
0.0239 |
1.8% |
0.0096 |
0.7% |
30% |
False |
False |
110 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.8% |
0.0088 |
0.7% |
54% |
False |
False |
87 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0075 |
0.6% |
43% |
False |
False |
53 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0060 |
0.5% |
66% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4010 |
|
2.618 |
1.3767 |
|
1.618 |
1.3618 |
|
1.000 |
1.3526 |
|
0.618 |
1.3469 |
|
HIGH |
1.3377 |
|
0.618 |
1.3320 |
|
0.500 |
1.3303 |
|
0.382 |
1.3285 |
|
LOW |
1.3228 |
|
0.618 |
1.3136 |
|
1.000 |
1.3079 |
|
1.618 |
1.2987 |
|
2.618 |
1.2838 |
|
4.250 |
1.2595 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3303 |
1.3309 |
| PP |
1.3278 |
1.3282 |
| S1 |
1.3253 |
1.3255 |
|