CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3337 |
1.3236 |
-0.0101 |
-0.8% |
1.3291 |
| High |
1.3377 |
1.3243 |
-0.0134 |
-1.0% |
1.3396 |
| Low |
1.3228 |
1.3138 |
-0.0090 |
-0.7% |
1.3205 |
| Close |
1.3228 |
1.3150 |
-0.0078 |
-0.6% |
1.3347 |
| Range |
0.0149 |
0.0105 |
-0.0044 |
-29.5% |
0.0191 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.7% |
0.0000 |
| Volume |
180 |
124 |
-56 |
-31.1% |
446 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3426 |
1.3208 |
|
| R3 |
1.3387 |
1.3321 |
1.3179 |
|
| R2 |
1.3282 |
1.3282 |
1.3169 |
|
| R1 |
1.3216 |
1.3216 |
1.3160 |
1.3197 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3167 |
| S1 |
1.3111 |
1.3111 |
1.3140 |
1.3092 |
| S2 |
1.3072 |
1.3072 |
1.3131 |
|
| S3 |
1.2967 |
1.3006 |
1.3121 |
|
| S4 |
1.2862 |
1.2901 |
1.3092 |
|
|
| 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 |
1.3138 |
0.0252 |
1.9% |
0.0096 |
0.7% |
5% |
False |
True |
126 |
| 10 |
1.3396 |
1.3138 |
0.0258 |
2.0% |
0.0098 |
0.7% |
5% |
False |
True |
112 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.8% |
0.0093 |
0.7% |
32% |
False |
False |
91 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0074 |
0.6% |
27% |
False |
False |
56 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.2% |
0.0061 |
0.5% |
57% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3689 |
|
2.618 |
1.3518 |
|
1.618 |
1.3413 |
|
1.000 |
1.3348 |
|
0.618 |
1.3308 |
|
HIGH |
1.3243 |
|
0.618 |
1.3203 |
|
0.500 |
1.3191 |
|
0.382 |
1.3178 |
|
LOW |
1.3138 |
|
0.618 |
1.3073 |
|
1.000 |
1.3033 |
|
1.618 |
1.2968 |
|
2.618 |
1.2863 |
|
4.250 |
1.2692 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3191 |
1.3264 |
| PP |
1.3177 |
1.3226 |
| S1 |
1.3164 |
1.3188 |
|