CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3125 |
1.3132 |
0.0007 |
0.1% |
1.3378 |
| High |
1.3166 |
1.3225 |
0.0059 |
0.4% |
1.3390 |
| Low |
1.3112 |
1.3122 |
0.0010 |
0.1% |
1.3057 |
| Close |
1.3115 |
1.3210 |
0.0095 |
0.7% |
1.3098 |
| Range |
0.0054 |
0.0103 |
0.0049 |
90.7% |
0.0333 |
| ATR |
0.0090 |
0.0092 |
0.0001 |
1.6% |
0.0000 |
| Volume |
345 |
47 |
-298 |
-86.4% |
728 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3495 |
1.3455 |
1.3267 |
|
| R3 |
1.3392 |
1.3352 |
1.3238 |
|
| R2 |
1.3289 |
1.3289 |
1.3229 |
|
| R1 |
1.3249 |
1.3249 |
1.3219 |
1.3269 |
| PP |
1.3186 |
1.3186 |
1.3186 |
1.3196 |
| S1 |
1.3146 |
1.3146 |
1.3201 |
1.3166 |
| S2 |
1.3083 |
1.3083 |
1.3191 |
|
| S3 |
1.2980 |
1.3043 |
1.3182 |
|
| S4 |
1.2877 |
1.2940 |
1.3153 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4181 |
1.3972 |
1.3281 |
|
| R3 |
1.3848 |
1.3639 |
1.3190 |
|
| R2 |
1.3515 |
1.3515 |
1.3159 |
|
| R1 |
1.3306 |
1.3306 |
1.3129 |
1.3244 |
| PP |
1.3182 |
1.3182 |
1.3182 |
1.3151 |
| S1 |
1.2973 |
1.2973 |
1.3067 |
1.2911 |
| S2 |
1.2849 |
1.2849 |
1.3037 |
|
| S3 |
1.2516 |
1.2640 |
1.3006 |
|
| S4 |
1.2183 |
1.2307 |
1.2915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3225 |
1.3074 |
0.0151 |
1.1% |
0.0072 |
0.5% |
90% |
True |
False |
124 |
| 10 |
1.3390 |
1.3057 |
0.0333 |
2.5% |
0.0088 |
0.7% |
46% |
False |
False |
127 |
| 20 |
1.3396 |
1.3057 |
0.0339 |
2.6% |
0.0091 |
0.7% |
45% |
False |
False |
119 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0080 |
0.6% |
39% |
False |
False |
74 |
| 60 |
1.3500 |
1.2945 |
0.0555 |
4.2% |
0.0067 |
0.5% |
48% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3663 |
|
2.618 |
1.3495 |
|
1.618 |
1.3392 |
|
1.000 |
1.3328 |
|
0.618 |
1.3289 |
|
HIGH |
1.3225 |
|
0.618 |
1.3186 |
|
0.500 |
1.3174 |
|
0.382 |
1.3161 |
|
LOW |
1.3122 |
|
0.618 |
1.3058 |
|
1.000 |
1.3019 |
|
1.618 |
1.2955 |
|
2.618 |
1.2852 |
|
4.250 |
1.2684 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3198 |
1.3191 |
| PP |
1.3186 |
1.3172 |
| S1 |
1.3174 |
1.3153 |
|