CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3186 |
1.3080 |
-0.0106 |
-0.8% |
1.3099 |
| High |
1.3186 |
1.3161 |
-0.0025 |
-0.2% |
1.3225 |
| Low |
1.3089 |
1.3018 |
-0.0071 |
-0.5% |
1.3080 |
| Close |
1.3094 |
1.3151 |
0.0057 |
0.4% |
1.3094 |
| Range |
0.0097 |
0.0143 |
0.0046 |
47.4% |
0.0145 |
| ATR |
0.0094 |
0.0097 |
0.0004 |
3.8% |
0.0000 |
| Volume |
191 |
99 |
-92 |
-48.2% |
650 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3539 |
1.3488 |
1.3230 |
|
| R3 |
1.3396 |
1.3345 |
1.3190 |
|
| R2 |
1.3253 |
1.3253 |
1.3177 |
|
| R1 |
1.3202 |
1.3202 |
1.3164 |
1.3228 |
| PP |
1.3110 |
1.3110 |
1.3110 |
1.3123 |
| S1 |
1.3059 |
1.3059 |
1.3138 |
1.3085 |
| S2 |
1.2967 |
1.2967 |
1.3125 |
|
| S3 |
1.2824 |
1.2916 |
1.3112 |
|
| S4 |
1.2681 |
1.2773 |
1.3072 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3568 |
1.3476 |
1.3174 |
|
| R3 |
1.3423 |
1.3331 |
1.3134 |
|
| R2 |
1.3278 |
1.3278 |
1.3121 |
|
| R1 |
1.3186 |
1.3186 |
1.3107 |
1.3160 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3120 |
| S1 |
1.3041 |
1.3041 |
1.3081 |
1.3015 |
| S2 |
1.2988 |
1.2988 |
1.3067 |
|
| S3 |
1.2843 |
1.2896 |
1.3054 |
|
| S4 |
1.2698 |
1.2751 |
1.3014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3225 |
1.3018 |
0.0207 |
1.6% |
0.0094 |
0.7% |
64% |
False |
True |
141 |
| 10 |
1.3377 |
1.3018 |
0.0359 |
2.7% |
0.0097 |
0.7% |
37% |
False |
True |
134 |
| 20 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0091 |
0.7% |
35% |
False |
True |
115 |
| 40 |
1.3500 |
1.3018 |
0.0482 |
3.7% |
0.0081 |
0.6% |
28% |
False |
True |
79 |
| 60 |
1.3500 |
1.2982 |
0.0518 |
3.9% |
0.0071 |
0.5% |
33% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3769 |
|
2.618 |
1.3535 |
|
1.618 |
1.3392 |
|
1.000 |
1.3304 |
|
0.618 |
1.3249 |
|
HIGH |
1.3161 |
|
0.618 |
1.3106 |
|
0.500 |
1.3090 |
|
0.382 |
1.3073 |
|
LOW |
1.3018 |
|
0.618 |
1.2930 |
|
1.000 |
1.2875 |
|
1.618 |
1.2787 |
|
2.618 |
1.2644 |
|
4.250 |
1.2410 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3131 |
1.3141 |
| PP |
1.3110 |
1.3131 |
| S1 |
1.3090 |
1.3122 |
|