CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3158 |
1.3205 |
0.0047 |
0.4% |
1.3080 |
| High |
1.3235 |
1.3205 |
-0.0030 |
-0.2% |
1.3235 |
| Low |
1.3146 |
1.3116 |
-0.0030 |
-0.2% |
1.3018 |
| Close |
1.3229 |
1.3158 |
-0.0071 |
-0.5% |
1.3229 |
| Range |
0.0089 |
0.0089 |
0.0000 |
0.0% |
0.0217 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.5% |
0.0000 |
| Volume |
304 |
306 |
2 |
0.7% |
1,595 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3427 |
1.3381 |
1.3207 |
|
| R3 |
1.3338 |
1.3292 |
1.3182 |
|
| R2 |
1.3249 |
1.3249 |
1.3174 |
|
| R1 |
1.3203 |
1.3203 |
1.3166 |
1.3182 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3149 |
| S1 |
1.3114 |
1.3114 |
1.3150 |
1.3093 |
| S2 |
1.3071 |
1.3071 |
1.3142 |
|
| S3 |
1.2982 |
1.3025 |
1.3134 |
|
| S4 |
1.2893 |
1.2936 |
1.3109 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3812 |
1.3737 |
1.3348 |
|
| R3 |
1.3595 |
1.3520 |
1.3289 |
|
| R2 |
1.3378 |
1.3378 |
1.3269 |
|
| R1 |
1.3303 |
1.3303 |
1.3249 |
1.3341 |
| PP |
1.3161 |
1.3161 |
1.3161 |
1.3179 |
| S1 |
1.3086 |
1.3086 |
1.3209 |
1.3124 |
| S2 |
1.2944 |
1.2944 |
1.3189 |
|
| S3 |
1.2727 |
1.2869 |
1.3169 |
|
| S4 |
1.2510 |
1.2652 |
1.3110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3235 |
1.3073 |
0.0162 |
1.2% |
0.0081 |
0.6% |
52% |
False |
False |
360 |
| 10 |
1.3235 |
1.3018 |
0.0217 |
1.6% |
0.0088 |
0.7% |
65% |
False |
False |
251 |
| 20 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0087 |
0.7% |
37% |
False |
False |
183 |
| 40 |
1.3493 |
1.3018 |
0.0475 |
3.6% |
0.0085 |
0.6% |
29% |
False |
False |
121 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.7% |
0.0074 |
0.6% |
29% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3583 |
|
2.618 |
1.3438 |
|
1.618 |
1.3349 |
|
1.000 |
1.3294 |
|
0.618 |
1.3260 |
|
HIGH |
1.3205 |
|
0.618 |
1.3171 |
|
0.500 |
1.3161 |
|
0.382 |
1.3150 |
|
LOW |
1.3116 |
|
0.618 |
1.3061 |
|
1.000 |
1.3027 |
|
1.618 |
1.2972 |
|
2.618 |
1.2883 |
|
4.250 |
1.2738 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3161 |
1.3163 |
| PP |
1.3160 |
1.3161 |
| S1 |
1.3159 |
1.3160 |
|