CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3207 |
1.3229 |
0.0022 |
0.2% |
1.3080 |
| High |
1.3245 |
1.3271 |
0.0026 |
0.2% |
1.3235 |
| Low |
1.3187 |
1.3215 |
0.0028 |
0.2% |
1.3018 |
| Close |
1.3242 |
1.3251 |
0.0009 |
0.1% |
1.3229 |
| Range |
0.0058 |
0.0056 |
-0.0002 |
-3.4% |
0.0217 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
40 |
84 |
44 |
110.0% |
1,595 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3414 |
1.3388 |
1.3282 |
|
| R3 |
1.3358 |
1.3332 |
1.3266 |
|
| R2 |
1.3302 |
1.3302 |
1.3261 |
|
| R1 |
1.3276 |
1.3276 |
1.3256 |
1.3289 |
| PP |
1.3246 |
1.3246 |
1.3246 |
1.3252 |
| S1 |
1.3220 |
1.3220 |
1.3246 |
1.3233 |
| S2 |
1.3190 |
1.3190 |
1.3241 |
|
| S3 |
1.3134 |
1.3164 |
1.3236 |
|
| S4 |
1.3078 |
1.3108 |
1.3220 |
|
|
| 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 |
1.3271 |
1.3116 |
0.0155 |
1.2% |
0.0072 |
0.5% |
87% |
True |
False |
199 |
| 10 |
1.3271 |
1.3018 |
0.0253 |
1.9% |
0.0083 |
0.6% |
92% |
True |
False |
247 |
| 20 |
1.3390 |
1.3018 |
0.0372 |
2.8% |
0.0085 |
0.6% |
63% |
False |
False |
187 |
| 40 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0084 |
0.6% |
62% |
False |
False |
128 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.6% |
0.0074 |
0.6% |
48% |
False |
False |
91 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0063 |
0.5% |
69% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3509 |
|
2.618 |
1.3418 |
|
1.618 |
1.3362 |
|
1.000 |
1.3327 |
|
0.618 |
1.3306 |
|
HIGH |
1.3271 |
|
0.618 |
1.3250 |
|
0.500 |
1.3243 |
|
0.382 |
1.3236 |
|
LOW |
1.3215 |
|
0.618 |
1.3180 |
|
1.000 |
1.3159 |
|
1.618 |
1.3124 |
|
2.618 |
1.3068 |
|
4.250 |
1.2977 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3248 |
1.3239 |
| PP |
1.3246 |
1.3228 |
| S1 |
1.3243 |
1.3216 |
|