CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3229 |
1.3198 |
-0.0031 |
-0.2% |
1.3205 |
| High |
1.3271 |
1.3280 |
0.0009 |
0.1% |
1.3280 |
| Low |
1.3215 |
1.3175 |
-0.0040 |
-0.3% |
1.3116 |
| Close |
1.3251 |
1.3272 |
0.0021 |
0.2% |
1.3272 |
| Range |
0.0056 |
0.0105 |
0.0049 |
87.5% |
0.0164 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.4% |
0.0000 |
| Volume |
84 |
479 |
395 |
470.2% |
1,170 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3520 |
1.3330 |
|
| R3 |
1.3452 |
1.3415 |
1.3301 |
|
| R2 |
1.3347 |
1.3347 |
1.3291 |
|
| R1 |
1.3310 |
1.3310 |
1.3282 |
1.3329 |
| PP |
1.3242 |
1.3242 |
1.3242 |
1.3252 |
| S1 |
1.3205 |
1.3205 |
1.3262 |
1.3224 |
| S2 |
1.3137 |
1.3137 |
1.3253 |
|
| S3 |
1.3032 |
1.3100 |
1.3243 |
|
| S4 |
1.2927 |
1.2995 |
1.3214 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3657 |
1.3362 |
|
| R3 |
1.3551 |
1.3493 |
1.3317 |
|
| R2 |
1.3387 |
1.3387 |
1.3302 |
|
| R1 |
1.3329 |
1.3329 |
1.3287 |
1.3358 |
| PP |
1.3223 |
1.3223 |
1.3223 |
1.3237 |
| S1 |
1.3165 |
1.3165 |
1.3257 |
1.3194 |
| S2 |
1.3059 |
1.3059 |
1.3242 |
|
| S3 |
1.2895 |
1.3001 |
1.3227 |
|
| S4 |
1.2731 |
1.2837 |
1.3182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3280 |
1.3116 |
0.0164 |
1.2% |
0.0075 |
0.6% |
95% |
True |
False |
234 |
| 10 |
1.3280 |
1.3018 |
0.0262 |
2.0% |
0.0084 |
0.6% |
97% |
True |
False |
276 |
| 20 |
1.3390 |
1.3018 |
0.0372 |
2.8% |
0.0088 |
0.7% |
68% |
False |
False |
207 |
| 40 |
1.3396 |
1.3018 |
0.0378 |
2.8% |
0.0085 |
0.6% |
67% |
False |
False |
140 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.6% |
0.0075 |
0.6% |
53% |
False |
False |
99 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0064 |
0.5% |
72% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3726 |
|
2.618 |
1.3555 |
|
1.618 |
1.3450 |
|
1.000 |
1.3385 |
|
0.618 |
1.3345 |
|
HIGH |
1.3280 |
|
0.618 |
1.3240 |
|
0.500 |
1.3228 |
|
0.382 |
1.3215 |
|
LOW |
1.3175 |
|
0.618 |
1.3110 |
|
1.000 |
1.3070 |
|
1.618 |
1.3005 |
|
2.618 |
1.2900 |
|
4.250 |
1.2729 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3257 |
1.3257 |
| PP |
1.3242 |
1.3242 |
| S1 |
1.3228 |
1.3228 |
|