CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.3175 |
1.3075 |
-0.0100 |
-0.8% |
1.3280 |
High |
1.3175 |
1.3098 |
-0.0077 |
-0.6% |
1.3364 |
Low |
1.3147 |
1.3075 |
-0.0072 |
-0.5% |
1.3280 |
Close |
1.3159 |
1.3090 |
-0.0069 |
-0.5% |
1.3355 |
Range |
0.0028 |
0.0023 |
-0.0005 |
-17.9% |
0.0084 |
ATR |
0.0063 |
0.0065 |
0.0001 |
2.3% |
0.0000 |
Volume |
10 |
4 |
-6 |
-60.0% |
32 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3157 |
1.3146 |
1.3103 |
|
R3 |
1.3134 |
1.3123 |
1.3096 |
|
R2 |
1.3111 |
1.3111 |
1.3094 |
|
R1 |
1.3100 |
1.3100 |
1.3092 |
1.3106 |
PP |
1.3088 |
1.3088 |
1.3088 |
1.3090 |
S1 |
1.3077 |
1.3077 |
1.3088 |
1.3083 |
S2 |
1.3065 |
1.3065 |
1.3086 |
|
S3 |
1.3042 |
1.3054 |
1.3084 |
|
S4 |
1.3019 |
1.3031 |
1.3077 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3585 |
1.3554 |
1.3401 |
|
R3 |
1.3501 |
1.3470 |
1.3378 |
|
R2 |
1.3417 |
1.3417 |
1.3370 |
|
R1 |
1.3386 |
1.3386 |
1.3363 |
1.3402 |
PP |
1.3333 |
1.3333 |
1.3333 |
1.3341 |
S1 |
1.3302 |
1.3302 |
1.3347 |
1.3318 |
S2 |
1.3249 |
1.3249 |
1.3340 |
|
S3 |
1.3165 |
1.3218 |
1.3332 |
|
S4 |
1.3081 |
1.3134 |
1.3309 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3196 |
2.618 |
1.3158 |
1.618 |
1.3135 |
1.000 |
1.3121 |
0.618 |
1.3112 |
HIGH |
1.3098 |
0.618 |
1.3089 |
0.500 |
1.3087 |
0.382 |
1.3084 |
LOW |
1.3075 |
0.618 |
1.3061 |
1.000 |
1.3052 |
1.618 |
1.3038 |
2.618 |
1.3015 |
4.250 |
1.2977 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3089 |
1.3156 |
PP |
1.3088 |
1.3134 |
S1 |
1.3087 |
1.3112 |
|