CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 06-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
06-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.3075 |
1.3098 |
0.0023 |
0.2% |
1.3352 |
High |
1.3098 |
1.3110 |
0.0012 |
0.1% |
1.3355 |
Low |
1.3075 |
1.3098 |
0.0023 |
0.2% |
1.3075 |
Close |
1.3090 |
1.3110 |
0.0020 |
0.2% |
1.3110 |
Range |
0.0023 |
0.0012 |
-0.0011 |
-47.8% |
0.0280 |
ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.9% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
38 |
|
Daily Pivots for day following 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3142 |
1.3138 |
1.3117 |
|
R3 |
1.3130 |
1.3126 |
1.3113 |
|
R2 |
1.3118 |
1.3118 |
1.3112 |
|
R1 |
1.3114 |
1.3114 |
1.3111 |
1.3116 |
PP |
1.3106 |
1.3106 |
1.3106 |
1.3107 |
S1 |
1.3102 |
1.3102 |
1.3109 |
1.3104 |
S2 |
1.3094 |
1.3094 |
1.3108 |
|
S3 |
1.3082 |
1.3090 |
1.3107 |
|
S4 |
1.3070 |
1.3078 |
1.3103 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4020 |
1.3845 |
1.3264 |
|
R3 |
1.3740 |
1.3565 |
1.3187 |
|
R2 |
1.3460 |
1.3460 |
1.3161 |
|
R1 |
1.3285 |
1.3285 |
1.3136 |
1.3233 |
PP |
1.3180 |
1.3180 |
1.3180 |
1.3154 |
S1 |
1.3005 |
1.3005 |
1.3084 |
1.2953 |
S2 |
1.2900 |
1.2900 |
1.3059 |
|
S3 |
1.2620 |
1.2725 |
1.3033 |
|
S4 |
1.2340 |
1.2445 |
1.2956 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3161 |
2.618 |
1.3141 |
1.618 |
1.3129 |
1.000 |
1.3122 |
0.618 |
1.3117 |
HIGH |
1.3110 |
0.618 |
1.3105 |
0.500 |
1.3104 |
0.382 |
1.3103 |
LOW |
1.3098 |
0.618 |
1.3091 |
1.000 |
1.3086 |
1.618 |
1.3079 |
2.618 |
1.3067 |
4.250 |
1.3047 |
|
|
Fisher Pivots for day following 06-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3108 |
1.3125 |
PP |
1.3106 |
1.3120 |
S1 |
1.3104 |
1.3115 |
|