CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3098 |
1.3092 |
-0.0006 |
0.0% |
1.3352 |
| High |
1.3110 |
1.3148 |
0.0038 |
0.3% |
1.3355 |
| Low |
1.3098 |
1.3092 |
-0.0006 |
0.0% |
1.3075 |
| Close |
1.3110 |
1.3148 |
0.0038 |
0.3% |
1.3110 |
| Range |
0.0012 |
0.0056 |
0.0044 |
366.7% |
0.0280 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
38 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3297 |
1.3279 |
1.3179 |
|
| R3 |
1.3241 |
1.3223 |
1.3163 |
|
| R2 |
1.3185 |
1.3185 |
1.3158 |
|
| R1 |
1.3167 |
1.3167 |
1.3153 |
1.3176 |
| PP |
1.3129 |
1.3129 |
1.3129 |
1.3134 |
| S1 |
1.3111 |
1.3111 |
1.3143 |
1.3120 |
| S2 |
1.3073 |
1.3073 |
1.3138 |
|
| S3 |
1.3017 |
1.3055 |
1.3133 |
|
| S4 |
1.2961 |
1.2999 |
1.3117 |
|
|
| 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 |
1.3386 |
|
2.618 |
1.3295 |
|
1.618 |
1.3239 |
|
1.000 |
1.3204 |
|
0.618 |
1.3183 |
|
HIGH |
1.3148 |
|
0.618 |
1.3127 |
|
0.500 |
1.3120 |
|
0.382 |
1.3113 |
|
LOW |
1.3092 |
|
0.618 |
1.3057 |
|
1.000 |
1.3036 |
|
1.618 |
1.3001 |
|
2.618 |
1.2945 |
|
4.250 |
1.2854 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3139 |
1.3136 |
| PP |
1.3129 |
1.3124 |
| S1 |
1.3120 |
1.3112 |
|