CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.3092 |
1.3109 |
0.0017 |
0.1% |
1.3352 |
High |
1.3148 |
1.3109 |
-0.0039 |
-0.3% |
1.3355 |
Low |
1.3092 |
1.3107 |
0.0015 |
0.1% |
1.3075 |
Close |
1.3148 |
1.3107 |
-0.0041 |
-0.3% |
1.3110 |
Range |
0.0056 |
0.0002 |
-0.0054 |
-96.4% |
0.0280 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
4 |
2 |
-2 |
-50.0% |
38 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3114 |
1.3112 |
1.3108 |
|
R3 |
1.3112 |
1.3110 |
1.3108 |
|
R2 |
1.3110 |
1.3110 |
1.3107 |
|
R1 |
1.3108 |
1.3108 |
1.3107 |
1.3108 |
PP |
1.3108 |
1.3108 |
1.3108 |
1.3108 |
S1 |
1.3106 |
1.3106 |
1.3107 |
1.3106 |
S2 |
1.3106 |
1.3106 |
1.3107 |
|
S3 |
1.3104 |
1.3104 |
1.3106 |
|
S4 |
1.3102 |
1.3102 |
1.3106 |
|
|
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 |
1.3118 |
2.618 |
1.3114 |
1.618 |
1.3112 |
1.000 |
1.3111 |
0.618 |
1.3110 |
HIGH |
1.3109 |
0.618 |
1.3108 |
0.500 |
1.3108 |
0.382 |
1.3108 |
LOW |
1.3107 |
0.618 |
1.3106 |
1.000 |
1.3105 |
1.618 |
1.3104 |
2.618 |
1.3102 |
4.250 |
1.3099 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3108 |
1.3120 |
PP |
1.3108 |
1.3116 |
S1 |
1.3107 |
1.3111 |
|