CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3128 |
1.3212 |
0.0084 |
0.6% |
1.3352 |
| High |
1.3128 |
1.3225 |
0.0097 |
0.7% |
1.3355 |
| Low |
1.3128 |
1.3200 |
0.0072 |
0.5% |
1.3075 |
| Close |
1.3128 |
1.3222 |
0.0094 |
0.7% |
1.3110 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0280 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
38 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3291 |
1.3281 |
1.3236 |
|
| R3 |
1.3266 |
1.3256 |
1.3229 |
|
| R2 |
1.3241 |
1.3241 |
1.3227 |
|
| R1 |
1.3231 |
1.3231 |
1.3224 |
1.3236 |
| PP |
1.3216 |
1.3216 |
1.3216 |
1.3218 |
| S1 |
1.3206 |
1.3206 |
1.3220 |
1.3211 |
| S2 |
1.3191 |
1.3191 |
1.3217 |
|
| S3 |
1.3166 |
1.3181 |
1.3215 |
|
| S4 |
1.3141 |
1.3156 |
1.3208 |
|
|
| 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 |
1.3331 |
|
2.618 |
1.3290 |
|
1.618 |
1.3265 |
|
1.000 |
1.3250 |
|
0.618 |
1.3240 |
|
HIGH |
1.3225 |
|
0.618 |
1.3215 |
|
0.500 |
1.3213 |
|
0.382 |
1.3210 |
|
LOW |
1.3200 |
|
0.618 |
1.3185 |
|
1.000 |
1.3175 |
|
1.618 |
1.3160 |
|
2.618 |
1.3135 |
|
4.250 |
1.3094 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3219 |
1.3203 |
| PP |
1.3216 |
1.3185 |
| S1 |
1.3213 |
1.3166 |
|