CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.3108 |
1.3162 |
0.0054 |
0.4% |
1.3092 |
High |
1.3108 |
1.3162 |
0.0054 |
0.4% |
1.3225 |
Low |
1.3108 |
1.3162 |
0.0054 |
0.4% |
1.3092 |
Close |
1.3108 |
1.3162 |
0.0054 |
0.4% |
1.3108 |
Range |
|
|
|
|
|
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
3 |
15 |
12 |
400.0% |
13 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3162 |
1.3162 |
1.3162 |
|
R3 |
1.3162 |
1.3162 |
1.3162 |
|
R2 |
1.3162 |
1.3162 |
1.3162 |
|
R1 |
1.3162 |
1.3162 |
1.3162 |
1.3162 |
PP |
1.3162 |
1.3162 |
1.3162 |
1.3162 |
S1 |
1.3162 |
1.3162 |
1.3162 |
1.3162 |
S2 |
1.3162 |
1.3162 |
1.3162 |
|
S3 |
1.3162 |
1.3162 |
1.3162 |
|
S4 |
1.3162 |
1.3162 |
1.3162 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3541 |
1.3457 |
1.3181 |
|
R3 |
1.3408 |
1.3324 |
1.3145 |
|
R2 |
1.3275 |
1.3275 |
1.3132 |
|
R1 |
1.3191 |
1.3191 |
1.3120 |
1.3233 |
PP |
1.3142 |
1.3142 |
1.3142 |
1.3163 |
S1 |
1.3058 |
1.3058 |
1.3096 |
1.3100 |
S2 |
1.3009 |
1.3009 |
1.3084 |
|
S3 |
1.2876 |
1.2925 |
1.3071 |
|
S4 |
1.2743 |
1.2792 |
1.3035 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3162 |
2.618 |
1.3162 |
1.618 |
1.3162 |
1.000 |
1.3162 |
0.618 |
1.3162 |
HIGH |
1.3162 |
0.618 |
1.3162 |
0.500 |
1.3162 |
0.382 |
1.3162 |
LOW |
1.3162 |
0.618 |
1.3162 |
1.000 |
1.3162 |
1.618 |
1.3162 |
2.618 |
1.3162 |
4.250 |
1.3162 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3162 |
1.3167 |
PP |
1.3162 |
1.3165 |
S1 |
1.3162 |
1.3164 |
|