CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3162 |
1.3160 |
-0.0002 |
0.0% |
1.3092 |
| High |
1.3162 |
1.3167 |
0.0005 |
0.0% |
1.3225 |
| Low |
1.3162 |
1.3160 |
-0.0002 |
0.0% |
1.3092 |
| Close |
1.3162 |
1.3167 |
0.0005 |
0.0% |
1.3108 |
| Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0133 |
| ATR |
0.0063 |
0.0059 |
-0.0004 |
-6.3% |
0.0000 |
| Volume |
15 |
10 |
-5 |
-33.3% |
13 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3183 |
1.3171 |
|
| R3 |
1.3179 |
1.3176 |
1.3169 |
|
| R2 |
1.3172 |
1.3172 |
1.3168 |
|
| R1 |
1.3169 |
1.3169 |
1.3168 |
1.3171 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3165 |
| S1 |
1.3162 |
1.3162 |
1.3166 |
1.3164 |
| S2 |
1.3158 |
1.3158 |
1.3166 |
|
| S3 |
1.3151 |
1.3155 |
1.3165 |
|
| S4 |
1.3144 |
1.3148 |
1.3163 |
|
|
| 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 |
1.3197 |
|
2.618 |
1.3185 |
|
1.618 |
1.3178 |
|
1.000 |
1.3174 |
|
0.618 |
1.3171 |
|
HIGH |
1.3167 |
|
0.618 |
1.3164 |
|
0.500 |
1.3164 |
|
0.382 |
1.3163 |
|
LOW |
1.3160 |
|
0.618 |
1.3156 |
|
1.000 |
1.3153 |
|
1.618 |
1.3149 |
|
2.618 |
1.3142 |
|
4.250 |
1.3130 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3166 |
1.3157 |
| PP |
1.3165 |
1.3147 |
| S1 |
1.3164 |
1.3138 |
|