CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3175 |
1.3175 |
0.0000 |
0.0% |
1.3162 |
| High |
1.3175 |
1.3223 |
0.0048 |
0.4% |
1.3240 |
| Low |
1.3171 |
1.3175 |
0.0004 |
0.0% |
1.3114 |
| Close |
1.3171 |
1.3215 |
0.0044 |
0.3% |
1.3240 |
| Range |
0.0004 |
0.0048 |
0.0044 |
1,100.0% |
0.0126 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
11 |
4 |
-7 |
-63.6% |
29 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3348 |
1.3330 |
1.3241 |
|
| R3 |
1.3300 |
1.3282 |
1.3228 |
|
| R2 |
1.3252 |
1.3252 |
1.3224 |
|
| R1 |
1.3234 |
1.3234 |
1.3219 |
1.3243 |
| PP |
1.3204 |
1.3204 |
1.3204 |
1.3209 |
| S1 |
1.3186 |
1.3186 |
1.3211 |
1.3195 |
| S2 |
1.3156 |
1.3156 |
1.3206 |
|
| S3 |
1.3108 |
1.3138 |
1.3202 |
|
| S4 |
1.3060 |
1.3090 |
1.3189 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3576 |
1.3534 |
1.3309 |
|
| R3 |
1.3450 |
1.3408 |
1.3275 |
|
| R2 |
1.3324 |
1.3324 |
1.3263 |
|
| R1 |
1.3282 |
1.3282 |
1.3252 |
1.3303 |
| PP |
1.3198 |
1.3198 |
1.3198 |
1.3209 |
| S1 |
1.3156 |
1.3156 |
1.3228 |
1.3177 |
| S2 |
1.3072 |
1.3072 |
1.3217 |
|
| S3 |
1.2946 |
1.3030 |
1.3205 |
|
| S4 |
1.2820 |
1.2904 |
1.3171 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3427 |
|
2.618 |
1.3349 |
|
1.618 |
1.3301 |
|
1.000 |
1.3271 |
|
0.618 |
1.3253 |
|
HIGH |
1.3223 |
|
0.618 |
1.3205 |
|
0.500 |
1.3199 |
|
0.382 |
1.3193 |
|
LOW |
1.3175 |
|
0.618 |
1.3145 |
|
1.000 |
1.3127 |
|
1.618 |
1.3097 |
|
2.618 |
1.3049 |
|
4.250 |
1.2971 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3210 |
1.3212 |
| PP |
1.3204 |
1.3209 |
| S1 |
1.3199 |
1.3206 |
|