CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.3175 |
1.3225 |
0.0050 |
0.4% |
1.3162 |
High |
1.3223 |
1.3254 |
0.0031 |
0.2% |
1.3240 |
Low |
1.3175 |
1.3225 |
0.0050 |
0.4% |
1.3114 |
Close |
1.3215 |
1.3254 |
0.0039 |
0.3% |
1.3240 |
Range |
0.0048 |
0.0029 |
-0.0019 |
-39.6% |
0.0126 |
ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
4 |
18 |
14 |
350.0% |
29 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3331 |
1.3322 |
1.3270 |
|
R3 |
1.3302 |
1.3293 |
1.3262 |
|
R2 |
1.3273 |
1.3273 |
1.3259 |
|
R1 |
1.3264 |
1.3264 |
1.3257 |
1.3269 |
PP |
1.3244 |
1.3244 |
1.3244 |
1.3247 |
S1 |
1.3235 |
1.3235 |
1.3251 |
1.3240 |
S2 |
1.3215 |
1.3215 |
1.3249 |
|
S3 |
1.3186 |
1.3206 |
1.3246 |
|
S4 |
1.3157 |
1.3177 |
1.3238 |
|
|
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 |
1.3377 |
2.618 |
1.3330 |
1.618 |
1.3301 |
1.000 |
1.3283 |
0.618 |
1.3272 |
HIGH |
1.3254 |
0.618 |
1.3243 |
0.500 |
1.3240 |
0.382 |
1.3236 |
LOW |
1.3225 |
0.618 |
1.3207 |
1.000 |
1.3196 |
1.618 |
1.3178 |
2.618 |
1.3149 |
4.250 |
1.3102 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3249 |
1.3240 |
PP |
1.3244 |
1.3226 |
S1 |
1.3240 |
1.3213 |
|