CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3365 |
1.3324 |
-0.0041 |
-0.3% |
1.3271 |
| High |
1.3387 |
1.3374 |
-0.0013 |
-0.1% |
1.3391 |
| Low |
1.3283 |
1.3218 |
-0.0065 |
-0.5% |
1.3197 |
| Close |
1.3338 |
1.3220 |
-0.0118 |
-0.9% |
1.3339 |
| Range |
0.0104 |
0.0156 |
0.0052 |
50.0% |
0.0194 |
| ATR |
0.0111 |
0.0115 |
0.0003 |
2.9% |
0.0000 |
| Volume |
239,518 |
300,666 |
61,148 |
25.5% |
1,136,254 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3739 |
1.3635 |
1.3306 |
|
| R3 |
1.3583 |
1.3479 |
1.3263 |
|
| R2 |
1.3427 |
1.3427 |
1.3249 |
|
| R1 |
1.3323 |
1.3323 |
1.3234 |
1.3297 |
| PP |
1.3271 |
1.3271 |
1.3271 |
1.3258 |
| S1 |
1.3167 |
1.3167 |
1.3206 |
1.3141 |
| S2 |
1.3115 |
1.3115 |
1.3191 |
|
| S3 |
1.2959 |
1.3011 |
1.3177 |
|
| S4 |
1.2803 |
1.2855 |
1.3134 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3891 |
1.3809 |
1.3446 |
|
| R3 |
1.3697 |
1.3615 |
1.3392 |
|
| R2 |
1.3503 |
1.3503 |
1.3375 |
|
| R1 |
1.3421 |
1.3421 |
1.3357 |
1.3462 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3330 |
| S1 |
1.3227 |
1.3227 |
1.3321 |
1.3268 |
| S2 |
1.3115 |
1.3115 |
1.3303 |
|
| S3 |
1.2921 |
1.3033 |
1.3286 |
|
| S4 |
1.2727 |
1.2839 |
1.3232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3387 |
1.3218 |
0.0169 |
1.3% |
0.0106 |
0.8% |
1% |
False |
True |
247,927 |
| 10 |
1.3391 |
1.3140 |
0.0251 |
1.9% |
0.0111 |
0.8% |
32% |
False |
False |
238,727 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0114 |
0.9% |
55% |
False |
False |
175,874 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0112 |
0.8% |
46% |
False |
False |
89,055 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0118 |
0.9% |
68% |
False |
False |
59,505 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0113 |
0.9% |
68% |
False |
False |
44,667 |
| 100 |
1.3785 |
1.2645 |
0.1140 |
8.6% |
0.0108 |
0.8% |
50% |
False |
False |
35,737 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0092 |
0.7% |
37% |
False |
False |
29,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4037 |
|
2.618 |
1.3782 |
|
1.618 |
1.3626 |
|
1.000 |
1.3530 |
|
0.618 |
1.3470 |
|
HIGH |
1.3374 |
|
0.618 |
1.3314 |
|
0.500 |
1.3296 |
|
0.382 |
1.3278 |
|
LOW |
1.3218 |
|
0.618 |
1.3122 |
|
1.000 |
1.3062 |
|
1.618 |
1.2966 |
|
2.618 |
1.2810 |
|
4.250 |
1.2555 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3296 |
1.3303 |
| PP |
1.3271 |
1.3275 |
| S1 |
1.3245 |
1.3248 |
|