CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3223 |
1.3200 |
-0.0023 |
-0.2% |
1.3194 |
| High |
1.3266 |
1.3273 |
0.0007 |
0.1% |
1.3273 |
| Low |
1.3201 |
1.3160 |
-0.0041 |
-0.3% |
1.3107 |
| Close |
1.3241 |
1.3262 |
0.0021 |
0.2% |
1.3262 |
| Range |
0.0065 |
0.0113 |
0.0048 |
73.8% |
0.0166 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.8% |
0.0000 |
| Volume |
224,695 |
222,542 |
-2,153 |
-1.0% |
1,137,173 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3529 |
1.3324 |
|
| R3 |
1.3458 |
1.3416 |
1.3293 |
|
| R2 |
1.3345 |
1.3345 |
1.3283 |
|
| R1 |
1.3303 |
1.3303 |
1.3272 |
1.3324 |
| PP |
1.3232 |
1.3232 |
1.3232 |
1.3242 |
| S1 |
1.3190 |
1.3190 |
1.3252 |
1.3211 |
| S2 |
1.3119 |
1.3119 |
1.3241 |
|
| S3 |
1.3006 |
1.3077 |
1.3231 |
|
| S4 |
1.2893 |
1.2964 |
1.3200 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3712 |
1.3653 |
1.3353 |
|
| R3 |
1.3546 |
1.3487 |
1.3308 |
|
| R2 |
1.3380 |
1.3380 |
1.3292 |
|
| R1 |
1.3321 |
1.3321 |
1.3277 |
1.3351 |
| PP |
1.3214 |
1.3214 |
1.3214 |
1.3229 |
| S1 |
1.3155 |
1.3155 |
1.3247 |
1.3185 |
| S2 |
1.3048 |
1.3048 |
1.3232 |
|
| S3 |
1.2882 |
1.2989 |
1.3216 |
|
| S4 |
1.2716 |
1.2823 |
1.3171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3273 |
1.3107 |
0.0166 |
1.3% |
0.0084 |
0.6% |
93% |
True |
False |
227,434 |
| 10 |
1.3273 |
1.3000 |
0.0273 |
2.1% |
0.0094 |
0.7% |
96% |
True |
False |
243,201 |
| 20 |
1.3387 |
1.3000 |
0.0387 |
2.9% |
0.0104 |
0.8% |
68% |
False |
False |
241,150 |
| 40 |
1.3391 |
1.3000 |
0.0391 |
2.9% |
0.0109 |
0.8% |
67% |
False |
False |
189,630 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0109 |
0.8% |
54% |
False |
False |
126,831 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0116 |
0.9% |
73% |
False |
False |
95,220 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0110 |
0.8% |
73% |
False |
False |
76,202 |
| 120 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0106 |
0.8% |
52% |
False |
False |
63,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3753 |
|
2.618 |
1.3569 |
|
1.618 |
1.3456 |
|
1.000 |
1.3386 |
|
0.618 |
1.3343 |
|
HIGH |
1.3273 |
|
0.618 |
1.3230 |
|
0.500 |
1.3217 |
|
0.382 |
1.3203 |
|
LOW |
1.3160 |
|
0.618 |
1.3090 |
|
1.000 |
1.3047 |
|
1.618 |
1.2977 |
|
2.618 |
1.2864 |
|
4.250 |
1.2680 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3247 |
1.3247 |
| PP |
1.3232 |
1.3232 |
| S1 |
1.3217 |
1.3217 |
|