CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3324 |
1.3241 |
-0.0083 |
-0.6% |
1.3271 |
| High |
1.3374 |
1.3245 |
-0.0129 |
-1.0% |
1.3391 |
| Low |
1.3218 |
1.3112 |
-0.0106 |
-0.8% |
1.3197 |
| Close |
1.3220 |
1.3141 |
-0.0079 |
-0.6% |
1.3339 |
| Range |
0.0156 |
0.0133 |
-0.0023 |
-14.7% |
0.0194 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.1% |
0.0000 |
| Volume |
300,666 |
266,241 |
-34,425 |
-11.4% |
1,136,254 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3486 |
1.3214 |
|
| R3 |
1.3432 |
1.3353 |
1.3178 |
|
| R2 |
1.3299 |
1.3299 |
1.3165 |
|
| R1 |
1.3220 |
1.3220 |
1.3153 |
1.3193 |
| PP |
1.3166 |
1.3166 |
1.3166 |
1.3153 |
| S1 |
1.3087 |
1.3087 |
1.3129 |
1.3060 |
| S2 |
1.3033 |
1.3033 |
1.3117 |
|
| S3 |
1.2900 |
1.2954 |
1.3104 |
|
| S4 |
1.2767 |
1.2821 |
1.3068 |
|
|
| 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 |
1.3112 |
0.0275 |
2.1% |
0.0113 |
0.9% |
11% |
False |
True |
253,482 |
| 10 |
1.3391 |
1.3112 |
0.0279 |
2.1% |
0.0114 |
0.9% |
10% |
False |
True |
242,022 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0117 |
0.9% |
35% |
False |
False |
188,643 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0110 |
0.8% |
30% |
False |
False |
95,698 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0119 |
0.9% |
58% |
False |
False |
63,939 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0114 |
0.9% |
58% |
False |
False |
47,995 |
| 100 |
1.3785 |
1.2645 |
0.1140 |
8.7% |
0.0109 |
0.8% |
44% |
False |
False |
38,399 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0093 |
0.7% |
32% |
False |
False |
32,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3810 |
|
2.618 |
1.3593 |
|
1.618 |
1.3460 |
|
1.000 |
1.3378 |
|
0.618 |
1.3327 |
|
HIGH |
1.3245 |
|
0.618 |
1.3194 |
|
0.500 |
1.3179 |
|
0.382 |
1.3163 |
|
LOW |
1.3112 |
|
0.618 |
1.3030 |
|
1.000 |
1.2979 |
|
1.618 |
1.2897 |
|
2.618 |
1.2764 |
|
4.250 |
1.2547 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3179 |
1.3250 |
| PP |
1.3166 |
1.3213 |
| S1 |
1.3154 |
1.3177 |
|