CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3241 |
1.3147 |
-0.0094 |
-0.7% |
1.3271 |
| High |
1.3245 |
1.3169 |
-0.0076 |
-0.6% |
1.3391 |
| Low |
1.3112 |
1.3040 |
-0.0072 |
-0.5% |
1.3197 |
| Close |
1.3141 |
1.3068 |
-0.0073 |
-0.6% |
1.3339 |
| Range |
0.0133 |
0.0129 |
-0.0004 |
-3.0% |
0.0194 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.8% |
0.0000 |
| Volume |
266,241 |
229,027 |
-37,214 |
-14.0% |
1,136,254 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3479 |
1.3403 |
1.3139 |
|
| R3 |
1.3350 |
1.3274 |
1.3103 |
|
| R2 |
1.3221 |
1.3221 |
1.3092 |
|
| R1 |
1.3145 |
1.3145 |
1.3080 |
1.3119 |
| PP |
1.3092 |
1.3092 |
1.3092 |
1.3079 |
| S1 |
1.3016 |
1.3016 |
1.3056 |
1.2990 |
| S2 |
1.2963 |
1.2963 |
1.3044 |
|
| S3 |
1.2834 |
1.2887 |
1.3033 |
|
| S4 |
1.2705 |
1.2758 |
1.2997 |
|
|
| 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 |
1.3040 |
0.0347 |
2.7% |
0.0120 |
0.9% |
8% |
False |
True |
254,297 |
| 10 |
1.3391 |
1.3040 |
0.0351 |
2.7% |
0.0115 |
0.9% |
8% |
False |
True |
240,900 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0116 |
0.9% |
15% |
False |
False |
199,173 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0112 |
0.9% |
16% |
False |
False |
101,412 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0120 |
0.9% |
50% |
False |
False |
67,750 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0115 |
0.9% |
50% |
False |
False |
50,853 |
| 100 |
1.3785 |
1.2645 |
0.1140 |
8.7% |
0.0109 |
0.8% |
37% |
False |
False |
40,689 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0094 |
0.7% |
27% |
False |
False |
33,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3717 |
|
2.618 |
1.3507 |
|
1.618 |
1.3378 |
|
1.000 |
1.3298 |
|
0.618 |
1.3249 |
|
HIGH |
1.3169 |
|
0.618 |
1.3120 |
|
0.500 |
1.3105 |
|
0.382 |
1.3089 |
|
LOW |
1.3040 |
|
0.618 |
1.2960 |
|
1.000 |
1.2911 |
|
1.618 |
1.2831 |
|
2.618 |
1.2702 |
|
4.250 |
1.2492 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3105 |
1.3207 |
| PP |
1.3092 |
1.3161 |
| S1 |
1.3080 |
1.3114 |
|