CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3147 |
1.3101 |
-0.0046 |
-0.3% |
1.3365 |
| High |
1.3169 |
1.3140 |
-0.0029 |
-0.2% |
1.3387 |
| Low |
1.3040 |
1.3037 |
-0.0003 |
0.0% |
1.3040 |
| Close |
1.3068 |
1.3127 |
0.0059 |
0.5% |
1.3068 |
| Range |
0.0129 |
0.0103 |
-0.0026 |
-20.2% |
0.0347 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
229,027 |
101,520 |
-127,507 |
-55.7% |
1,035,452 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3410 |
1.3372 |
1.3184 |
|
| R3 |
1.3307 |
1.3269 |
1.3155 |
|
| R2 |
1.3204 |
1.3204 |
1.3146 |
|
| R1 |
1.3166 |
1.3166 |
1.3136 |
1.3185 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3111 |
| S1 |
1.3063 |
1.3063 |
1.3118 |
1.3082 |
| S2 |
1.2998 |
1.2998 |
1.3108 |
|
| S3 |
1.2895 |
1.2960 |
1.3099 |
|
| S4 |
1.2792 |
1.2857 |
1.3070 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4206 |
1.3984 |
1.3259 |
|
| R3 |
1.3859 |
1.3637 |
1.3163 |
|
| R2 |
1.3512 |
1.3512 |
1.3132 |
|
| R1 |
1.3290 |
1.3290 |
1.3100 |
1.3228 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3134 |
| S1 |
1.2943 |
1.2943 |
1.3036 |
1.2881 |
| S2 |
1.2818 |
1.2818 |
1.3004 |
|
| S3 |
1.2471 |
1.2596 |
1.2973 |
|
| S4 |
1.2124 |
1.2249 |
1.2877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3387 |
1.3037 |
0.0350 |
2.7% |
0.0125 |
1.0% |
26% |
False |
True |
227,394 |
| 10 |
1.3391 |
1.3037 |
0.0354 |
2.7% |
0.0115 |
0.9% |
25% |
False |
True |
227,322 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0112 |
0.9% |
31% |
False |
False |
202,624 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0113 |
0.9% |
28% |
False |
False |
103,945 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0120 |
0.9% |
57% |
False |
False |
69,419 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0115 |
0.9% |
57% |
False |
False |
52,121 |
| 100 |
1.3762 |
1.2645 |
0.1117 |
8.5% |
0.0108 |
0.8% |
43% |
False |
False |
41,704 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0095 |
0.7% |
31% |
False |
False |
34,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3578 |
|
2.618 |
1.3410 |
|
1.618 |
1.3307 |
|
1.000 |
1.3243 |
|
0.618 |
1.3204 |
|
HIGH |
1.3140 |
|
0.618 |
1.3101 |
|
0.500 |
1.3089 |
|
0.382 |
1.3076 |
|
LOW |
1.3037 |
|
0.618 |
1.2973 |
|
1.000 |
1.2934 |
|
1.618 |
1.2870 |
|
2.618 |
1.2767 |
|
4.250 |
1.2599 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3114 |
1.3141 |
| PP |
1.3101 |
1.3136 |
| S1 |
1.3089 |
1.3132 |
|