CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3101 |
1.3115 |
0.0014 |
0.1% |
1.3365 |
| High |
1.3140 |
1.3150 |
0.0010 |
0.1% |
1.3387 |
| Low |
1.3037 |
1.3059 |
0.0022 |
0.2% |
1.3040 |
| Close |
1.3127 |
1.3082 |
-0.0045 |
-0.3% |
1.3068 |
| Range |
0.0103 |
0.0091 |
-0.0012 |
-11.7% |
0.0347 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
101,520 |
283,975 |
182,455 |
179.7% |
1,035,452 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3370 |
1.3317 |
1.3132 |
|
| R3 |
1.3279 |
1.3226 |
1.3107 |
|
| R2 |
1.3188 |
1.3188 |
1.3099 |
|
| R1 |
1.3135 |
1.3135 |
1.3090 |
1.3116 |
| PP |
1.3097 |
1.3097 |
1.3097 |
1.3088 |
| S1 |
1.3044 |
1.3044 |
1.3074 |
1.3025 |
| S2 |
1.3006 |
1.3006 |
1.3065 |
|
| S3 |
1.2915 |
1.2953 |
1.3057 |
|
| S4 |
1.2824 |
1.2862 |
1.3032 |
|
|
| 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 |
1.3374 |
1.3037 |
0.0337 |
2.6% |
0.0122 |
0.9% |
13% |
False |
False |
236,285 |
| 10 |
1.3391 |
1.3037 |
0.0354 |
2.7% |
0.0106 |
0.8% |
13% |
False |
False |
230,247 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0113 |
0.9% |
19% |
False |
False |
214,895 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0112 |
0.9% |
19% |
False |
False |
111,039 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0119 |
0.9% |
51% |
False |
False |
74,149 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0114 |
0.9% |
51% |
False |
False |
55,669 |
| 100 |
1.3641 |
1.2645 |
0.0996 |
7.6% |
0.0108 |
0.8% |
44% |
False |
False |
44,544 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0096 |
0.7% |
28% |
False |
False |
37,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3537 |
|
2.618 |
1.3388 |
|
1.618 |
1.3297 |
|
1.000 |
1.3241 |
|
0.618 |
1.3206 |
|
HIGH |
1.3150 |
|
0.618 |
1.3115 |
|
0.500 |
1.3105 |
|
0.382 |
1.3094 |
|
LOW |
1.3059 |
|
0.618 |
1.3003 |
|
1.000 |
1.2968 |
|
1.618 |
1.2912 |
|
2.618 |
1.2821 |
|
4.250 |
1.2672 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3105 |
1.3103 |
| PP |
1.3097 |
1.3096 |
| S1 |
1.3090 |
1.3089 |
|