CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3089 |
1.3112 |
0.0023 |
0.2% |
1.3365 |
| High |
1.3163 |
1.3218 |
0.0055 |
0.4% |
1.3387 |
| Low |
1.3072 |
1.3106 |
0.0034 |
0.3% |
1.3040 |
| Close |
1.3104 |
1.3200 |
0.0096 |
0.7% |
1.3068 |
| Range |
0.0091 |
0.0112 |
0.0021 |
23.1% |
0.0347 |
| ATR |
0.0112 |
0.0113 |
0.0000 |
0.1% |
0.0000 |
| Volume |
227,306 |
270,892 |
43,586 |
19.2% |
1,035,452 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3511 |
1.3467 |
1.3262 |
|
| R3 |
1.3399 |
1.3355 |
1.3231 |
|
| R2 |
1.3287 |
1.3287 |
1.3221 |
|
| R1 |
1.3243 |
1.3243 |
1.3210 |
1.3265 |
| PP |
1.3175 |
1.3175 |
1.3175 |
1.3186 |
| S1 |
1.3131 |
1.3131 |
1.3190 |
1.3153 |
| S2 |
1.3063 |
1.3063 |
1.3179 |
|
| S3 |
1.2951 |
1.3019 |
1.3169 |
|
| S4 |
1.2839 |
1.2907 |
1.3138 |
|
|
| 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 |
1.3218 |
1.3037 |
0.0181 |
1.4% |
0.0105 |
0.8% |
90% |
True |
False |
222,544 |
| 10 |
1.3387 |
1.3037 |
0.0350 |
2.7% |
0.0109 |
0.8% |
47% |
False |
False |
238,013 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0112 |
0.8% |
50% |
False |
False |
228,304 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0112 |
0.8% |
42% |
False |
False |
123,466 |
| 60 |
1.3494 |
1.2755 |
0.0739 |
5.6% |
0.0116 |
0.9% |
60% |
False |
False |
82,438 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0114 |
0.9% |
65% |
False |
False |
61,893 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0108 |
0.8% |
61% |
False |
False |
49,525 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0097 |
0.7% |
36% |
False |
False |
41,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3694 |
|
2.618 |
1.3511 |
|
1.618 |
1.3399 |
|
1.000 |
1.3330 |
|
0.618 |
1.3287 |
|
HIGH |
1.3218 |
|
0.618 |
1.3175 |
|
0.500 |
1.3162 |
|
0.382 |
1.3149 |
|
LOW |
1.3106 |
|
0.618 |
1.3037 |
|
1.000 |
1.2994 |
|
1.618 |
1.2925 |
|
2.618 |
1.2813 |
|
4.250 |
1.2630 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3187 |
1.3180 |
| PP |
1.3175 |
1.3159 |
| S1 |
1.3162 |
1.3139 |
|