CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3075 |
1.3138 |
0.0063 |
0.5% |
1.3101 |
| High |
1.3154 |
1.3178 |
0.0024 |
0.2% |
1.3218 |
| Low |
1.3000 |
1.3095 |
0.0095 |
0.7% |
1.3037 |
| Close |
1.3139 |
1.3143 |
0.0004 |
0.0% |
1.3083 |
| Range |
0.0154 |
0.0083 |
-0.0071 |
-46.1% |
0.0181 |
| ATR |
0.0117 |
0.0114 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
289,558 |
224,874 |
-64,684 |
-22.3% |
1,119,514 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3388 |
1.3348 |
1.3189 |
|
| R3 |
1.3305 |
1.3265 |
1.3166 |
|
| R2 |
1.3222 |
1.3222 |
1.3158 |
|
| R1 |
1.3182 |
1.3182 |
1.3151 |
1.3202 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3149 |
| S1 |
1.3099 |
1.3099 |
1.3135 |
1.3119 |
| S2 |
1.3056 |
1.3056 |
1.3128 |
|
| S3 |
1.2973 |
1.3016 |
1.3120 |
|
| S4 |
1.2890 |
1.2933 |
1.3097 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3656 |
1.3550 |
1.3183 |
|
| R3 |
1.3475 |
1.3369 |
1.3133 |
|
| R2 |
1.3294 |
1.3294 |
1.3116 |
|
| R1 |
1.3188 |
1.3188 |
1.3100 |
1.3151 |
| PP |
1.3113 |
1.3113 |
1.3113 |
1.3094 |
| S1 |
1.3007 |
1.3007 |
1.3066 |
1.2970 |
| S2 |
1.2932 |
1.2932 |
1.3050 |
|
| S3 |
1.2751 |
1.2826 |
1.3033 |
|
| S4 |
1.2570 |
1.2645 |
1.2983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3218 |
1.3000 |
0.0218 |
1.7% |
0.0114 |
0.9% |
66% |
False |
False |
249,690 |
| 10 |
1.3374 |
1.3000 |
0.0374 |
2.8% |
0.0118 |
0.9% |
38% |
False |
False |
242,988 |
| 20 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0111 |
0.8% |
37% |
False |
False |
236,132 |
| 40 |
1.3494 |
1.3000 |
0.0494 |
3.8% |
0.0112 |
0.9% |
29% |
False |
False |
142,145 |
| 60 |
1.3494 |
1.2902 |
0.0592 |
4.5% |
0.0116 |
0.9% |
41% |
False |
False |
94,921 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0116 |
0.9% |
59% |
False |
False |
71,265 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0110 |
0.8% |
55% |
False |
False |
57,027 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0100 |
0.8% |
32% |
False |
False |
47,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3531 |
|
2.618 |
1.3395 |
|
1.618 |
1.3312 |
|
1.000 |
1.3261 |
|
0.618 |
1.3229 |
|
HIGH |
1.3178 |
|
0.618 |
1.3146 |
|
0.500 |
1.3137 |
|
0.382 |
1.3127 |
|
LOW |
1.3095 |
|
0.618 |
1.3044 |
|
1.000 |
1.3012 |
|
1.618 |
1.2961 |
|
2.618 |
1.2878 |
|
4.250 |
1.2742 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3141 |
1.3130 |
| PP |
1.3139 |
1.3116 |
| S1 |
1.3137 |
1.3103 |
|