CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3124 |
1.3139 |
0.0015 |
0.1% |
1.3075 |
| High |
1.3170 |
1.3232 |
0.0062 |
0.5% |
1.3232 |
| Low |
1.3072 |
1.3132 |
0.0060 |
0.5% |
1.3000 |
| Close |
1.3136 |
1.3219 |
0.0083 |
0.6% |
1.3219 |
| Range |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0232 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
301,915 |
238,518 |
-63,397 |
-21.0% |
1,294,845 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3494 |
1.3457 |
1.3274 |
|
| R3 |
1.3394 |
1.3357 |
1.3247 |
|
| R2 |
1.3294 |
1.3294 |
1.3237 |
|
| R1 |
1.3257 |
1.3257 |
1.3228 |
1.3276 |
| PP |
1.3194 |
1.3194 |
1.3194 |
1.3204 |
| S1 |
1.3157 |
1.3157 |
1.3210 |
1.3176 |
| S2 |
1.3094 |
1.3094 |
1.3201 |
|
| S3 |
1.2994 |
1.3057 |
1.3192 |
|
| S4 |
1.2894 |
1.2957 |
1.3164 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3846 |
1.3765 |
1.3347 |
|
| R3 |
1.3614 |
1.3533 |
1.3283 |
|
| R2 |
1.3382 |
1.3382 |
1.3262 |
|
| R1 |
1.3301 |
1.3301 |
1.3240 |
1.3342 |
| PP |
1.3150 |
1.3150 |
1.3150 |
1.3171 |
| S1 |
1.3069 |
1.3069 |
1.3198 |
1.3110 |
| S2 |
1.2918 |
1.2918 |
1.3176 |
|
| S3 |
1.2686 |
1.2837 |
1.3155 |
|
| S4 |
1.2454 |
1.2605 |
1.3091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3232 |
1.3000 |
0.0232 |
1.8% |
0.0104 |
0.8% |
94% |
True |
False |
258,969 |
| 10 |
1.3232 |
1.3000 |
0.0232 |
1.8% |
0.0105 |
0.8% |
94% |
True |
False |
241,435 |
| 20 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0110 |
0.8% |
56% |
False |
False |
241,168 |
| 40 |
1.3494 |
1.3000 |
0.0494 |
3.7% |
0.0112 |
0.8% |
44% |
False |
False |
161,595 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0114 |
0.9% |
46% |
False |
False |
107,919 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0115 |
0.9% |
68% |
False |
False |
81,014 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0110 |
0.8% |
63% |
False |
False |
64,831 |
| 120 |
1.4165 |
1.2645 |
0.1520 |
11.5% |
0.0102 |
0.8% |
38% |
False |
False |
54,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3657 |
|
2.618 |
1.3494 |
|
1.618 |
1.3394 |
|
1.000 |
1.3332 |
|
0.618 |
1.3294 |
|
HIGH |
1.3232 |
|
0.618 |
1.3194 |
|
0.500 |
1.3182 |
|
0.382 |
1.3170 |
|
LOW |
1.3132 |
|
0.618 |
1.3070 |
|
1.000 |
1.3032 |
|
1.618 |
1.2970 |
|
2.618 |
1.2870 |
|
4.250 |
1.2707 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3207 |
1.3195 |
| PP |
1.3194 |
1.3171 |
| S1 |
1.3182 |
1.3147 |
|