CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3163 |
1.3199 |
0.0036 |
0.3% |
1.3075 |
| High |
1.3222 |
1.3239 |
0.0017 |
0.1% |
1.3232 |
| Low |
1.3148 |
1.3176 |
0.0028 |
0.2% |
1.3000 |
| Close |
1.3193 |
1.3232 |
0.0039 |
0.3% |
1.3219 |
| Range |
0.0074 |
0.0063 |
-0.0011 |
-14.9% |
0.0232 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
222,909 |
245,832 |
22,923 |
10.3% |
1,294,845 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3405 |
1.3381 |
1.3267 |
|
| R3 |
1.3342 |
1.3318 |
1.3249 |
|
| R2 |
1.3279 |
1.3279 |
1.3244 |
|
| R1 |
1.3255 |
1.3255 |
1.3238 |
1.3267 |
| PP |
1.3216 |
1.3216 |
1.3216 |
1.3222 |
| S1 |
1.3192 |
1.3192 |
1.3226 |
1.3204 |
| S2 |
1.3153 |
1.3153 |
1.3220 |
|
| S3 |
1.3090 |
1.3129 |
1.3215 |
|
| S4 |
1.3027 |
1.3066 |
1.3197 |
|
|
| 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 |
1.3239 |
1.3072 |
0.0167 |
1.3% |
0.0088 |
0.7% |
96% |
True |
False |
246,073 |
| 10 |
1.3239 |
1.3000 |
0.0239 |
1.8% |
0.0101 |
0.8% |
97% |
True |
False |
249,149 |
| 20 |
1.3387 |
1.3000 |
0.0387 |
2.9% |
0.0104 |
0.8% |
60% |
False |
False |
241,960 |
| 40 |
1.3492 |
1.3000 |
0.0492 |
3.7% |
0.0110 |
0.8% |
47% |
False |
False |
178,684 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0112 |
0.8% |
48% |
False |
False |
119,390 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0115 |
0.9% |
69% |
False |
False |
89,633 |
| 100 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0110 |
0.8% |
65% |
False |
False |
71,730 |
| 120 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0104 |
0.8% |
49% |
False |
False |
59,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3507 |
|
2.618 |
1.3404 |
|
1.618 |
1.3341 |
|
1.000 |
1.3302 |
|
0.618 |
1.3278 |
|
HIGH |
1.3239 |
|
0.618 |
1.3215 |
|
0.500 |
1.3208 |
|
0.382 |
1.3200 |
|
LOW |
1.3176 |
|
0.618 |
1.3137 |
|
1.000 |
1.3113 |
|
1.618 |
1.3074 |
|
2.618 |
1.3011 |
|
4.250 |
1.2908 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3224 |
1.3212 |
| PP |
1.3216 |
1.3193 |
| S1 |
1.3208 |
1.3173 |
|