CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3247 |
0.0047 |
0.4% |
1.3194 |
| High |
1.3273 |
1.3269 |
-0.0004 |
0.0% |
1.3273 |
| Low |
1.3160 |
1.3211 |
0.0051 |
0.4% |
1.3107 |
| Close |
1.3262 |
1.3242 |
-0.0020 |
-0.2% |
1.3262 |
| Range |
0.0113 |
0.0058 |
-0.0055 |
-48.7% |
0.0166 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
222,542 |
147,872 |
-74,670 |
-33.6% |
1,137,173 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3415 |
1.3386 |
1.3274 |
|
| R3 |
1.3357 |
1.3328 |
1.3258 |
|
| R2 |
1.3299 |
1.3299 |
1.3253 |
|
| R1 |
1.3270 |
1.3270 |
1.3247 |
1.3256 |
| PP |
1.3241 |
1.3241 |
1.3241 |
1.3233 |
| S1 |
1.3212 |
1.3212 |
1.3237 |
1.3198 |
| S2 |
1.3183 |
1.3183 |
1.3231 |
|
| S3 |
1.3125 |
1.3154 |
1.3226 |
|
| S4 |
1.3067 |
1.3096 |
1.3210 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3712 |
1.3653 |
1.3353 |
|
| R3 |
1.3546 |
1.3487 |
1.3308 |
|
| R2 |
1.3380 |
1.3380 |
1.3292 |
|
| R1 |
1.3321 |
1.3321 |
1.3277 |
1.3351 |
| PP |
1.3214 |
1.3214 |
1.3214 |
1.3229 |
| S1 |
1.3155 |
1.3155 |
1.3247 |
1.3185 |
| S2 |
1.3048 |
1.3048 |
1.3232 |
|
| S3 |
1.2882 |
1.2989 |
1.3216 |
|
| S4 |
1.2716 |
1.2823 |
1.3171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3273 |
1.3148 |
0.0125 |
0.9% |
0.0075 |
0.6% |
75% |
False |
False |
212,770 |
| 10 |
1.3273 |
1.3061 |
0.0212 |
1.6% |
0.0085 |
0.6% |
85% |
False |
False |
229,033 |
| 20 |
1.3387 |
1.3000 |
0.0387 |
2.9% |
0.0103 |
0.8% |
63% |
False |
False |
236,742 |
| 40 |
1.3391 |
1.3000 |
0.0391 |
3.0% |
0.0107 |
0.8% |
62% |
False |
False |
193,176 |
| 60 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0108 |
0.8% |
50% |
False |
False |
129,289 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0115 |
0.9% |
70% |
False |
False |
97,067 |
| 100 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0109 |
0.8% |
70% |
False |
False |
77,680 |
| 120 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0106 |
0.8% |
50% |
False |
False |
64,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3516 |
|
2.618 |
1.3421 |
|
1.618 |
1.3363 |
|
1.000 |
1.3327 |
|
0.618 |
1.3305 |
|
HIGH |
1.3269 |
|
0.618 |
1.3247 |
|
0.500 |
1.3240 |
|
0.382 |
1.3233 |
|
LOW |
1.3211 |
|
0.618 |
1.3175 |
|
1.000 |
1.3153 |
|
1.618 |
1.3117 |
|
2.618 |
1.3059 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3241 |
1.3234 |
| PP |
1.3241 |
1.3225 |
| S1 |
1.3240 |
1.3217 |
|