CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3236 |
1.3151 |
-0.0085 |
-0.6% |
1.3291 |
| High |
1.3243 |
1.3172 |
-0.0071 |
-0.5% |
1.3396 |
| Low |
1.3138 |
1.3057 |
-0.0081 |
-0.6% |
1.3205 |
| Close |
1.3150 |
1.3079 |
-0.0071 |
-0.5% |
1.3347 |
| Range |
0.0105 |
0.0115 |
0.0010 |
9.5% |
0.0191 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.4% |
0.0000 |
| Volume |
124 |
131 |
7 |
5.6% |
446 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3448 |
1.3378 |
1.3142 |
|
| R3 |
1.3333 |
1.3263 |
1.3111 |
|
| R2 |
1.3218 |
1.3218 |
1.3100 |
|
| R1 |
1.3148 |
1.3148 |
1.3090 |
1.3126 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3091 |
| S1 |
1.3033 |
1.3033 |
1.3068 |
1.3011 |
| S2 |
1.2988 |
1.2988 |
1.3058 |
|
| S3 |
1.2873 |
1.2918 |
1.3047 |
|
| S4 |
1.2758 |
1.2803 |
1.3016 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3809 |
1.3452 |
|
| R3 |
1.3698 |
1.3618 |
1.3400 |
|
| R2 |
1.3507 |
1.3507 |
1.3382 |
|
| R1 |
1.3427 |
1.3427 |
1.3365 |
1.3467 |
| PP |
1.3316 |
1.3316 |
1.3316 |
1.3336 |
| S1 |
1.3236 |
1.3236 |
1.3329 |
1.3276 |
| S2 |
1.3125 |
1.3125 |
1.3312 |
|
| S3 |
1.2934 |
1.3045 |
1.3294 |
|
| S4 |
1.2743 |
1.2854 |
1.3242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3390 |
1.3057 |
0.0333 |
2.5% |
0.0103 |
0.8% |
7% |
False |
True |
130 |
| 10 |
1.3396 |
1.3057 |
0.0339 |
2.6% |
0.0101 |
0.8% |
6% |
False |
True |
104 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.8% |
0.0094 |
0.7% |
13% |
False |
False |
96 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0076 |
0.6% |
12% |
False |
False |
59 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.2% |
0.0063 |
0.5% |
48% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3661 |
|
2.618 |
1.3473 |
|
1.618 |
1.3358 |
|
1.000 |
1.3287 |
|
0.618 |
1.3243 |
|
HIGH |
1.3172 |
|
0.618 |
1.3128 |
|
0.500 |
1.3115 |
|
0.382 |
1.3101 |
|
LOW |
1.3057 |
|
0.618 |
1.2986 |
|
1.000 |
1.2942 |
|
1.618 |
1.2871 |
|
2.618 |
1.2756 |
|
4.250 |
1.2568 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3115 |
1.3217 |
| PP |
1.3103 |
1.3171 |
| S1 |
1.3091 |
1.3125 |
|