CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 06-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
06-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3151 |
1.3090 |
-0.0061 |
-0.5% |
1.3378 |
| High |
1.3172 |
1.3142 |
-0.0030 |
-0.2% |
1.3390 |
| Low |
1.3057 |
1.3074 |
0.0017 |
0.1% |
1.3057 |
| Close |
1.3079 |
1.3098 |
0.0019 |
0.1% |
1.3098 |
| Range |
0.0115 |
0.0068 |
-0.0047 |
-40.9% |
0.0333 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
131 |
164 |
33 |
25.2% |
728 |
|
| Daily Pivots for day following 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3309 |
1.3271 |
1.3135 |
|
| R3 |
1.3241 |
1.3203 |
1.3117 |
|
| R2 |
1.3173 |
1.3173 |
1.3110 |
|
| R1 |
1.3135 |
1.3135 |
1.3104 |
1.3154 |
| PP |
1.3105 |
1.3105 |
1.3105 |
1.3114 |
| S1 |
1.3067 |
1.3067 |
1.3092 |
1.3086 |
| S2 |
1.3037 |
1.3037 |
1.3086 |
|
| S3 |
1.2969 |
1.2999 |
1.3079 |
|
| S4 |
1.2901 |
1.2931 |
1.3061 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4181 |
1.3972 |
1.3281 |
|
| R3 |
1.3848 |
1.3639 |
1.3190 |
|
| R2 |
1.3515 |
1.3515 |
1.3159 |
|
| R1 |
1.3306 |
1.3306 |
1.3129 |
1.3244 |
| PP |
1.3182 |
1.3182 |
1.3182 |
1.3151 |
| S1 |
1.2973 |
1.2973 |
1.3067 |
1.2911 |
| S2 |
1.2849 |
1.2849 |
1.3037 |
|
| S3 |
1.2516 |
1.2640 |
1.3006 |
|
| S4 |
1.2183 |
1.2307 |
1.2915 |
|
|
| 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% |
0.0106 |
0.8% |
12% |
False |
False |
145 |
| 10 |
1.3396 |
1.3057 |
0.0339 |
2.6% |
0.0098 |
0.7% |
12% |
False |
False |
117 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.8% |
0.0089 |
0.7% |
18% |
False |
False |
104 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0077 |
0.6% |
16% |
False |
False |
63 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.2% |
0.0064 |
0.5% |
50% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3431 |
|
2.618 |
1.3320 |
|
1.618 |
1.3252 |
|
1.000 |
1.3210 |
|
0.618 |
1.3184 |
|
HIGH |
1.3142 |
|
0.618 |
1.3116 |
|
0.500 |
1.3108 |
|
0.382 |
1.3100 |
|
LOW |
1.3074 |
|
0.618 |
1.3032 |
|
1.000 |
1.3006 |
|
1.618 |
1.2964 |
|
2.618 |
1.2896 |
|
4.250 |
1.2785 |
|
|
| Fisher Pivots for day following 06-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3108 |
1.3150 |
| PP |
1.3105 |
1.3133 |
| S1 |
1.3101 |
1.3115 |
|