CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3090 |
1.3099 |
0.0009 |
0.1% |
1.3378 |
| High |
1.3142 |
1.3147 |
0.0005 |
0.0% |
1.3390 |
| Low |
1.3074 |
1.3086 |
0.0012 |
0.1% |
1.3057 |
| Close |
1.3098 |
1.3138 |
0.0040 |
0.3% |
1.3098 |
| Range |
0.0068 |
0.0061 |
-0.0007 |
-10.3% |
0.0333 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
164 |
41 |
-123 |
-75.0% |
728 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3307 |
1.3283 |
1.3172 |
|
| R3 |
1.3246 |
1.3222 |
1.3155 |
|
| R2 |
1.3185 |
1.3185 |
1.3149 |
|
| R1 |
1.3161 |
1.3161 |
1.3144 |
1.3173 |
| PP |
1.3124 |
1.3124 |
1.3124 |
1.3130 |
| S1 |
1.3100 |
1.3100 |
1.3132 |
1.3112 |
| S2 |
1.3063 |
1.3063 |
1.3127 |
|
| S3 |
1.3002 |
1.3039 |
1.3121 |
|
| S4 |
1.2941 |
1.2978 |
1.3104 |
|
|
| 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 |
1.3377 |
1.3057 |
0.0320 |
2.4% |
0.0100 |
0.8% |
25% |
False |
False |
128 |
| 10 |
1.3396 |
1.3057 |
0.0339 |
2.6% |
0.0087 |
0.7% |
24% |
False |
False |
116 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.8% |
0.0092 |
0.7% |
29% |
False |
False |
105 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0079 |
0.6% |
24% |
False |
False |
64 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.2% |
0.0064 |
0.5% |
55% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3406 |
|
2.618 |
1.3307 |
|
1.618 |
1.3246 |
|
1.000 |
1.3208 |
|
0.618 |
1.3185 |
|
HIGH |
1.3147 |
|
0.618 |
1.3124 |
|
0.500 |
1.3117 |
|
0.382 |
1.3109 |
|
LOW |
1.3086 |
|
0.618 |
1.3048 |
|
1.000 |
1.3025 |
|
1.618 |
1.2987 |
|
2.618 |
1.2926 |
|
4.250 |
1.2827 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3131 |
1.3130 |
| PP |
1.3124 |
1.3122 |
| S1 |
1.3117 |
1.3115 |
|