CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3099 |
1.3132 |
0.0033 |
0.3% |
1.3378 |
| High |
1.3147 |
1.3155 |
0.0008 |
0.1% |
1.3390 |
| Low |
1.3086 |
1.3080 |
-0.0006 |
0.0% |
1.3057 |
| Close |
1.3138 |
1.3094 |
-0.0044 |
-0.3% |
1.3098 |
| Range |
0.0061 |
0.0075 |
0.0014 |
23.0% |
0.0333 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
41 |
26 |
-15 |
-36.6% |
728 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3289 |
1.3135 |
|
| R3 |
1.3260 |
1.3214 |
1.3115 |
|
| R2 |
1.3185 |
1.3185 |
1.3108 |
|
| R1 |
1.3139 |
1.3139 |
1.3101 |
1.3125 |
| PP |
1.3110 |
1.3110 |
1.3110 |
1.3102 |
| S1 |
1.3064 |
1.3064 |
1.3087 |
1.3050 |
| S2 |
1.3035 |
1.3035 |
1.3080 |
|
| S3 |
1.2960 |
1.2989 |
1.3073 |
|
| S4 |
1.2885 |
1.2914 |
1.3053 |
|
|
| 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 |
1.3243 |
1.3057 |
0.0186 |
1.4% |
0.0085 |
0.6% |
20% |
False |
False |
97 |
| 10 |
1.3390 |
1.3057 |
0.0333 |
2.5% |
0.0087 |
0.7% |
11% |
False |
False |
107 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.8% |
0.0090 |
0.7% |
17% |
False |
False |
105 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0080 |
0.6% |
15% |
False |
False |
64 |
| 60 |
1.3500 |
1.2745 |
0.0755 |
5.8% |
0.0066 |
0.5% |
46% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3474 |
|
2.618 |
1.3351 |
|
1.618 |
1.3276 |
|
1.000 |
1.3230 |
|
0.618 |
1.3201 |
|
HIGH |
1.3155 |
|
0.618 |
1.3126 |
|
0.500 |
1.3118 |
|
0.382 |
1.3109 |
|
LOW |
1.3080 |
|
0.618 |
1.3034 |
|
1.000 |
1.3005 |
|
1.618 |
1.2959 |
|
2.618 |
1.2884 |
|
4.250 |
1.2761 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3115 |
| PP |
1.3110 |
1.3108 |
| S1 |
1.3102 |
1.3101 |
|