CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3132 |
1.3125 |
-0.0007 |
-0.1% |
1.3378 |
| High |
1.3155 |
1.3166 |
0.0011 |
0.1% |
1.3390 |
| Low |
1.3080 |
1.3112 |
0.0032 |
0.2% |
1.3057 |
| Close |
1.3094 |
1.3115 |
0.0021 |
0.2% |
1.3098 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-28.0% |
0.0333 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
26 |
345 |
319 |
1,226.9% |
728 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3293 |
1.3258 |
1.3145 |
|
| R3 |
1.3239 |
1.3204 |
1.3130 |
|
| R2 |
1.3185 |
1.3185 |
1.3125 |
|
| R1 |
1.3150 |
1.3150 |
1.3120 |
1.3141 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3126 |
| S1 |
1.3096 |
1.3096 |
1.3110 |
1.3087 |
| S2 |
1.3077 |
1.3077 |
1.3105 |
|
| S3 |
1.3023 |
1.3042 |
1.3100 |
|
| S4 |
1.2969 |
1.2988 |
1.3085 |
|
|
| 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 |
1.3172 |
1.3057 |
0.0115 |
0.9% |
0.0075 |
0.6% |
50% |
False |
False |
141 |
| 10 |
1.3390 |
1.3057 |
0.0333 |
2.5% |
0.0085 |
0.7% |
17% |
False |
False |
134 |
| 20 |
1.3396 |
1.3054 |
0.0342 |
2.6% |
0.0090 |
0.7% |
18% |
False |
False |
118 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0080 |
0.6% |
19% |
False |
False |
73 |
| 60 |
1.3500 |
1.2813 |
0.0687 |
5.2% |
0.0066 |
0.5% |
44% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3396 |
|
2.618 |
1.3307 |
|
1.618 |
1.3253 |
|
1.000 |
1.3220 |
|
0.618 |
1.3199 |
|
HIGH |
1.3166 |
|
0.618 |
1.3145 |
|
0.500 |
1.3139 |
|
0.382 |
1.3133 |
|
LOW |
1.3112 |
|
0.618 |
1.3079 |
|
1.000 |
1.3058 |
|
1.618 |
1.3025 |
|
2.618 |
1.2971 |
|
4.250 |
1.2883 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3139 |
1.3123 |
| PP |
1.3131 |
1.3120 |
| S1 |
1.3123 |
1.3118 |
|