CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3080 |
1.3146 |
0.0066 |
0.5% |
1.3099 |
| High |
1.3161 |
1.3180 |
0.0019 |
0.1% |
1.3225 |
| Low |
1.3018 |
1.3112 |
0.0094 |
0.7% |
1.3080 |
| Close |
1.3151 |
1.3154 |
0.0003 |
0.0% |
1.3094 |
| Range |
0.0143 |
0.0068 |
-0.0075 |
-52.4% |
0.0145 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
99 |
276 |
177 |
178.8% |
650 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3321 |
1.3191 |
|
| R3 |
1.3285 |
1.3253 |
1.3173 |
|
| R2 |
1.3217 |
1.3217 |
1.3166 |
|
| R1 |
1.3185 |
1.3185 |
1.3160 |
1.3201 |
| PP |
1.3149 |
1.3149 |
1.3149 |
1.3157 |
| S1 |
1.3117 |
1.3117 |
1.3148 |
1.3133 |
| S2 |
1.3081 |
1.3081 |
1.3142 |
|
| S3 |
1.3013 |
1.3049 |
1.3135 |
|
| S4 |
1.2945 |
1.2981 |
1.3117 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3568 |
1.3476 |
1.3174 |
|
| R3 |
1.3423 |
1.3331 |
1.3134 |
|
| R2 |
1.3278 |
1.3278 |
1.3121 |
|
| R1 |
1.3186 |
1.3186 |
1.3107 |
1.3160 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3120 |
| S1 |
1.3041 |
1.3041 |
1.3081 |
1.3015 |
| S2 |
1.2988 |
1.2988 |
1.3067 |
|
| S3 |
1.2843 |
1.2896 |
1.3054 |
|
| S4 |
1.2698 |
1.2751 |
1.3014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3225 |
1.3018 |
0.0207 |
1.6% |
0.0093 |
0.7% |
66% |
False |
False |
191 |
| 10 |
1.3243 |
1.3018 |
0.0225 |
1.7% |
0.0089 |
0.7% |
60% |
False |
False |
144 |
| 20 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0092 |
0.7% |
36% |
False |
False |
127 |
| 40 |
1.3500 |
1.3018 |
0.0482 |
3.7% |
0.0081 |
0.6% |
28% |
False |
False |
86 |
| 60 |
1.3500 |
1.2982 |
0.0518 |
3.9% |
0.0072 |
0.5% |
33% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3469 |
|
2.618 |
1.3358 |
|
1.618 |
1.3290 |
|
1.000 |
1.3248 |
|
0.618 |
1.3222 |
|
HIGH |
1.3180 |
|
0.618 |
1.3154 |
|
0.500 |
1.3146 |
|
0.382 |
1.3138 |
|
LOW |
1.3112 |
|
0.618 |
1.3070 |
|
1.000 |
1.3044 |
|
1.618 |
1.3002 |
|
2.618 |
1.2934 |
|
4.250 |
1.2823 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3151 |
1.3137 |
| PP |
1.3149 |
1.3119 |
| S1 |
1.3146 |
1.3102 |
|