CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3146 |
1.3150 |
0.0004 |
0.0% |
1.3099 |
| High |
1.3180 |
1.3151 |
-0.0029 |
-0.2% |
1.3225 |
| Low |
1.3112 |
1.3073 |
-0.0039 |
-0.3% |
1.3080 |
| Close |
1.3154 |
1.3141 |
-0.0013 |
-0.1% |
1.3094 |
| Range |
0.0068 |
0.0078 |
0.0010 |
14.7% |
0.0145 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
276 |
316 |
40 |
14.5% |
650 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3326 |
1.3184 |
|
| R3 |
1.3278 |
1.3248 |
1.3162 |
|
| R2 |
1.3200 |
1.3200 |
1.3155 |
|
| R1 |
1.3170 |
1.3170 |
1.3148 |
1.3146 |
| PP |
1.3122 |
1.3122 |
1.3122 |
1.3110 |
| S1 |
1.3092 |
1.3092 |
1.3134 |
1.3068 |
| S2 |
1.3044 |
1.3044 |
1.3127 |
|
| S3 |
1.2966 |
1.3014 |
1.3120 |
|
| S4 |
1.2888 |
1.2936 |
1.3098 |
|
|
| 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% |
0.0098 |
0.7% |
59% |
False |
False |
185 |
| 10 |
1.3225 |
1.3018 |
0.0207 |
1.6% |
0.0086 |
0.7% |
59% |
False |
False |
163 |
| 20 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0092 |
0.7% |
33% |
False |
False |
138 |
| 40 |
1.3500 |
1.3018 |
0.0482 |
3.7% |
0.0082 |
0.6% |
26% |
False |
False |
93 |
| 60 |
1.3500 |
1.2982 |
0.0518 |
3.9% |
0.0073 |
0.6% |
31% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3483 |
|
2.618 |
1.3355 |
|
1.618 |
1.3277 |
|
1.000 |
1.3229 |
|
0.618 |
1.3199 |
|
HIGH |
1.3151 |
|
0.618 |
1.3121 |
|
0.500 |
1.3112 |
|
0.382 |
1.3103 |
|
LOW |
1.3073 |
|
0.618 |
1.3025 |
|
1.000 |
1.2995 |
|
1.618 |
1.2947 |
|
2.618 |
1.2869 |
|
4.250 |
1.2742 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3131 |
1.3127 |
| PP |
1.3122 |
1.3113 |
| S1 |
1.3112 |
1.3099 |
|