CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3137 |
1.3158 |
0.0021 |
0.2% |
1.3080 |
| High |
1.3171 |
1.3235 |
0.0064 |
0.5% |
1.3235 |
| Low |
1.3090 |
1.3146 |
0.0056 |
0.4% |
1.3018 |
| Close |
1.3146 |
1.3229 |
0.0083 |
0.6% |
1.3229 |
| Range |
0.0081 |
0.0089 |
0.0008 |
9.9% |
0.0217 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
600 |
304 |
-296 |
-49.3% |
1,595 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3439 |
1.3278 |
|
| R3 |
1.3381 |
1.3350 |
1.3253 |
|
| R2 |
1.3292 |
1.3292 |
1.3245 |
|
| R1 |
1.3261 |
1.3261 |
1.3237 |
1.3277 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3211 |
| S1 |
1.3172 |
1.3172 |
1.3221 |
1.3188 |
| S2 |
1.3114 |
1.3114 |
1.3213 |
|
| S3 |
1.3025 |
1.3083 |
1.3205 |
|
| S4 |
1.2936 |
1.2994 |
1.3180 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3812 |
1.3737 |
1.3348 |
|
| R3 |
1.3595 |
1.3520 |
1.3289 |
|
| R2 |
1.3378 |
1.3378 |
1.3269 |
|
| R1 |
1.3303 |
1.3303 |
1.3249 |
1.3341 |
| PP |
1.3161 |
1.3161 |
1.3161 |
1.3179 |
| S1 |
1.3086 |
1.3086 |
1.3209 |
1.3124 |
| S2 |
1.2944 |
1.2944 |
1.3189 |
|
| S3 |
1.2727 |
1.2869 |
1.3169 |
|
| S4 |
1.2510 |
1.2652 |
1.3110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3235 |
1.3018 |
0.0217 |
1.6% |
0.0092 |
0.7% |
97% |
True |
False |
319 |
| 10 |
1.3235 |
1.3018 |
0.0217 |
1.6% |
0.0085 |
0.6% |
97% |
True |
False |
224 |
| 20 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0091 |
0.7% |
56% |
False |
False |
170 |
| 40 |
1.3493 |
1.3018 |
0.0475 |
3.6% |
0.0083 |
0.6% |
44% |
False |
False |
114 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.6% |
0.0073 |
0.6% |
44% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3468 |
|
1.618 |
1.3379 |
|
1.000 |
1.3324 |
|
0.618 |
1.3290 |
|
HIGH |
1.3235 |
|
0.618 |
1.3201 |
|
0.500 |
1.3191 |
|
0.382 |
1.3180 |
|
LOW |
1.3146 |
|
0.618 |
1.3091 |
|
1.000 |
1.3057 |
|
1.618 |
1.3002 |
|
2.618 |
1.2913 |
|
4.250 |
1.2768 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3216 |
1.3204 |
| PP |
1.3203 |
1.3179 |
| S1 |
1.3191 |
1.3154 |
|