CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3205 |
1.3164 |
-0.0041 |
-0.3% |
1.3080 |
| High |
1.3205 |
1.3229 |
0.0024 |
0.2% |
1.3235 |
| Low |
1.3116 |
1.3161 |
0.0045 |
0.3% |
1.3018 |
| Close |
1.3158 |
1.3203 |
0.0045 |
0.3% |
1.3229 |
| Range |
0.0089 |
0.0068 |
-0.0021 |
-23.6% |
0.0217 |
| ATR |
0.0094 |
0.0093 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
306 |
261 |
-45 |
-14.7% |
1,595 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3402 |
1.3370 |
1.3240 |
|
| R3 |
1.3334 |
1.3302 |
1.3222 |
|
| R2 |
1.3266 |
1.3266 |
1.3215 |
|
| R1 |
1.3234 |
1.3234 |
1.3209 |
1.3250 |
| PP |
1.3198 |
1.3198 |
1.3198 |
1.3206 |
| S1 |
1.3166 |
1.3166 |
1.3197 |
1.3182 |
| S2 |
1.3130 |
1.3130 |
1.3191 |
|
| S3 |
1.3062 |
1.3098 |
1.3184 |
|
| S4 |
1.2994 |
1.3030 |
1.3166 |
|
|
| 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 |
1.3073 |
0.0162 |
1.2% |
0.0081 |
0.6% |
80% |
False |
False |
357 |
| 10 |
1.3235 |
1.3018 |
0.0217 |
1.6% |
0.0087 |
0.7% |
85% |
False |
False |
274 |
| 20 |
1.3390 |
1.3018 |
0.0372 |
2.8% |
0.0087 |
0.7% |
50% |
False |
False |
191 |
| 40 |
1.3450 |
1.3018 |
0.0432 |
3.3% |
0.0085 |
0.6% |
43% |
False |
False |
127 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.7% |
0.0074 |
0.6% |
38% |
False |
False |
89 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0061 |
0.5% |
63% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3518 |
|
2.618 |
1.3407 |
|
1.618 |
1.3339 |
|
1.000 |
1.3297 |
|
0.618 |
1.3271 |
|
HIGH |
1.3229 |
|
0.618 |
1.3203 |
|
0.500 |
1.3195 |
|
0.382 |
1.3187 |
|
LOW |
1.3161 |
|
0.618 |
1.3119 |
|
1.000 |
1.3093 |
|
1.618 |
1.3051 |
|
2.618 |
1.2983 |
|
4.250 |
1.2872 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3200 |
1.3194 |
| PP |
1.3198 |
1.3185 |
| S1 |
1.3195 |
1.3176 |
|