CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3164 |
1.3207 |
0.0043 |
0.3% |
1.3080 |
| High |
1.3229 |
1.3245 |
0.0016 |
0.1% |
1.3235 |
| Low |
1.3161 |
1.3187 |
0.0026 |
0.2% |
1.3018 |
| Close |
1.3203 |
1.3242 |
0.0039 |
0.3% |
1.3229 |
| Range |
0.0068 |
0.0058 |
-0.0010 |
-14.7% |
0.0217 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
261 |
40 |
-221 |
-84.7% |
1,595 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3399 |
1.3378 |
1.3274 |
|
| R3 |
1.3341 |
1.3320 |
1.3258 |
|
| R2 |
1.3283 |
1.3283 |
1.3253 |
|
| R1 |
1.3262 |
1.3262 |
1.3247 |
1.3273 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3230 |
| S1 |
1.3204 |
1.3204 |
1.3237 |
1.3215 |
| S2 |
1.3167 |
1.3167 |
1.3231 |
|
| S3 |
1.3109 |
1.3146 |
1.3226 |
|
| S4 |
1.3051 |
1.3088 |
1.3210 |
|
|
| 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 |
1.3245 |
1.3090 |
0.0155 |
1.2% |
0.0077 |
0.6% |
98% |
True |
False |
302 |
| 10 |
1.3245 |
1.3018 |
0.0227 |
1.7% |
0.0087 |
0.7% |
99% |
True |
False |
244 |
| 20 |
1.3390 |
1.3018 |
0.0372 |
2.8% |
0.0086 |
0.7% |
60% |
False |
False |
189 |
| 40 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0084 |
0.6% |
59% |
False |
False |
127 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.6% |
0.0075 |
0.6% |
46% |
False |
False |
90 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0062 |
0.5% |
68% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3492 |
|
2.618 |
1.3397 |
|
1.618 |
1.3339 |
|
1.000 |
1.3303 |
|
0.618 |
1.3281 |
|
HIGH |
1.3245 |
|
0.618 |
1.3223 |
|
0.500 |
1.3216 |
|
0.382 |
1.3209 |
|
LOW |
1.3187 |
|
0.618 |
1.3151 |
|
1.000 |
1.3129 |
|
1.618 |
1.3093 |
|
2.618 |
1.3035 |
|
4.250 |
1.2941 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3233 |
1.3222 |
| PP |
1.3225 |
1.3201 |
| S1 |
1.3216 |
1.3181 |
|