CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3198 |
1.3258 |
0.0060 |
0.5% |
1.3205 |
| High |
1.3280 |
1.3269 |
-0.0011 |
-0.1% |
1.3280 |
| Low |
1.3175 |
1.3226 |
0.0051 |
0.4% |
1.3116 |
| Close |
1.3272 |
1.3252 |
-0.0020 |
-0.2% |
1.3272 |
| Range |
0.0105 |
0.0043 |
-0.0062 |
-59.0% |
0.0164 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
479 |
150 |
-329 |
-68.7% |
1,170 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3378 |
1.3358 |
1.3276 |
|
| R3 |
1.3335 |
1.3315 |
1.3264 |
|
| R2 |
1.3292 |
1.3292 |
1.3260 |
|
| R1 |
1.3272 |
1.3272 |
1.3256 |
1.3261 |
| PP |
1.3249 |
1.3249 |
1.3249 |
1.3243 |
| S1 |
1.3229 |
1.3229 |
1.3248 |
1.3218 |
| S2 |
1.3206 |
1.3206 |
1.3244 |
|
| S3 |
1.3163 |
1.3186 |
1.3240 |
|
| S4 |
1.3120 |
1.3143 |
1.3228 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3657 |
1.3362 |
|
| R3 |
1.3551 |
1.3493 |
1.3317 |
|
| R2 |
1.3387 |
1.3387 |
1.3302 |
|
| R1 |
1.3329 |
1.3329 |
1.3287 |
1.3358 |
| PP |
1.3223 |
1.3223 |
1.3223 |
1.3237 |
| S1 |
1.3165 |
1.3165 |
1.3257 |
1.3194 |
| S2 |
1.3059 |
1.3059 |
1.3242 |
|
| S3 |
1.2895 |
1.3001 |
1.3227 |
|
| S4 |
1.2731 |
1.2837 |
1.3182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3280 |
1.3161 |
0.0119 |
0.9% |
0.0066 |
0.5% |
76% |
False |
False |
202 |
| 10 |
1.3280 |
1.3073 |
0.0207 |
1.6% |
0.0074 |
0.6% |
86% |
False |
False |
281 |
| 20 |
1.3377 |
1.3018 |
0.0359 |
2.7% |
0.0085 |
0.6% |
65% |
False |
False |
208 |
| 40 |
1.3396 |
1.3018 |
0.0378 |
2.9% |
0.0085 |
0.6% |
62% |
False |
False |
143 |
| 60 |
1.3500 |
1.3018 |
0.0482 |
3.6% |
0.0076 |
0.6% |
49% |
False |
False |
101 |
| 80 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0064 |
0.5% |
69% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3452 |
|
2.618 |
1.3382 |
|
1.618 |
1.3339 |
|
1.000 |
1.3312 |
|
0.618 |
1.3296 |
|
HIGH |
1.3269 |
|
0.618 |
1.3253 |
|
0.500 |
1.3248 |
|
0.382 |
1.3242 |
|
LOW |
1.3226 |
|
0.618 |
1.3199 |
|
1.000 |
1.3183 |
|
1.618 |
1.3156 |
|
2.618 |
1.3113 |
|
4.250 |
1.3043 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3251 |
1.3244 |
| PP |
1.3249 |
1.3236 |
| S1 |
1.3248 |
1.3228 |
|