CME Euro FX (E) Future December 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 |
1.3255 |
1.3285 |
0.0030 |
0.2% |
1.3175 |
| High |
1.3285 |
1.3285 |
0.0000 |
0.0% |
1.3285 |
| Low |
1.3255 |
1.3267 |
0.0012 |
0.1% |
1.3171 |
| Close |
1.3285 |
1.3267 |
-0.0018 |
-0.1% |
1.3285 |
| Range |
0.0030 |
0.0018 |
-0.0012 |
-40.0% |
0.0114 |
| ATR |
0.0053 |
0.0051 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
37 |
7 |
-30 |
-81.1% |
74 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3315 |
1.3277 |
|
| R3 |
1.3309 |
1.3297 |
1.3272 |
|
| R2 |
1.3291 |
1.3291 |
1.3270 |
|
| R1 |
1.3279 |
1.3279 |
1.3269 |
1.3276 |
| PP |
1.3273 |
1.3273 |
1.3273 |
1.3272 |
| S1 |
1.3261 |
1.3261 |
1.3265 |
1.3258 |
| S2 |
1.3255 |
1.3255 |
1.3264 |
|
| S3 |
1.3237 |
1.3243 |
1.3262 |
|
| S4 |
1.3219 |
1.3225 |
1.3257 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3589 |
1.3551 |
1.3348 |
|
| R3 |
1.3475 |
1.3437 |
1.3316 |
|
| R2 |
1.3361 |
1.3361 |
1.3306 |
|
| R1 |
1.3323 |
1.3323 |
1.3295 |
1.3342 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3257 |
| S1 |
1.3209 |
1.3209 |
1.3275 |
1.3228 |
| S2 |
1.3133 |
1.3133 |
1.3264 |
|
| S3 |
1.3019 |
1.3095 |
1.3254 |
|
| S4 |
1.2905 |
1.2981 |
1.3222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3285 |
1.3175 |
0.0110 |
0.8% |
0.0030 |
0.2% |
84% |
True |
False |
14 |
| 10 |
1.3285 |
1.3114 |
0.0171 |
1.3% |
0.0024 |
0.2% |
89% |
True |
False |
9 |
| 20 |
1.3285 |
1.3075 |
0.0210 |
1.6% |
0.0019 |
0.1% |
91% |
True |
False |
7 |
| 40 |
1.3364 |
1.3046 |
0.0318 |
2.4% |
0.0020 |
0.1% |
69% |
False |
False |
6 |
| 60 |
1.3491 |
1.3046 |
0.0445 |
3.4% |
0.0021 |
0.2% |
50% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3362 |
|
2.618 |
1.3332 |
|
1.618 |
1.3314 |
|
1.000 |
1.3303 |
|
0.618 |
1.3296 |
|
HIGH |
1.3285 |
|
0.618 |
1.3278 |
|
0.500 |
1.3276 |
|
0.382 |
1.3274 |
|
LOW |
1.3267 |
|
0.618 |
1.3256 |
|
1.000 |
1.3249 |
|
1.618 |
1.3238 |
|
2.618 |
1.3220 |
|
4.250 |
1.3191 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3276 |
1.3266 |
| PP |
1.3273 |
1.3264 |
| S1 |
1.3270 |
1.3263 |
|