CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4556 |
1.4473 |
-0.0083 |
-0.6% |
1.4258 |
| High |
1.4556 |
1.4553 |
-0.0003 |
0.0% |
1.4493 |
| Low |
1.4556 |
1.4473 |
-0.0083 |
-0.6% |
1.4246 |
| Close |
1.4556 |
1.4444 |
-0.0112 |
-0.8% |
1.4493 |
| Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0247 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4730 |
1.4667 |
1.4488 |
|
| R3 |
1.4650 |
1.4587 |
1.4466 |
|
| R2 |
1.4570 |
1.4570 |
1.4459 |
|
| R1 |
1.4507 |
1.4507 |
1.4451 |
1.4499 |
| PP |
1.4490 |
1.4490 |
1.4490 |
1.4486 |
| S1 |
1.4427 |
1.4427 |
1.4437 |
1.4419 |
| S2 |
1.4410 |
1.4410 |
1.4429 |
|
| S3 |
1.4330 |
1.4347 |
1.4422 |
|
| S4 |
1.4250 |
1.4267 |
1.4400 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5152 |
1.5069 |
1.4629 |
|
| R3 |
1.4905 |
1.4822 |
1.4561 |
|
| R2 |
1.4658 |
1.4658 |
1.4538 |
|
| R1 |
1.4575 |
1.4575 |
1.4516 |
1.4617 |
| PP |
1.4411 |
1.4411 |
1.4411 |
1.4431 |
| S1 |
1.4328 |
1.4328 |
1.4470 |
1.4370 |
| S2 |
1.4164 |
1.4164 |
1.4448 |
|
| S3 |
1.3917 |
1.4081 |
1.4425 |
|
| S4 |
1.3670 |
1.3834 |
1.4357 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4893 |
|
2.618 |
1.4762 |
|
1.618 |
1.4682 |
|
1.000 |
1.4633 |
|
0.618 |
1.4602 |
|
HIGH |
1.4553 |
|
0.618 |
1.4522 |
|
0.500 |
1.4513 |
|
0.382 |
1.4504 |
|
LOW |
1.4473 |
|
0.618 |
1.4424 |
|
1.000 |
1.4393 |
|
1.618 |
1.4344 |
|
2.618 |
1.4264 |
|
4.250 |
1.4133 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4513 |
1.4503 |
| PP |
1.4490 |
1.4483 |
| S1 |
1.4467 |
1.4464 |
|