CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4306 |
1.4190 |
-0.0116 |
-0.8% |
1.4450 |
| High |
1.4306 |
1.4190 |
-0.0116 |
-0.8% |
1.4556 |
| Low |
1.4306 |
1.4133 |
-0.0173 |
-1.2% |
1.4230 |
| Close |
1.4341 |
1.4059 |
-0.0282 |
-2.0% |
1.4230 |
| Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0326 |
| ATR |
0.0084 |
0.0093 |
0.0009 |
10.6% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
10 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4298 |
1.4236 |
1.4090 |
|
| R3 |
1.4241 |
1.4179 |
1.4075 |
|
| R2 |
1.4184 |
1.4184 |
1.4069 |
|
| R1 |
1.4122 |
1.4122 |
1.4064 |
1.4125 |
| PP |
1.4127 |
1.4127 |
1.4127 |
1.4129 |
| S1 |
1.4065 |
1.4065 |
1.4054 |
1.4068 |
| S2 |
1.4070 |
1.4070 |
1.4049 |
|
| S3 |
1.4013 |
1.4008 |
1.4043 |
|
| S4 |
1.3956 |
1.3951 |
1.4028 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5317 |
1.5099 |
1.4409 |
|
| R3 |
1.4991 |
1.4773 |
1.4320 |
|
| R2 |
1.4665 |
1.4665 |
1.4290 |
|
| R1 |
1.4447 |
1.4447 |
1.4260 |
1.4393 |
| PP |
1.4339 |
1.4339 |
1.4339 |
1.4312 |
| S1 |
1.4121 |
1.4121 |
1.4200 |
1.4067 |
| S2 |
1.4013 |
1.4013 |
1.4170 |
|
| S3 |
1.3687 |
1.3795 |
1.4140 |
|
| S4 |
1.3361 |
1.3469 |
1.4051 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4432 |
|
2.618 |
1.4339 |
|
1.618 |
1.4282 |
|
1.000 |
1.4247 |
|
0.618 |
1.4225 |
|
HIGH |
1.4190 |
|
0.618 |
1.4168 |
|
0.500 |
1.4162 |
|
0.382 |
1.4155 |
|
LOW |
1.4133 |
|
0.618 |
1.4098 |
|
1.000 |
1.4076 |
|
1.618 |
1.4041 |
|
2.618 |
1.3984 |
|
4.250 |
1.3891 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4162 |
1.4220 |
| PP |
1.4127 |
1.4166 |
| S1 |
1.4093 |
1.4113 |
|