CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 16-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.4190 |
1.4033 |
-0.0157 |
-1.1% |
1.4450 |
High |
1.4190 |
1.4033 |
-0.0157 |
-1.1% |
1.4556 |
Low |
1.4133 |
1.4033 |
-0.0100 |
-0.7% |
1.4230 |
Close |
1.4059 |
1.4033 |
-0.0026 |
-0.2% |
1.4230 |
Range |
0.0057 |
0.0000 |
-0.0057 |
-100.0% |
0.0326 |
ATR |
0.0093 |
0.0088 |
-0.0005 |
-5.1% |
0.0000 |
Volume |
3 |
2 |
-1 |
-33.3% |
10 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4033 |
1.4033 |
1.4033 |
|
R3 |
1.4033 |
1.4033 |
1.4033 |
|
R2 |
1.4033 |
1.4033 |
1.4033 |
|
R1 |
1.4033 |
1.4033 |
1.4033 |
1.4033 |
PP |
1.4033 |
1.4033 |
1.4033 |
1.4033 |
S1 |
1.4033 |
1.4033 |
1.4033 |
1.4033 |
S2 |
1.4033 |
1.4033 |
1.4033 |
|
S3 |
1.4033 |
1.4033 |
1.4033 |
|
S4 |
1.4033 |
1.4033 |
1.4033 |
|
|
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 |
1.4033 |
2.618 |
1.4033 |
1.618 |
1.4033 |
1.000 |
1.4033 |
0.618 |
1.4033 |
HIGH |
1.4033 |
0.618 |
1.4033 |
0.500 |
1.4033 |
0.382 |
1.4033 |
LOW |
1.4033 |
0.618 |
1.4033 |
1.000 |
1.4033 |
1.618 |
1.4033 |
2.618 |
1.4033 |
4.250 |
1.4033 |
|
|
Fisher Pivots for day following 16-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4033 |
1.4170 |
PP |
1.4033 |
1.4124 |
S1 |
1.4033 |
1.4079 |
|