CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4033 |
1.4145 |
0.0112 |
0.8% |
1.4289 |
| High |
1.4033 |
1.4210 |
0.0177 |
1.3% |
1.4306 |
| Low |
1.4033 |
1.4145 |
0.0112 |
0.8% |
1.4033 |
| Close |
1.4033 |
1.4201 |
0.0168 |
1.2% |
1.4201 |
| Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0273 |
| ATR |
0.0088 |
0.0094 |
0.0006 |
7.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4380 |
1.4356 |
1.4237 |
|
| R3 |
1.4315 |
1.4291 |
1.4219 |
|
| R2 |
1.4250 |
1.4250 |
1.4213 |
|
| R1 |
1.4226 |
1.4226 |
1.4207 |
1.4238 |
| PP |
1.4185 |
1.4185 |
1.4185 |
1.4192 |
| S1 |
1.4161 |
1.4161 |
1.4195 |
1.4173 |
| S2 |
1.4120 |
1.4120 |
1.4189 |
|
| S3 |
1.4055 |
1.4096 |
1.4183 |
|
| S4 |
1.3990 |
1.4031 |
1.4165 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4999 |
1.4873 |
1.4351 |
|
| R3 |
1.4726 |
1.4600 |
1.4276 |
|
| R2 |
1.4453 |
1.4453 |
1.4251 |
|
| R1 |
1.4327 |
1.4327 |
1.4226 |
1.4254 |
| PP |
1.4180 |
1.4180 |
1.4180 |
1.4143 |
| S1 |
1.4054 |
1.4054 |
1.4176 |
1.3981 |
| S2 |
1.3907 |
1.3907 |
1.4151 |
|
| S3 |
1.3634 |
1.3781 |
1.4126 |
|
| S4 |
1.3361 |
1.3508 |
1.4051 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4486 |
|
2.618 |
1.4380 |
|
1.618 |
1.4315 |
|
1.000 |
1.4275 |
|
0.618 |
1.4250 |
|
HIGH |
1.4210 |
|
0.618 |
1.4185 |
|
0.500 |
1.4178 |
|
0.382 |
1.4170 |
|
LOW |
1.4145 |
|
0.618 |
1.4105 |
|
1.000 |
1.4080 |
|
1.618 |
1.4040 |
|
2.618 |
1.3975 |
|
4.250 |
1.3869 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4193 |
1.4175 |
| PP |
1.4185 |
1.4148 |
| S1 |
1.4178 |
1.4122 |
|