CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4070 |
1.3993 |
-0.0077 |
-0.5% |
1.4191 |
| High |
1.4070 |
1.4180 |
0.0110 |
0.8% |
1.4290 |
| Low |
1.4070 |
1.3970 |
-0.0100 |
-0.7% |
1.4070 |
| Close |
1.4070 |
1.4165 |
0.0095 |
0.7% |
1.4070 |
| Range |
0.0000 |
0.0210 |
0.0210 |
|
0.0220 |
| ATR |
0.0087 |
0.0095 |
0.0009 |
10.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4735 |
1.4660 |
1.4281 |
|
| R3 |
1.4525 |
1.4450 |
1.4223 |
|
| R2 |
1.4315 |
1.4315 |
1.4204 |
|
| R1 |
1.4240 |
1.4240 |
1.4184 |
1.4278 |
| PP |
1.4105 |
1.4105 |
1.4105 |
1.4124 |
| S1 |
1.4030 |
1.4030 |
1.4146 |
1.4068 |
| S2 |
1.3895 |
1.3895 |
1.4127 |
|
| S3 |
1.3685 |
1.3820 |
1.4107 |
|
| S4 |
1.3475 |
1.3610 |
1.4050 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4803 |
1.4657 |
1.4191 |
|
| R3 |
1.4583 |
1.4437 |
1.4131 |
|
| R2 |
1.4363 |
1.4363 |
1.4110 |
|
| R1 |
1.4217 |
1.4217 |
1.4090 |
1.4180 |
| PP |
1.4143 |
1.4143 |
1.4143 |
1.4125 |
| S1 |
1.3997 |
1.3997 |
1.4050 |
1.3960 |
| S2 |
1.3923 |
1.3923 |
1.4030 |
|
| S3 |
1.3703 |
1.3777 |
1.4010 |
|
| S4 |
1.3483 |
1.3557 |
1.3949 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5073 |
|
2.618 |
1.4730 |
|
1.618 |
1.4520 |
|
1.000 |
1.4390 |
|
0.618 |
1.4310 |
|
HIGH |
1.4180 |
|
0.618 |
1.4100 |
|
0.500 |
1.4075 |
|
0.382 |
1.4050 |
|
LOW |
1.3970 |
|
0.618 |
1.3840 |
|
1.000 |
1.3760 |
|
1.618 |
1.3630 |
|
2.618 |
1.3420 |
|
4.250 |
1.3078 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4135 |
1.4135 |
| PP |
1.4105 |
1.4105 |
| S1 |
1.4075 |
1.4075 |
|