CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4257 |
1.4241 |
-0.0016 |
-0.1% |
1.4191 |
| High |
1.4257 |
1.4271 |
0.0014 |
0.1% |
1.4290 |
| Low |
1.4257 |
1.4241 |
-0.0016 |
-0.1% |
1.4070 |
| Close |
1.4257 |
1.4313 |
0.0056 |
0.4% |
1.4070 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0220 |
| ATR |
0.0095 |
0.0090 |
-0.0005 |
-4.9% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4365 |
1.4369 |
1.4330 |
|
| R3 |
1.4335 |
1.4339 |
1.4321 |
|
| R2 |
1.4305 |
1.4305 |
1.4319 |
|
| R1 |
1.4309 |
1.4309 |
1.4316 |
1.4307 |
| PP |
1.4275 |
1.4275 |
1.4275 |
1.4274 |
| S1 |
1.4279 |
1.4279 |
1.4310 |
1.4277 |
| S2 |
1.4245 |
1.4245 |
1.4308 |
|
| S3 |
1.4215 |
1.4249 |
1.4305 |
|
| S4 |
1.4185 |
1.4219 |
1.4297 |
|
|
| 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 |
1.4399 |
|
2.618 |
1.4350 |
|
1.618 |
1.4320 |
|
1.000 |
1.4301 |
|
0.618 |
1.4290 |
|
HIGH |
1.4271 |
|
0.618 |
1.4260 |
|
0.500 |
1.4256 |
|
0.382 |
1.4252 |
|
LOW |
1.4241 |
|
0.618 |
1.4222 |
|
1.000 |
1.4211 |
|
1.618 |
1.4192 |
|
2.618 |
1.4162 |
|
4.250 |
1.4114 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4294 |
1.4249 |
| PP |
1.4275 |
1.4185 |
| S1 |
1.4256 |
1.4121 |
|