CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 30-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.4241 |
1.4404 |
0.0163 |
1.1% |
1.4191 |
High |
1.4271 |
1.4404 |
0.0133 |
0.9% |
1.4290 |
Low |
1.4241 |
1.4404 |
0.0163 |
1.1% |
1.4070 |
Close |
1.4313 |
1.4404 |
0.0091 |
0.6% |
1.4070 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0220 |
ATR |
0.0090 |
0.0091 |
0.0000 |
0.0% |
0.0000 |
Volume |
8 |
5 |
-3 |
-37.5% |
7 |
|
Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4404 |
1.4404 |
1.4404 |
|
R3 |
1.4404 |
1.4404 |
1.4404 |
|
R2 |
1.4404 |
1.4404 |
1.4404 |
|
R1 |
1.4404 |
1.4404 |
1.4404 |
1.4404 |
PP |
1.4404 |
1.4404 |
1.4404 |
1.4404 |
S1 |
1.4404 |
1.4404 |
1.4404 |
1.4404 |
S2 |
1.4404 |
1.4404 |
1.4404 |
|
S3 |
1.4404 |
1.4404 |
1.4404 |
|
S4 |
1.4404 |
1.4404 |
1.4404 |
|
|
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 |
1.4404 |
2.618 |
1.4404 |
1.618 |
1.4404 |
1.000 |
1.4404 |
0.618 |
1.4404 |
HIGH |
1.4404 |
0.618 |
1.4404 |
0.500 |
1.4404 |
0.382 |
1.4404 |
LOW |
1.4404 |
0.618 |
1.4404 |
1.000 |
1.4404 |
1.618 |
1.4404 |
2.618 |
1.4404 |
4.250 |
1.4404 |
|
|
Fisher Pivots for day following 30-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4404 |
1.4377 |
PP |
1.4404 |
1.4350 |
S1 |
1.4404 |
1.4323 |
|