CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4344 |
1.4194 |
-0.0150 |
-1.0% |
1.3993 |
| High |
1.4344 |
1.4210 |
-0.0134 |
-0.9% |
1.4404 |
| Low |
1.4344 |
1.4175 |
-0.0169 |
-1.2% |
1.3970 |
| Close |
1.4294 |
1.4184 |
-0.0110 |
-0.8% |
1.4393 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0434 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.2% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
27 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4295 |
1.4274 |
1.4203 |
|
| R3 |
1.4260 |
1.4239 |
1.4194 |
|
| R2 |
1.4225 |
1.4225 |
1.4190 |
|
| R1 |
1.4204 |
1.4204 |
1.4187 |
1.4197 |
| PP |
1.4190 |
1.4190 |
1.4190 |
1.4186 |
| S1 |
1.4169 |
1.4169 |
1.4181 |
1.4162 |
| S2 |
1.4155 |
1.4155 |
1.4178 |
|
| S3 |
1.4120 |
1.4134 |
1.4174 |
|
| S4 |
1.4085 |
1.4099 |
1.4165 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5558 |
1.5409 |
1.4632 |
|
| R3 |
1.5124 |
1.4975 |
1.4512 |
|
| R2 |
1.4690 |
1.4690 |
1.4473 |
|
| R1 |
1.4541 |
1.4541 |
1.4433 |
1.4616 |
| PP |
1.4256 |
1.4256 |
1.4256 |
1.4293 |
| S1 |
1.4107 |
1.4107 |
1.4353 |
1.4182 |
| S2 |
1.3822 |
1.3822 |
1.4313 |
|
| S3 |
1.3388 |
1.3673 |
1.4274 |
|
| S4 |
1.2954 |
1.3239 |
1.4154 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4359 |
|
2.618 |
1.4302 |
|
1.618 |
1.4267 |
|
1.000 |
1.4245 |
|
0.618 |
1.4232 |
|
HIGH |
1.4210 |
|
0.618 |
1.4197 |
|
0.500 |
1.4193 |
|
0.382 |
1.4188 |
|
LOW |
1.4175 |
|
0.618 |
1.4153 |
|
1.000 |
1.4140 |
|
1.618 |
1.4118 |
|
2.618 |
1.4083 |
|
4.250 |
1.4026 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4193 |
1.4284 |
| PP |
1.4190 |
1.4251 |
| S1 |
1.4187 |
1.4217 |
|