CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4237 |
1.4216 |
-0.0021 |
-0.1% |
1.4344 |
| High |
1.4237 |
1.4216 |
-0.0021 |
-0.1% |
1.4344 |
| Low |
1.4237 |
1.4100 |
-0.0137 |
-1.0% |
1.4100 |
| Close |
1.4237 |
1.4135 |
-0.0102 |
-0.7% |
1.4135 |
| Range |
0.0000 |
0.0116 |
0.0116 |
|
0.0244 |
| ATR |
0.0083 |
0.0086 |
0.0004 |
4.7% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
12 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4498 |
1.4433 |
1.4199 |
|
| R3 |
1.4382 |
1.4317 |
1.4167 |
|
| R2 |
1.4266 |
1.4266 |
1.4156 |
|
| R1 |
1.4201 |
1.4201 |
1.4146 |
1.4176 |
| PP |
1.4150 |
1.4150 |
1.4150 |
1.4138 |
| S1 |
1.4085 |
1.4085 |
1.4124 |
1.4060 |
| S2 |
1.4034 |
1.4034 |
1.4114 |
|
| S3 |
1.3918 |
1.3969 |
1.4103 |
|
| S4 |
1.3802 |
1.3853 |
1.4071 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4925 |
1.4774 |
1.4269 |
|
| R3 |
1.4681 |
1.4530 |
1.4202 |
|
| R2 |
1.4437 |
1.4437 |
1.4180 |
|
| R1 |
1.4286 |
1.4286 |
1.4157 |
1.4240 |
| PP |
1.4193 |
1.4193 |
1.4193 |
1.4170 |
| S1 |
1.4042 |
1.4042 |
1.4113 |
1.3996 |
| S2 |
1.3949 |
1.3949 |
1.4090 |
|
| S3 |
1.3705 |
1.3798 |
1.4068 |
|
| S4 |
1.3461 |
1.3554 |
1.4001 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4709 |
|
2.618 |
1.4520 |
|
1.618 |
1.4404 |
|
1.000 |
1.4332 |
|
0.618 |
1.4288 |
|
HIGH |
1.4216 |
|
0.618 |
1.4172 |
|
0.500 |
1.4158 |
|
0.382 |
1.4144 |
|
LOW |
1.4100 |
|
0.618 |
1.4028 |
|
1.000 |
1.3984 |
|
1.618 |
1.3912 |
|
2.618 |
1.3796 |
|
4.250 |
1.3607 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4158 |
1.4169 |
| PP |
1.4150 |
1.4157 |
| S1 |
1.4143 |
1.4146 |
|