CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 11-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.4216 |
1.3930 |
-0.0286 |
-2.0% |
1.4344 |
High |
1.4216 |
1.3930 |
-0.0286 |
-2.0% |
1.4344 |
Low |
1.4100 |
1.3930 |
-0.0170 |
-1.2% |
1.4100 |
Close |
1.4135 |
1.3930 |
-0.0205 |
-1.5% |
1.4135 |
Range |
0.0116 |
0.0000 |
-0.0116 |
-100.0% |
0.0244 |
ATR |
0.0086 |
0.0095 |
0.0008 |
9.8% |
0.0000 |
Volume |
3 |
5 |
2 |
66.7% |
12 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3930 |
1.3930 |
1.3930 |
|
R3 |
1.3930 |
1.3930 |
1.3930 |
|
R2 |
1.3930 |
1.3930 |
1.3930 |
|
R1 |
1.3930 |
1.3930 |
1.3930 |
1.3930 |
PP |
1.3930 |
1.3930 |
1.3930 |
1.3930 |
S1 |
1.3930 |
1.3930 |
1.3930 |
1.3930 |
S2 |
1.3930 |
1.3930 |
1.3930 |
|
S3 |
1.3930 |
1.3930 |
1.3930 |
|
S4 |
1.3930 |
1.3930 |
1.3930 |
|
|
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 |
1.3930 |
2.618 |
1.3930 |
1.618 |
1.3930 |
1.000 |
1.3930 |
0.618 |
1.3930 |
HIGH |
1.3930 |
0.618 |
1.3930 |
0.500 |
1.3930 |
0.382 |
1.3930 |
LOW |
1.3930 |
0.618 |
1.3930 |
1.000 |
1.3930 |
1.618 |
1.3930 |
2.618 |
1.3930 |
4.250 |
1.3930 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3930 |
1.4084 |
PP |
1.3930 |
1.4032 |
S1 |
1.3930 |
1.3981 |
|