CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3930 |
1.3830 |
-0.0100 |
-0.7% |
1.4344 |
| High |
1.3930 |
1.3900 |
-0.0030 |
-0.2% |
1.4344 |
| Low |
1.3930 |
1.3830 |
-0.0100 |
-0.7% |
1.4100 |
| Close |
1.3930 |
1.3936 |
0.0006 |
0.0% |
1.4135 |
| Range |
0.0000 |
0.0070 |
0.0070 |
|
0.0244 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.4% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
12 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4099 |
1.4087 |
1.3975 |
|
| R3 |
1.4029 |
1.4017 |
1.3955 |
|
| R2 |
1.3959 |
1.3959 |
1.3949 |
|
| R1 |
1.3947 |
1.3947 |
1.3942 |
1.3953 |
| PP |
1.3889 |
1.3889 |
1.3889 |
1.3892 |
| S1 |
1.3877 |
1.3877 |
1.3930 |
1.3883 |
| S2 |
1.3819 |
1.3819 |
1.3923 |
|
| S3 |
1.3749 |
1.3807 |
1.3917 |
|
| S4 |
1.3679 |
1.3737 |
1.3898 |
|
|
| 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 |
1.4198 |
|
2.618 |
1.4083 |
|
1.618 |
1.4013 |
|
1.000 |
1.3970 |
|
0.618 |
1.3943 |
|
HIGH |
1.3900 |
|
0.618 |
1.3873 |
|
0.500 |
1.3865 |
|
0.382 |
1.3857 |
|
LOW |
1.3830 |
|
0.618 |
1.3787 |
|
1.000 |
1.3760 |
|
1.618 |
1.3717 |
|
2.618 |
1.3647 |
|
4.250 |
1.3533 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3912 |
1.4023 |
| PP |
1.3889 |
1.3994 |
| S1 |
1.3865 |
1.3965 |
|