CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 14-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.3960 |
1.4130 |
0.0170 |
1.2% |
1.4344 |
High |
1.4030 |
1.4133 |
0.0103 |
0.7% |
1.4344 |
Low |
1.3960 |
1.4076 |
0.0116 |
0.8% |
1.4100 |
Close |
1.4048 |
1.4041 |
-0.0007 |
0.0% |
1.4135 |
Range |
0.0070 |
0.0057 |
-0.0013 |
-18.6% |
0.0244 |
ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
4 |
2 |
-2 |
-50.0% |
12 |
|
Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4254 |
1.4205 |
1.4072 |
|
R3 |
1.4197 |
1.4148 |
1.4057 |
|
R2 |
1.4140 |
1.4140 |
1.4051 |
|
R1 |
1.4091 |
1.4091 |
1.4046 |
1.4087 |
PP |
1.4083 |
1.4083 |
1.4083 |
1.4082 |
S1 |
1.4034 |
1.4034 |
1.4036 |
1.4030 |
S2 |
1.4026 |
1.4026 |
1.4031 |
|
S3 |
1.3969 |
1.3977 |
1.4025 |
|
S4 |
1.3912 |
1.3920 |
1.4010 |
|
|
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 |
1.4375 |
2.618 |
1.4282 |
1.618 |
1.4225 |
1.000 |
1.4190 |
0.618 |
1.4168 |
HIGH |
1.4133 |
0.618 |
1.4111 |
0.500 |
1.4105 |
0.382 |
1.4098 |
LOW |
1.4076 |
0.618 |
1.4041 |
1.000 |
1.4019 |
1.618 |
1.3984 |
2.618 |
1.3927 |
4.250 |
1.3834 |
|
|
Fisher Pivots for day following 14-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4105 |
1.4021 |
PP |
1.4083 |
1.4001 |
S1 |
1.4062 |
1.3982 |
|