CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.4130 |
1.4035 |
-0.0095 |
-0.7% |
1.3930 |
High |
1.4133 |
1.4080 |
-0.0053 |
-0.4% |
1.4133 |
Low |
1.4076 |
1.4035 |
-0.0041 |
-0.3% |
1.3830 |
Close |
1.4041 |
1.4044 |
0.0003 |
0.0% |
1.4044 |
Range |
0.0057 |
0.0045 |
-0.0012 |
-21.1% |
0.0303 |
ATR |
0.0094 |
0.0091 |
-0.0004 |
-3.7% |
0.0000 |
Volume |
2 |
5 |
3 |
150.0% |
21 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4188 |
1.4161 |
1.4069 |
|
R3 |
1.4143 |
1.4116 |
1.4056 |
|
R2 |
1.4098 |
1.4098 |
1.4052 |
|
R1 |
1.4071 |
1.4071 |
1.4048 |
1.4085 |
PP |
1.4053 |
1.4053 |
1.4053 |
1.4060 |
S1 |
1.4026 |
1.4026 |
1.4040 |
1.4040 |
S2 |
1.4008 |
1.4008 |
1.4036 |
|
S3 |
1.3963 |
1.3981 |
1.4032 |
|
S4 |
1.3918 |
1.3936 |
1.4019 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4911 |
1.4781 |
1.4211 |
|
R3 |
1.4608 |
1.4478 |
1.4127 |
|
R2 |
1.4305 |
1.4305 |
1.4100 |
|
R1 |
1.4175 |
1.4175 |
1.4072 |
1.4240 |
PP |
1.4002 |
1.4002 |
1.4002 |
1.4035 |
S1 |
1.3872 |
1.3872 |
1.4016 |
1.3937 |
S2 |
1.3699 |
1.3699 |
1.3988 |
|
S3 |
1.3396 |
1.3569 |
1.3961 |
|
S4 |
1.3093 |
1.3266 |
1.3877 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4271 |
2.618 |
1.4198 |
1.618 |
1.4153 |
1.000 |
1.4125 |
0.618 |
1.4108 |
HIGH |
1.4080 |
0.618 |
1.4063 |
0.500 |
1.4058 |
0.382 |
1.4052 |
LOW |
1.4035 |
0.618 |
1.4007 |
1.000 |
1.3990 |
1.618 |
1.3962 |
2.618 |
1.3917 |
4.250 |
1.3844 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4058 |
1.4047 |
PP |
1.4053 |
1.4046 |
S1 |
1.4049 |
1.4045 |
|