CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4029 |
1.4027 |
-0.0002 |
0.0% |
1.3930 |
| High |
1.4029 |
1.4118 |
0.0089 |
0.6% |
1.4133 |
| Low |
1.4029 |
1.4027 |
-0.0002 |
0.0% |
1.3830 |
| Close |
1.4045 |
1.4133 |
0.0088 |
0.6% |
1.4044 |
| Range |
0.0000 |
0.0091 |
0.0091 |
|
0.0303 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
21 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4366 |
1.4340 |
1.4183 |
|
| R3 |
1.4275 |
1.4249 |
1.4158 |
|
| R2 |
1.4184 |
1.4184 |
1.4150 |
|
| R1 |
1.4158 |
1.4158 |
1.4141 |
1.4171 |
| PP |
1.4093 |
1.4093 |
1.4093 |
1.4099 |
| S1 |
1.4067 |
1.4067 |
1.4125 |
1.4080 |
| S2 |
1.4002 |
1.4002 |
1.4116 |
|
| S3 |
1.3911 |
1.3976 |
1.4108 |
|
| S4 |
1.3820 |
1.3885 |
1.4083 |
|
|
| 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 |
1.4505 |
|
2.618 |
1.4356 |
|
1.618 |
1.4265 |
|
1.000 |
1.4209 |
|
0.618 |
1.4174 |
|
HIGH |
1.4118 |
|
0.618 |
1.4083 |
|
0.500 |
1.4073 |
|
0.382 |
1.4062 |
|
LOW |
1.4027 |
|
0.618 |
1.3971 |
|
1.000 |
1.3936 |
|
1.618 |
1.3880 |
|
2.618 |
1.3789 |
|
4.250 |
1.3640 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4113 |
1.4113 |
| PP |
1.4093 |
1.4092 |
| S1 |
1.4073 |
1.4072 |
|