CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.4027 |
1.4164 |
0.0137 |
1.0% |
1.3930 |
High |
1.4118 |
1.4172 |
0.0054 |
0.4% |
1.4133 |
Low |
1.4027 |
1.4125 |
0.0098 |
0.7% |
1.3830 |
Close |
1.4133 |
1.4315 |
0.0182 |
1.3% |
1.4044 |
Range |
0.0091 |
0.0047 |
-0.0044 |
-48.4% |
0.0303 |
ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
21 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4345 |
1.4377 |
1.4341 |
|
R3 |
1.4298 |
1.4330 |
1.4328 |
|
R2 |
1.4251 |
1.4251 |
1.4324 |
|
R1 |
1.4283 |
1.4283 |
1.4319 |
1.4267 |
PP |
1.4204 |
1.4204 |
1.4204 |
1.4196 |
S1 |
1.4236 |
1.4236 |
1.4311 |
1.4220 |
S2 |
1.4157 |
1.4157 |
1.4306 |
|
S3 |
1.4110 |
1.4189 |
1.4302 |
|
S4 |
1.4063 |
1.4142 |
1.4289 |
|
|
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 |
1.4372 |
2.618 |
1.4295 |
1.618 |
1.4248 |
1.000 |
1.4219 |
0.618 |
1.4201 |
HIGH |
1.4172 |
0.618 |
1.4154 |
0.500 |
1.4149 |
0.382 |
1.4143 |
LOW |
1.4125 |
0.618 |
1.4096 |
1.000 |
1.4078 |
1.618 |
1.4049 |
2.618 |
1.4002 |
4.250 |
1.3925 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4260 |
1.4243 |
PP |
1.4204 |
1.4171 |
S1 |
1.4149 |
1.4100 |
|