CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 22-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.4164 |
1.4268 |
0.0104 |
0.7% |
1.4026 |
High |
1.4172 |
1.4268 |
0.0096 |
0.7% |
1.4268 |
Low |
1.4125 |
1.4268 |
0.0143 |
1.0% |
1.4026 |
Close |
1.4315 |
1.4268 |
-0.0047 |
-0.3% |
1.4268 |
Range |
0.0047 |
0.0000 |
-0.0047 |
-100.0% |
0.0242 |
ATR |
0.0080 |
0.0078 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
4 |
3 |
-1 |
-25.0% |
11 |
|
Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4268 |
1.4268 |
1.4268 |
|
R3 |
1.4268 |
1.4268 |
1.4268 |
|
R2 |
1.4268 |
1.4268 |
1.4268 |
|
R1 |
1.4268 |
1.4268 |
1.4268 |
1.4268 |
PP |
1.4268 |
1.4268 |
1.4268 |
1.4268 |
S1 |
1.4268 |
1.4268 |
1.4268 |
1.4268 |
S2 |
1.4268 |
1.4268 |
1.4268 |
|
S3 |
1.4268 |
1.4268 |
1.4268 |
|
S4 |
1.4268 |
1.4268 |
1.4268 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4913 |
1.4833 |
1.4401 |
|
R3 |
1.4671 |
1.4591 |
1.4335 |
|
R2 |
1.4429 |
1.4429 |
1.4312 |
|
R1 |
1.4349 |
1.4349 |
1.4290 |
1.4389 |
PP |
1.4187 |
1.4187 |
1.4187 |
1.4208 |
S1 |
1.4107 |
1.4107 |
1.4246 |
1.4147 |
S2 |
1.3945 |
1.3945 |
1.4224 |
|
S3 |
1.3703 |
1.3865 |
1.4201 |
|
S4 |
1.3461 |
1.3623 |
1.4135 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4268 |
2.618 |
1.4268 |
1.618 |
1.4268 |
1.000 |
1.4268 |
0.618 |
1.4268 |
HIGH |
1.4268 |
0.618 |
1.4268 |
0.500 |
1.4268 |
0.382 |
1.4268 |
LOW |
1.4268 |
0.618 |
1.4268 |
1.000 |
1.4268 |
1.618 |
1.4268 |
2.618 |
1.4268 |
4.250 |
1.4268 |
|
|
Fisher Pivots for day following 22-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4268 |
1.4228 |
PP |
1.4268 |
1.4188 |
S1 |
1.4268 |
1.4148 |
|