CME Euro FX (E) Future September 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.3283 |
1.3210 |
-0.0073 |
-0.5% |
1.3430 |
High |
1.3283 |
1.3244 |
-0.0039 |
-0.3% |
1.3493 |
Low |
1.3216 |
1.3210 |
-0.0006 |
0.0% |
1.3216 |
Close |
1.3225 |
1.3244 |
0.0019 |
0.1% |
1.3225 |
Range |
0.0067 |
0.0034 |
-0.0033 |
-49.3% |
0.0277 |
ATR |
0.0086 |
0.0082 |
-0.0004 |
-4.3% |
0.0000 |
Volume |
11 |
23 |
12 |
109.1% |
134 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3335 |
1.3323 |
1.3263 |
|
R3 |
1.3301 |
1.3289 |
1.3253 |
|
R2 |
1.3267 |
1.3267 |
1.3250 |
|
R1 |
1.3255 |
1.3255 |
1.3247 |
1.3261 |
PP |
1.3233 |
1.3233 |
1.3233 |
1.3236 |
S1 |
1.3221 |
1.3221 |
1.3241 |
1.3227 |
S2 |
1.3199 |
1.3199 |
1.3238 |
|
S3 |
1.3165 |
1.3187 |
1.3235 |
|
S4 |
1.3131 |
1.3153 |
1.3225 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4142 |
1.3961 |
1.3377 |
|
R3 |
1.3865 |
1.3684 |
1.3301 |
|
R2 |
1.3588 |
1.3588 |
1.3276 |
|
R1 |
1.3407 |
1.3407 |
1.3250 |
1.3359 |
PP |
1.3311 |
1.3311 |
1.3311 |
1.3288 |
S1 |
1.3130 |
1.3130 |
1.3200 |
1.3082 |
S2 |
1.3034 |
1.3034 |
1.3174 |
|
S3 |
1.2757 |
1.2853 |
1.3149 |
|
S4 |
1.2480 |
1.2576 |
1.3073 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3389 |
2.618 |
1.3333 |
1.618 |
1.3299 |
1.000 |
1.3278 |
0.618 |
1.3265 |
HIGH |
1.3244 |
0.618 |
1.3231 |
0.500 |
1.3227 |
0.382 |
1.3223 |
LOW |
1.3210 |
0.618 |
1.3189 |
1.000 |
1.3176 |
1.618 |
1.3155 |
2.618 |
1.3121 |
4.250 |
1.3066 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3238 |
1.3282 |
PP |
1.3233 |
1.3269 |
S1 |
1.3227 |
1.3257 |
|