CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3210 |
1.3210 |
0.0000 |
0.0% |
1.3430 |
| High |
1.3244 |
1.3210 |
-0.0034 |
-0.3% |
1.3493 |
| Low |
1.3210 |
1.3121 |
-0.0089 |
-0.7% |
1.3216 |
| Close |
1.3244 |
1.3121 |
-0.0123 |
-0.9% |
1.3225 |
| Range |
0.0034 |
0.0089 |
0.0055 |
161.8% |
0.0277 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.5% |
0.0000 |
| Volume |
23 |
9 |
-14 |
-60.9% |
134 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3418 |
1.3358 |
1.3170 |
|
| R3 |
1.3329 |
1.3269 |
1.3145 |
|
| R2 |
1.3240 |
1.3240 |
1.3137 |
|
| R1 |
1.3180 |
1.3180 |
1.3129 |
1.3166 |
| PP |
1.3151 |
1.3151 |
1.3151 |
1.3143 |
| S1 |
1.3091 |
1.3091 |
1.3113 |
1.3077 |
| S2 |
1.3062 |
1.3062 |
1.3105 |
|
| S3 |
1.2973 |
1.3002 |
1.3097 |
|
| S4 |
1.2884 |
1.2913 |
1.3072 |
|
|
| 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 |
1.3588 |
|
2.618 |
1.3443 |
|
1.618 |
1.3354 |
|
1.000 |
1.3299 |
|
0.618 |
1.3265 |
|
HIGH |
1.3210 |
|
0.618 |
1.3176 |
|
0.500 |
1.3166 |
|
0.382 |
1.3155 |
|
LOW |
1.3121 |
|
0.618 |
1.3066 |
|
1.000 |
1.3032 |
|
1.618 |
1.2977 |
|
2.618 |
1.2888 |
|
4.250 |
1.2743 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3166 |
1.3202 |
| PP |
1.3151 |
1.3175 |
| S1 |
1.3136 |
1.3148 |
|