CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3164 |
1.3191 |
0.0027 |
0.2% |
1.3430 |
| High |
1.3164 |
1.3288 |
0.0124 |
0.9% |
1.3493 |
| Low |
1.3164 |
1.3191 |
0.0027 |
0.2% |
1.3216 |
| Close |
1.3164 |
1.3288 |
0.0124 |
0.9% |
1.3225 |
| Range |
0.0000 |
0.0097 |
0.0097 |
|
0.0277 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.6% |
0.0000 |
| Volume |
37 |
37 |
0 |
0.0% |
134 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3547 |
1.3514 |
1.3341 |
|
| R3 |
1.3450 |
1.3417 |
1.3315 |
|
| R2 |
1.3353 |
1.3353 |
1.3306 |
|
| R1 |
1.3320 |
1.3320 |
1.3297 |
1.3337 |
| PP |
1.3256 |
1.3256 |
1.3256 |
1.3264 |
| S1 |
1.3223 |
1.3223 |
1.3279 |
1.3240 |
| S2 |
1.3159 |
1.3159 |
1.3270 |
|
| S3 |
1.3062 |
1.3126 |
1.3261 |
|
| S4 |
1.2965 |
1.3029 |
1.3235 |
|
|
| 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 |
1.3700 |
|
2.618 |
1.3542 |
|
1.618 |
1.3445 |
|
1.000 |
1.3385 |
|
0.618 |
1.3348 |
|
HIGH |
1.3288 |
|
0.618 |
1.3251 |
|
0.500 |
1.3240 |
|
0.382 |
1.3228 |
|
LOW |
1.3191 |
|
0.618 |
1.3131 |
|
1.000 |
1.3094 |
|
1.618 |
1.3034 |
|
2.618 |
1.2937 |
|
4.250 |
1.2779 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3272 |
1.3260 |
| PP |
1.3256 |
1.3232 |
| S1 |
1.3240 |
1.3205 |
|