CME Euro FX (E) Future September 2012
Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.3292 |
1.3164 |
-0.0128 |
-1.0% |
1.3210 |
High |
1.3292 |
1.3164 |
-0.0128 |
-1.0% |
1.3292 |
Low |
1.3115 |
1.3164 |
0.0049 |
0.4% |
1.3115 |
Close |
1.3124 |
1.3164 |
0.0040 |
0.3% |
1.3124 |
Range |
0.0177 |
0.0000 |
-0.0177 |
-100.0% |
0.0177 |
ATR |
0.0092 |
0.0088 |
-0.0004 |
-4.0% |
0.0000 |
Volume |
7 |
28 |
21 |
300.0% |
113 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3164 |
1.3164 |
1.3164 |
|
R3 |
1.3164 |
1.3164 |
1.3164 |
|
R2 |
1.3164 |
1.3164 |
1.3164 |
|
R1 |
1.3164 |
1.3164 |
1.3164 |
1.3164 |
PP |
1.3164 |
1.3164 |
1.3164 |
1.3164 |
S1 |
1.3164 |
1.3164 |
1.3164 |
1.3164 |
S2 |
1.3164 |
1.3164 |
1.3164 |
|
S3 |
1.3164 |
1.3164 |
1.3164 |
|
S4 |
1.3164 |
1.3164 |
1.3164 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3708 |
1.3593 |
1.3221 |
|
R3 |
1.3531 |
1.3416 |
1.3173 |
|
R2 |
1.3354 |
1.3354 |
1.3156 |
|
R1 |
1.3239 |
1.3239 |
1.3140 |
1.3208 |
PP |
1.3177 |
1.3177 |
1.3177 |
1.3162 |
S1 |
1.3062 |
1.3062 |
1.3108 |
1.3031 |
S2 |
1.3000 |
1.3000 |
1.3092 |
|
S3 |
1.2823 |
1.2885 |
1.3075 |
|
S4 |
1.2646 |
1.2708 |
1.3027 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3164 |
2.618 |
1.3164 |
1.618 |
1.3164 |
1.000 |
1.3164 |
0.618 |
1.3164 |
HIGH |
1.3164 |
0.618 |
1.3164 |
0.500 |
1.3164 |
0.382 |
1.3164 |
LOW |
1.3164 |
0.618 |
1.3164 |
1.000 |
1.3164 |
1.618 |
1.3164 |
2.618 |
1.3164 |
4.250 |
1.3164 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3164 |
1.3204 |
PP |
1.3164 |
1.3190 |
S1 |
1.3164 |
1.3177 |
|