CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3164 |
1.3184 |
0.0020 |
0.2% |
1.3210 |
| High |
1.3164 |
1.3184 |
0.0020 |
0.2% |
1.3292 |
| Low |
1.3164 |
1.3074 |
-0.0090 |
-0.7% |
1.3115 |
| Close |
1.3164 |
1.3089 |
-0.0075 |
-0.6% |
1.3124 |
| Range |
0.0000 |
0.0110 |
0.0110 |
|
0.0177 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
1.8% |
0.0000 |
| Volume |
28 |
15 |
-13 |
-46.4% |
113 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3446 |
1.3377 |
1.3150 |
|
| R3 |
1.3336 |
1.3267 |
1.3119 |
|
| R2 |
1.3226 |
1.3226 |
1.3109 |
|
| R1 |
1.3157 |
1.3157 |
1.3099 |
1.3137 |
| PP |
1.3116 |
1.3116 |
1.3116 |
1.3105 |
| S1 |
1.3047 |
1.3047 |
1.3079 |
1.3027 |
| S2 |
1.3006 |
1.3006 |
1.3069 |
|
| S3 |
1.2896 |
1.2937 |
1.3059 |
|
| S4 |
1.2786 |
1.2827 |
1.3029 |
|
|
| 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 |
1.3652 |
|
2.618 |
1.3472 |
|
1.618 |
1.3362 |
|
1.000 |
1.3294 |
|
0.618 |
1.3252 |
|
HIGH |
1.3184 |
|
0.618 |
1.3142 |
|
0.500 |
1.3129 |
|
0.382 |
1.3116 |
|
LOW |
1.3074 |
|
0.618 |
1.3006 |
|
1.000 |
1.2964 |
|
1.618 |
1.2896 |
|
2.618 |
1.2786 |
|
4.250 |
1.2607 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3129 |
1.3183 |
| PP |
1.3116 |
1.3152 |
| S1 |
1.3102 |
1.3120 |
|