CME Euro FX (E) Future September 2012
Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.3184 |
1.3081 |
-0.0103 |
-0.8% |
1.3210 |
High |
1.3184 |
1.3081 |
-0.0103 |
-0.8% |
1.3292 |
Low |
1.3074 |
1.3032 |
-0.0042 |
-0.3% |
1.3115 |
Close |
1.3089 |
1.3037 |
-0.0052 |
-0.4% |
1.3124 |
Range |
0.0110 |
0.0049 |
-0.0061 |
-55.5% |
0.0177 |
ATR |
0.0090 |
0.0087 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
15 |
96 |
81 |
540.0% |
113 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3197 |
1.3166 |
1.3064 |
|
R3 |
1.3148 |
1.3117 |
1.3050 |
|
R2 |
1.3099 |
1.3099 |
1.3046 |
|
R1 |
1.3068 |
1.3068 |
1.3041 |
1.3059 |
PP |
1.3050 |
1.3050 |
1.3050 |
1.3046 |
S1 |
1.3019 |
1.3019 |
1.3033 |
1.3010 |
S2 |
1.3001 |
1.3001 |
1.3028 |
|
S3 |
1.2952 |
1.2970 |
1.3024 |
|
S4 |
1.2903 |
1.2921 |
1.3010 |
|
|
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 |
1.3289 |
2.618 |
1.3209 |
1.618 |
1.3160 |
1.000 |
1.3130 |
0.618 |
1.3111 |
HIGH |
1.3081 |
0.618 |
1.3062 |
0.500 |
1.3057 |
0.382 |
1.3051 |
LOW |
1.3032 |
0.618 |
1.3002 |
1.000 |
1.2983 |
1.618 |
1.2953 |
2.618 |
1.2904 |
4.250 |
1.2824 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3057 |
1.3108 |
PP |
1.3050 |
1.3084 |
S1 |
1.3044 |
1.3061 |
|