CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3081 |
1.3054 |
-0.0027 |
-0.2% |
1.3210 |
| High |
1.3081 |
1.3140 |
0.0059 |
0.5% |
1.3292 |
| Low |
1.3032 |
1.3054 |
0.0022 |
0.2% |
1.3115 |
| Close |
1.3037 |
1.3111 |
0.0074 |
0.6% |
1.3124 |
| Range |
0.0049 |
0.0086 |
0.0037 |
75.5% |
0.0177 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.3% |
0.0000 |
| Volume |
96 |
12 |
-84 |
-87.5% |
113 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3360 |
1.3321 |
1.3158 |
|
| R3 |
1.3274 |
1.3235 |
1.3135 |
|
| R2 |
1.3188 |
1.3188 |
1.3127 |
|
| R1 |
1.3149 |
1.3149 |
1.3119 |
1.3169 |
| PP |
1.3102 |
1.3102 |
1.3102 |
1.3111 |
| S1 |
1.3063 |
1.3063 |
1.3103 |
1.3083 |
| S2 |
1.3016 |
1.3016 |
1.3095 |
|
| S3 |
1.2930 |
1.2977 |
1.3087 |
|
| S4 |
1.2844 |
1.2891 |
1.3064 |
|
|
| 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 |
1.3506 |
|
2.618 |
1.3365 |
|
1.618 |
1.3279 |
|
1.000 |
1.3226 |
|
0.618 |
1.3193 |
|
HIGH |
1.3140 |
|
0.618 |
1.3107 |
|
0.500 |
1.3097 |
|
0.382 |
1.3087 |
|
LOW |
1.3054 |
|
0.618 |
1.3001 |
|
1.000 |
1.2968 |
|
1.618 |
1.2915 |
|
2.618 |
1.2829 |
|
4.250 |
1.2689 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3110 |
| PP |
1.3102 |
1.3109 |
| S1 |
1.3097 |
1.3108 |
|