CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3054 |
1.3111 |
0.0057 |
0.4% |
1.3164 |
| High |
1.3140 |
1.3194 |
0.0054 |
0.4% |
1.3194 |
| Low |
1.3054 |
1.3063 |
0.0009 |
0.1% |
1.3032 |
| Close |
1.3111 |
1.3188 |
0.0077 |
0.6% |
1.3188 |
| Range |
0.0086 |
0.0131 |
0.0045 |
52.3% |
0.0162 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.4% |
0.0000 |
| Volume |
12 |
58 |
46 |
383.3% |
209 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3496 |
1.3260 |
|
| R3 |
1.3410 |
1.3365 |
1.3224 |
|
| R2 |
1.3279 |
1.3279 |
1.3212 |
|
| R1 |
1.3234 |
1.3234 |
1.3200 |
1.3257 |
| PP |
1.3148 |
1.3148 |
1.3148 |
1.3160 |
| S1 |
1.3103 |
1.3103 |
1.3176 |
1.3126 |
| S2 |
1.3017 |
1.3017 |
1.3164 |
|
| S3 |
1.2886 |
1.2972 |
1.3152 |
|
| S4 |
1.2755 |
1.2841 |
1.3116 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3624 |
1.3568 |
1.3277 |
|
| R3 |
1.3462 |
1.3406 |
1.3233 |
|
| R2 |
1.3300 |
1.3300 |
1.3218 |
|
| R1 |
1.3244 |
1.3244 |
1.3203 |
1.3272 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3152 |
| S1 |
1.3082 |
1.3082 |
1.3173 |
1.3110 |
| S2 |
1.2976 |
1.2976 |
1.3158 |
|
| S3 |
1.2814 |
1.2920 |
1.3143 |
|
| S4 |
1.2652 |
1.2758 |
1.3099 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3751 |
|
2.618 |
1.3537 |
|
1.618 |
1.3406 |
|
1.000 |
1.3325 |
|
0.618 |
1.3275 |
|
HIGH |
1.3194 |
|
0.618 |
1.3144 |
|
0.500 |
1.3129 |
|
0.382 |
1.3113 |
|
LOW |
1.3063 |
|
0.618 |
1.2982 |
|
1.000 |
1.2932 |
|
1.618 |
1.2851 |
|
2.618 |
1.2720 |
|
4.250 |
1.2506 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3168 |
1.3163 |
| PP |
1.3148 |
1.3138 |
| S1 |
1.3129 |
1.3113 |
|