CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3111 |
1.3179 |
0.0068 |
0.5% |
1.3164 |
| High |
1.3194 |
1.3275 |
0.0081 |
0.6% |
1.3194 |
| Low |
1.3063 |
1.3170 |
0.0107 |
0.8% |
1.3032 |
| Close |
1.3188 |
1.3254 |
0.0066 |
0.5% |
1.3188 |
| Range |
0.0131 |
0.0105 |
-0.0026 |
-19.8% |
0.0162 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0000 |
| Volume |
58 |
313 |
255 |
439.7% |
209 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3506 |
1.3312 |
|
| R3 |
1.3443 |
1.3401 |
1.3283 |
|
| R2 |
1.3338 |
1.3338 |
1.3273 |
|
| R1 |
1.3296 |
1.3296 |
1.3264 |
1.3317 |
| PP |
1.3233 |
1.3233 |
1.3233 |
1.3244 |
| S1 |
1.3191 |
1.3191 |
1.3244 |
1.3212 |
| S2 |
1.3128 |
1.3128 |
1.3235 |
|
| S3 |
1.3023 |
1.3086 |
1.3225 |
|
| S4 |
1.2918 |
1.2981 |
1.3196 |
|
|
| 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 |
1.3721 |
|
2.618 |
1.3550 |
|
1.618 |
1.3445 |
|
1.000 |
1.3380 |
|
0.618 |
1.3340 |
|
HIGH |
1.3275 |
|
0.618 |
1.3235 |
|
0.500 |
1.3223 |
|
0.382 |
1.3210 |
|
LOW |
1.3170 |
|
0.618 |
1.3105 |
|
1.000 |
1.3065 |
|
1.618 |
1.3000 |
|
2.618 |
1.2895 |
|
4.250 |
1.2724 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3244 |
1.3224 |
| PP |
1.3233 |
1.3194 |
| S1 |
1.3223 |
1.3165 |
|