CME Euro FX (E) Future September 2012
Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.3179 |
1.3254 |
0.0075 |
0.6% |
1.3164 |
High |
1.3275 |
1.3260 |
-0.0015 |
-0.1% |
1.3194 |
Low |
1.3170 |
1.3210 |
0.0040 |
0.3% |
1.3032 |
Close |
1.3254 |
1.3245 |
-0.0009 |
-0.1% |
1.3188 |
Range |
0.0105 |
0.0050 |
-0.0055 |
-52.4% |
0.0162 |
ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
313 |
43 |
-270 |
-86.3% |
209 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3388 |
1.3367 |
1.3273 |
|
R3 |
1.3338 |
1.3317 |
1.3259 |
|
R2 |
1.3288 |
1.3288 |
1.3254 |
|
R1 |
1.3267 |
1.3267 |
1.3250 |
1.3253 |
PP |
1.3238 |
1.3238 |
1.3238 |
1.3231 |
S1 |
1.3217 |
1.3217 |
1.3240 |
1.3203 |
S2 |
1.3188 |
1.3188 |
1.3236 |
|
S3 |
1.3138 |
1.3167 |
1.3231 |
|
S4 |
1.3088 |
1.3117 |
1.3218 |
|
|
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 |
1.3473 |
2.618 |
1.3391 |
1.618 |
1.3341 |
1.000 |
1.3310 |
0.618 |
1.3291 |
HIGH |
1.3260 |
0.618 |
1.3241 |
0.500 |
1.3235 |
0.382 |
1.3229 |
LOW |
1.3210 |
0.618 |
1.3179 |
1.000 |
1.3160 |
1.618 |
1.3129 |
2.618 |
1.3079 |
4.250 |
1.2998 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3242 |
1.3220 |
PP |
1.3238 |
1.3194 |
S1 |
1.3235 |
1.3169 |
|