CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3254 |
1.3280 |
0.0026 |
0.2% |
1.3164 |
| High |
1.3260 |
1.3280 |
0.0020 |
0.2% |
1.3194 |
| Low |
1.3210 |
1.3200 |
-0.0010 |
-0.1% |
1.3032 |
| Close |
1.3245 |
1.3218 |
-0.0027 |
-0.2% |
1.3188 |
| Range |
0.0050 |
0.0080 |
0.0030 |
60.0% |
0.0162 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
43 |
105 |
62 |
144.2% |
209 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3425 |
1.3262 |
|
| R3 |
1.3393 |
1.3345 |
1.3240 |
|
| R2 |
1.3313 |
1.3313 |
1.3233 |
|
| R1 |
1.3265 |
1.3265 |
1.3225 |
1.3249 |
| PP |
1.3233 |
1.3233 |
1.3233 |
1.3225 |
| S1 |
1.3185 |
1.3185 |
1.3211 |
1.3169 |
| S2 |
1.3153 |
1.3153 |
1.3203 |
|
| S3 |
1.3073 |
1.3105 |
1.3196 |
|
| S4 |
1.2993 |
1.3025 |
1.3174 |
|
|
| 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 |
1.3620 |
|
2.618 |
1.3489 |
|
1.618 |
1.3409 |
|
1.000 |
1.3360 |
|
0.618 |
1.3329 |
|
HIGH |
1.3280 |
|
0.618 |
1.3249 |
|
0.500 |
1.3240 |
|
0.382 |
1.3231 |
|
LOW |
1.3200 |
|
0.618 |
1.3151 |
|
1.000 |
1.3120 |
|
1.618 |
1.3071 |
|
2.618 |
1.2991 |
|
4.250 |
1.2860 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3240 |
1.3225 |
| PP |
1.3233 |
1.3223 |
| S1 |
1.3225 |
1.3220 |
|