CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3280 |
1.3246 |
-0.0034 |
-0.3% |
1.3164 |
| High |
1.3280 |
1.3246 |
-0.0034 |
-0.3% |
1.3194 |
| Low |
1.3200 |
1.3157 |
-0.0043 |
-0.3% |
1.3032 |
| Close |
1.3218 |
1.3196 |
-0.0022 |
-0.2% |
1.3188 |
| Range |
0.0080 |
0.0089 |
0.0009 |
11.3% |
0.0162 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.0% |
0.0000 |
| Volume |
105 |
209 |
104 |
99.0% |
209 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3420 |
1.3245 |
|
| R3 |
1.3378 |
1.3331 |
1.3220 |
|
| R2 |
1.3289 |
1.3289 |
1.3212 |
|
| R1 |
1.3242 |
1.3242 |
1.3204 |
1.3221 |
| PP |
1.3200 |
1.3200 |
1.3200 |
1.3189 |
| S1 |
1.3153 |
1.3153 |
1.3188 |
1.3132 |
| S2 |
1.3111 |
1.3111 |
1.3180 |
|
| S3 |
1.3022 |
1.3064 |
1.3172 |
|
| S4 |
1.2933 |
1.2975 |
1.3147 |
|
|
| 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 |
1.3624 |
|
2.618 |
1.3479 |
|
1.618 |
1.3390 |
|
1.000 |
1.3335 |
|
0.618 |
1.3301 |
|
HIGH |
1.3246 |
|
0.618 |
1.3212 |
|
0.500 |
1.3202 |
|
0.382 |
1.3191 |
|
LOW |
1.3157 |
|
0.618 |
1.3102 |
|
1.000 |
1.3068 |
|
1.618 |
1.3013 |
|
2.618 |
1.2924 |
|
4.250 |
1.2779 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3202 |
1.3219 |
| PP |
1.3200 |
1.3211 |
| S1 |
1.3198 |
1.3204 |
|