CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3221 |
1.3291 |
0.0070 |
0.5% |
1.3179 |
| High |
1.3302 |
1.3379 |
0.0077 |
0.6% |
1.3302 |
| Low |
1.3203 |
1.3205 |
0.0002 |
0.0% |
1.3157 |
| Close |
1.3277 |
1.3356 |
0.0079 |
0.6% |
1.3277 |
| Range |
0.0099 |
0.0174 |
0.0075 |
75.8% |
0.0145 |
| ATR |
0.0090 |
0.0096 |
0.0006 |
6.7% |
0.0000 |
| Volume |
36 |
49 |
13 |
36.1% |
706 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3835 |
1.3770 |
1.3452 |
|
| R3 |
1.3661 |
1.3596 |
1.3404 |
|
| R2 |
1.3487 |
1.3487 |
1.3388 |
|
| R1 |
1.3422 |
1.3422 |
1.3372 |
1.3455 |
| PP |
1.3313 |
1.3313 |
1.3313 |
1.3330 |
| S1 |
1.3248 |
1.3248 |
1.3340 |
1.3281 |
| S2 |
1.3139 |
1.3139 |
1.3324 |
|
| S3 |
1.2965 |
1.3074 |
1.3308 |
|
| S4 |
1.2791 |
1.2900 |
1.3260 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3680 |
1.3624 |
1.3357 |
|
| R3 |
1.3535 |
1.3479 |
1.3317 |
|
| R2 |
1.3390 |
1.3390 |
1.3304 |
|
| R1 |
1.3334 |
1.3334 |
1.3290 |
1.3362 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3260 |
| S1 |
1.3189 |
1.3189 |
1.3264 |
1.3217 |
| S2 |
1.3100 |
1.3100 |
1.3250 |
|
| S3 |
1.2955 |
1.3044 |
1.3237 |
|
| S4 |
1.2810 |
1.2899 |
1.3197 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4119 |
|
2.618 |
1.3835 |
|
1.618 |
1.3661 |
|
1.000 |
1.3553 |
|
0.618 |
1.3487 |
|
HIGH |
1.3379 |
|
0.618 |
1.3313 |
|
0.500 |
1.3292 |
|
0.382 |
1.3271 |
|
LOW |
1.3205 |
|
0.618 |
1.3097 |
|
1.000 |
1.3031 |
|
1.618 |
1.2923 |
|
2.618 |
1.2749 |
|
4.250 |
1.2466 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3335 |
1.3327 |
| PP |
1.3313 |
1.3297 |
| S1 |
1.3292 |
1.3268 |
|