CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3256 |
1.3227 |
-0.0029 |
-0.2% |
1.3429 |
| High |
1.3256 |
1.3227 |
-0.0029 |
-0.2% |
1.3484 |
| Low |
1.3256 |
1.3131 |
-0.0125 |
-0.9% |
1.3236 |
| Close |
1.3256 |
1.3131 |
-0.0125 |
-0.9% |
1.3236 |
| Range |
0.0000 |
0.0096 |
0.0096 |
|
0.0248 |
| ATR |
0.0061 |
0.0066 |
0.0005 |
7.4% |
0.0000 |
| Volume |
10 |
1 |
-9 |
-90.0% |
50 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3451 |
1.3387 |
1.3184 |
|
| R3 |
1.3355 |
1.3291 |
1.3157 |
|
| R2 |
1.3259 |
1.3259 |
1.3149 |
|
| R1 |
1.3195 |
1.3195 |
1.3140 |
1.3179 |
| PP |
1.3163 |
1.3163 |
1.3163 |
1.3155 |
| S1 |
1.3099 |
1.3099 |
1.3122 |
1.3083 |
| S2 |
1.3067 |
1.3067 |
1.3113 |
|
| S3 |
1.2971 |
1.3003 |
1.3105 |
|
| S4 |
1.2875 |
1.2907 |
1.3078 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4063 |
1.3897 |
1.3372 |
|
| R3 |
1.3815 |
1.3649 |
1.3304 |
|
| R2 |
1.3567 |
1.3567 |
1.3281 |
|
| R1 |
1.3401 |
1.3401 |
1.3259 |
1.3360 |
| PP |
1.3319 |
1.3319 |
1.3319 |
1.3298 |
| S1 |
1.3153 |
1.3153 |
1.3213 |
1.3112 |
| S2 |
1.3071 |
1.3071 |
1.3191 |
|
| S3 |
1.2823 |
1.2905 |
1.3168 |
|
| S4 |
1.2575 |
1.2657 |
1.3100 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3635 |
|
2.618 |
1.3478 |
|
1.618 |
1.3382 |
|
1.000 |
1.3323 |
|
0.618 |
1.3286 |
|
HIGH |
1.3227 |
|
0.618 |
1.3190 |
|
0.500 |
1.3179 |
|
0.382 |
1.3168 |
|
LOW |
1.3131 |
|
0.618 |
1.3072 |
|
1.000 |
1.3035 |
|
1.618 |
1.2976 |
|
2.618 |
1.2880 |
|
4.250 |
1.2723 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3179 |
1.3214 |
| PP |
1.3163 |
1.3186 |
| S1 |
1.3147 |
1.3159 |
|