CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.3174 |
1.3298 |
0.0124 |
0.9% |
1.3429 |
High |
1.3174 |
1.3298 |
0.0124 |
0.9% |
1.3484 |
Low |
1.3174 |
1.3298 |
0.0124 |
0.9% |
1.3236 |
Close |
1.3174 |
1.3298 |
0.0124 |
0.9% |
1.3236 |
Range |
|
|
|
|
|
ATR |
0.0064 |
0.0068 |
0.0004 |
6.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
50 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3298 |
1.3298 |
1.3298 |
|
R3 |
1.3298 |
1.3298 |
1.3298 |
|
R2 |
1.3298 |
1.3298 |
1.3298 |
|
R1 |
1.3298 |
1.3298 |
1.3298 |
1.3298 |
PP |
1.3298 |
1.3298 |
1.3298 |
1.3298 |
S1 |
1.3298 |
1.3298 |
1.3298 |
1.3298 |
S2 |
1.3298 |
1.3298 |
1.3298 |
|
S3 |
1.3298 |
1.3298 |
1.3298 |
|
S4 |
1.3298 |
1.3298 |
1.3298 |
|
|
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 |
1.3298 |
2.618 |
1.3298 |
1.618 |
1.3298 |
1.000 |
1.3298 |
0.618 |
1.3298 |
HIGH |
1.3298 |
0.618 |
1.3298 |
0.500 |
1.3298 |
0.382 |
1.3298 |
LOW |
1.3298 |
0.618 |
1.3298 |
1.000 |
1.3298 |
1.618 |
1.3298 |
2.618 |
1.3298 |
4.250 |
1.3298 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3298 |
1.3270 |
PP |
1.3298 |
1.3242 |
S1 |
1.3298 |
1.3215 |
|