CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 09-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.3298 |
1.3134 |
-0.0164 |
-1.2% |
1.3256 |
High |
1.3298 |
1.3134 |
-0.0164 |
-1.2% |
1.3298 |
Low |
1.3298 |
1.3134 |
-0.0164 |
-1.2% |
1.3131 |
Close |
1.3298 |
1.3134 |
-0.0164 |
-1.2% |
1.3134 |
Range |
|
|
|
|
|
ATR |
0.0068 |
0.0075 |
0.0007 |
10.0% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
17 |
|
Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3134 |
1.3134 |
1.3134 |
|
R3 |
1.3134 |
1.3134 |
1.3134 |
|
R2 |
1.3134 |
1.3134 |
1.3134 |
|
R1 |
1.3134 |
1.3134 |
1.3134 |
1.3134 |
PP |
1.3134 |
1.3134 |
1.3134 |
1.3134 |
S1 |
1.3134 |
1.3134 |
1.3134 |
1.3134 |
S2 |
1.3134 |
1.3134 |
1.3134 |
|
S3 |
1.3134 |
1.3134 |
1.3134 |
|
S4 |
1.3134 |
1.3134 |
1.3134 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3689 |
1.3578 |
1.3226 |
|
R3 |
1.3522 |
1.3411 |
1.3180 |
|
R2 |
1.3355 |
1.3355 |
1.3165 |
|
R1 |
1.3244 |
1.3244 |
1.3149 |
1.3216 |
PP |
1.3188 |
1.3188 |
1.3188 |
1.3174 |
S1 |
1.3077 |
1.3077 |
1.3119 |
1.3049 |
S2 |
1.3021 |
1.3021 |
1.3103 |
|
S3 |
1.2854 |
1.2910 |
1.3088 |
|
S4 |
1.2687 |
1.2743 |
1.3042 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3134 |
2.618 |
1.3134 |
1.618 |
1.3134 |
1.000 |
1.3134 |
0.618 |
1.3134 |
HIGH |
1.3134 |
0.618 |
1.3134 |
0.500 |
1.3134 |
0.382 |
1.3134 |
LOW |
1.3134 |
0.618 |
1.3134 |
1.000 |
1.3134 |
1.618 |
1.3134 |
2.618 |
1.3134 |
4.250 |
1.3134 |
|
|
Fisher Pivots for day following 09-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3134 |
1.3216 |
PP |
1.3134 |
1.3189 |
S1 |
1.3134 |
1.3161 |
|