CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3176 |
1.3121 |
-0.0055 |
-0.4% |
1.3256 |
| High |
1.3176 |
1.3121 |
-0.0055 |
-0.4% |
1.3298 |
| Low |
1.3176 |
1.3092 |
-0.0084 |
-0.6% |
1.3131 |
| Close |
1.3176 |
1.3100 |
-0.0076 |
-0.6% |
1.3134 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0167 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.1% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
17 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3191 |
1.3175 |
1.3116 |
|
| R3 |
1.3162 |
1.3146 |
1.3108 |
|
| R2 |
1.3133 |
1.3133 |
1.3105 |
|
| R1 |
1.3117 |
1.3117 |
1.3103 |
1.3111 |
| PP |
1.3104 |
1.3104 |
1.3104 |
1.3101 |
| S1 |
1.3088 |
1.3088 |
1.3097 |
1.3082 |
| S2 |
1.3075 |
1.3075 |
1.3095 |
|
| S3 |
1.3046 |
1.3059 |
1.3092 |
|
| S4 |
1.3017 |
1.3030 |
1.3084 |
|
|
| 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 |
1.3244 |
|
2.618 |
1.3197 |
|
1.618 |
1.3168 |
|
1.000 |
1.3150 |
|
0.618 |
1.3139 |
|
HIGH |
1.3121 |
|
0.618 |
1.3110 |
|
0.500 |
1.3107 |
|
0.382 |
1.3103 |
|
LOW |
1.3092 |
|
0.618 |
1.3074 |
|
1.000 |
1.3063 |
|
1.618 |
1.3045 |
|
2.618 |
1.3016 |
|
4.250 |
1.2969 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3107 |
1.3134 |
| PP |
1.3104 |
1.3123 |
| S1 |
1.3102 |
1.3111 |
|