CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3191 |
1.3240 |
0.0049 |
0.4% |
1.3176 |
| High |
1.3196 |
1.3263 |
0.0067 |
0.5% |
1.3196 |
| Low |
1.3171 |
1.3240 |
0.0069 |
0.5% |
1.3046 |
| Close |
1.3196 |
1.3263 |
0.0067 |
0.5% |
1.3196 |
| Range |
0.0025 |
0.0023 |
-0.0002 |
-8.0% |
0.0150 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
10 |
5 |
-5 |
-50.0% |
42 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3324 |
1.3317 |
1.3276 |
|
| R3 |
1.3301 |
1.3294 |
1.3269 |
|
| R2 |
1.3278 |
1.3278 |
1.3267 |
|
| R1 |
1.3271 |
1.3271 |
1.3265 |
1.3275 |
| PP |
1.3255 |
1.3255 |
1.3255 |
1.3257 |
| S1 |
1.3248 |
1.3248 |
1.3261 |
1.3252 |
| S2 |
1.3232 |
1.3232 |
1.3259 |
|
| S3 |
1.3209 |
1.3225 |
1.3257 |
|
| S4 |
1.3186 |
1.3202 |
1.3250 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3546 |
1.3279 |
|
| R3 |
1.3446 |
1.3396 |
1.3237 |
|
| R2 |
1.3296 |
1.3296 |
1.3224 |
|
| R1 |
1.3246 |
1.3246 |
1.3210 |
1.3271 |
| PP |
1.3146 |
1.3146 |
1.3146 |
1.3159 |
| S1 |
1.3096 |
1.3096 |
1.3182 |
1.3121 |
| S2 |
1.2996 |
1.2996 |
1.3169 |
|
| S3 |
1.2846 |
1.2946 |
1.3155 |
|
| S4 |
1.2696 |
1.2796 |
1.3114 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3361 |
|
2.618 |
1.3323 |
|
1.618 |
1.3300 |
|
1.000 |
1.3286 |
|
0.618 |
1.3277 |
|
HIGH |
1.3263 |
|
0.618 |
1.3254 |
|
0.500 |
1.3252 |
|
0.382 |
1.3249 |
|
LOW |
1.3240 |
|
0.618 |
1.3226 |
|
1.000 |
1.3217 |
|
1.618 |
1.3203 |
|
2.618 |
1.3180 |
|
4.250 |
1.3142 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3259 |
1.3239 |
| PP |
1.3255 |
1.3215 |
| S1 |
1.3252 |
1.3191 |
|