CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3254 |
1.3280 |
0.0026 |
0.2% |
1.3176 |
| High |
1.3254 |
1.3300 |
0.0046 |
0.3% |
1.3196 |
| Low |
1.3254 |
1.3227 |
-0.0027 |
-0.2% |
1.3046 |
| Close |
1.3254 |
1.3227 |
-0.0027 |
-0.2% |
1.3196 |
| Range |
0.0000 |
0.0073 |
0.0073 |
|
0.0150 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
42 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3422 |
1.3267 |
|
| R3 |
1.3397 |
1.3349 |
1.3247 |
|
| R2 |
1.3324 |
1.3324 |
1.3240 |
|
| R1 |
1.3276 |
1.3276 |
1.3234 |
1.3264 |
| PP |
1.3251 |
1.3251 |
1.3251 |
1.3245 |
| S1 |
1.3203 |
1.3203 |
1.3220 |
1.3191 |
| S2 |
1.3178 |
1.3178 |
1.3214 |
|
| S3 |
1.3105 |
1.3130 |
1.3207 |
|
| S4 |
1.3032 |
1.3057 |
1.3187 |
|
|
| 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 |
1.3610 |
|
2.618 |
1.3491 |
|
1.618 |
1.3418 |
|
1.000 |
1.3373 |
|
0.618 |
1.3345 |
|
HIGH |
1.3300 |
|
0.618 |
1.3272 |
|
0.500 |
1.3264 |
|
0.382 |
1.3255 |
|
LOW |
1.3227 |
|
0.618 |
1.3182 |
|
1.000 |
1.3154 |
|
1.618 |
1.3109 |
|
2.618 |
1.3036 |
|
4.250 |
1.2917 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3264 |
1.3264 |
| PP |
1.3251 |
1.3251 |
| S1 |
1.3239 |
1.3239 |
|