CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.3280 |
1.3200 |
-0.0080 |
-0.6% |
1.3176 |
High |
1.3300 |
1.3205 |
-0.0095 |
-0.7% |
1.3196 |
Low |
1.3227 |
1.3200 |
-0.0027 |
-0.2% |
1.3046 |
Close |
1.3227 |
1.3205 |
-0.0022 |
-0.2% |
1.3196 |
Range |
0.0073 |
0.0005 |
-0.0068 |
-93.2% |
0.0150 |
ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.3% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
42 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3218 |
1.3217 |
1.3208 |
|
R3 |
1.3213 |
1.3212 |
1.3206 |
|
R2 |
1.3208 |
1.3208 |
1.3206 |
|
R1 |
1.3207 |
1.3207 |
1.3205 |
1.3208 |
PP |
1.3203 |
1.3203 |
1.3203 |
1.3204 |
S1 |
1.3202 |
1.3202 |
1.3205 |
1.3203 |
S2 |
1.3198 |
1.3198 |
1.3204 |
|
S3 |
1.3193 |
1.3197 |
1.3204 |
|
S4 |
1.3188 |
1.3192 |
1.3202 |
|
|
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 |
1.3226 |
2.618 |
1.3218 |
1.618 |
1.3213 |
1.000 |
1.3210 |
0.618 |
1.3208 |
HIGH |
1.3205 |
0.618 |
1.3203 |
0.500 |
1.3203 |
0.382 |
1.3202 |
LOW |
1.3200 |
0.618 |
1.3197 |
1.000 |
1.3195 |
1.618 |
1.3192 |
2.618 |
1.3187 |
4.250 |
1.3179 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3204 |
1.3250 |
PP |
1.3203 |
1.3235 |
S1 |
1.3203 |
1.3220 |
|