CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3300 |
0.0100 |
0.8% |
1.3240 |
| High |
1.3205 |
1.3300 |
0.0095 |
0.7% |
1.3300 |
| Low |
1.3200 |
1.3285 |
0.0085 |
0.6% |
1.3200 |
| Close |
1.3205 |
1.3285 |
0.0080 |
0.6% |
1.3285 |
| Range |
0.0005 |
0.0015 |
0.0010 |
200.0% |
0.0100 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.3% |
0.0000 |
| Volume |
2 |
8 |
6 |
300.0% |
17 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3325 |
1.3293 |
|
| R3 |
1.3320 |
1.3310 |
1.3289 |
|
| R2 |
1.3305 |
1.3305 |
1.3288 |
|
| R1 |
1.3295 |
1.3295 |
1.3286 |
1.3293 |
| PP |
1.3290 |
1.3290 |
1.3290 |
1.3289 |
| S1 |
1.3280 |
1.3280 |
1.3284 |
1.3278 |
| S2 |
1.3275 |
1.3275 |
1.3282 |
|
| S3 |
1.3260 |
1.3265 |
1.3281 |
|
| S4 |
1.3245 |
1.3250 |
1.3277 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3562 |
1.3523 |
1.3340 |
|
| R3 |
1.3462 |
1.3423 |
1.3313 |
|
| R2 |
1.3362 |
1.3362 |
1.3303 |
|
| R1 |
1.3323 |
1.3323 |
1.3294 |
1.3343 |
| PP |
1.3262 |
1.3262 |
1.3262 |
1.3271 |
| S1 |
1.3223 |
1.3223 |
1.3276 |
1.3243 |
| S2 |
1.3162 |
1.3162 |
1.3267 |
|
| S3 |
1.3062 |
1.3123 |
1.3258 |
|
| S4 |
1.2962 |
1.3023 |
1.3230 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3364 |
|
2.618 |
1.3339 |
|
1.618 |
1.3324 |
|
1.000 |
1.3315 |
|
0.618 |
1.3309 |
|
HIGH |
1.3300 |
|
0.618 |
1.3294 |
|
0.500 |
1.3293 |
|
0.382 |
1.3291 |
|
LOW |
1.3285 |
|
0.618 |
1.3276 |
|
1.000 |
1.3270 |
|
1.618 |
1.3261 |
|
2.618 |
1.3246 |
|
4.250 |
1.3221 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3293 |
1.3273 |
| PP |
1.3290 |
1.3262 |
| S1 |
1.3288 |
1.3250 |
|