CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3356 |
1.3318 |
-0.0038 |
-0.3% |
1.3240 |
| High |
1.3356 |
1.3343 |
-0.0013 |
-0.1% |
1.3300 |
| Low |
1.3356 |
1.3311 |
-0.0045 |
-0.3% |
1.3200 |
| Close |
1.3356 |
1.3343 |
-0.0013 |
-0.1% |
1.3285 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0100 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
7 |
10 |
3 |
42.9% |
17 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3428 |
1.3418 |
1.3361 |
|
| R3 |
1.3396 |
1.3386 |
1.3352 |
|
| R2 |
1.3364 |
1.3364 |
1.3349 |
|
| R1 |
1.3354 |
1.3354 |
1.3346 |
1.3359 |
| PP |
1.3332 |
1.3332 |
1.3332 |
1.3335 |
| S1 |
1.3322 |
1.3322 |
1.3340 |
1.3327 |
| S2 |
1.3300 |
1.3300 |
1.3337 |
|
| S3 |
1.3268 |
1.3290 |
1.3334 |
|
| S4 |
1.3236 |
1.3258 |
1.3325 |
|
|
| 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 |
1.3479 |
|
2.618 |
1.3427 |
|
1.618 |
1.3395 |
|
1.000 |
1.3375 |
|
0.618 |
1.3363 |
|
HIGH |
1.3343 |
|
0.618 |
1.3331 |
|
0.500 |
1.3327 |
|
0.382 |
1.3323 |
|
LOW |
1.3311 |
|
0.618 |
1.3291 |
|
1.000 |
1.3279 |
|
1.618 |
1.3259 |
|
2.618 |
1.3227 |
|
4.250 |
1.3175 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3338 |
1.3336 |
| PP |
1.3332 |
1.3329 |
| S1 |
1.3327 |
1.3322 |
|