CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.3318 |
1.3290 |
-0.0028 |
-0.2% |
1.3240 |
High |
1.3343 |
1.3307 |
-0.0036 |
-0.3% |
1.3300 |
Low |
1.3311 |
1.3290 |
-0.0021 |
-0.2% |
1.3200 |
Close |
1.3343 |
1.3307 |
-0.0036 |
-0.3% |
1.3285 |
Range |
0.0032 |
0.0017 |
-0.0015 |
-46.9% |
0.0100 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
10 |
4 |
-6 |
-60.0% |
17 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3352 |
1.3347 |
1.3316 |
|
R3 |
1.3335 |
1.3330 |
1.3312 |
|
R2 |
1.3318 |
1.3318 |
1.3310 |
|
R1 |
1.3313 |
1.3313 |
1.3309 |
1.3316 |
PP |
1.3301 |
1.3301 |
1.3301 |
1.3303 |
S1 |
1.3296 |
1.3296 |
1.3305 |
1.3299 |
S2 |
1.3284 |
1.3284 |
1.3304 |
|
S3 |
1.3267 |
1.3279 |
1.3302 |
|
S4 |
1.3250 |
1.3262 |
1.3298 |
|
|
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 |
1.3379 |
2.618 |
1.3352 |
1.618 |
1.3335 |
1.000 |
1.3324 |
0.618 |
1.3318 |
HIGH |
1.3307 |
0.618 |
1.3301 |
0.500 |
1.3299 |
0.382 |
1.3296 |
LOW |
1.3290 |
0.618 |
1.3279 |
1.000 |
1.3273 |
1.618 |
1.3262 |
2.618 |
1.3245 |
4.250 |
1.3218 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3304 |
1.3323 |
PP |
1.3301 |
1.3318 |
S1 |
1.3299 |
1.3312 |
|