CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 03-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.3352 |
1.3237 |
-0.0115 |
-0.9% |
1.3280 |
High |
1.3355 |
1.3237 |
-0.0118 |
-0.9% |
1.3364 |
Low |
1.3352 |
1.3237 |
-0.0115 |
-0.9% |
1.3280 |
Close |
1.3355 |
1.3237 |
-0.0118 |
-0.9% |
1.3355 |
Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0084 |
ATR |
0.0057 |
0.0061 |
0.0004 |
7.7% |
0.0000 |
Volume |
2 |
18 |
16 |
800.0% |
32 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3237 |
1.3237 |
1.3237 |
|
R3 |
1.3237 |
1.3237 |
1.3237 |
|
R2 |
1.3237 |
1.3237 |
1.3237 |
|
R1 |
1.3237 |
1.3237 |
1.3237 |
1.3237 |
PP |
1.3237 |
1.3237 |
1.3237 |
1.3237 |
S1 |
1.3237 |
1.3237 |
1.3237 |
1.3237 |
S2 |
1.3237 |
1.3237 |
1.3237 |
|
S3 |
1.3237 |
1.3237 |
1.3237 |
|
S4 |
1.3237 |
1.3237 |
1.3237 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3585 |
1.3554 |
1.3401 |
|
R3 |
1.3501 |
1.3470 |
1.3378 |
|
R2 |
1.3417 |
1.3417 |
1.3370 |
|
R1 |
1.3386 |
1.3386 |
1.3363 |
1.3402 |
PP |
1.3333 |
1.3333 |
1.3333 |
1.3341 |
S1 |
1.3302 |
1.3302 |
1.3347 |
1.3318 |
S2 |
1.3249 |
1.3249 |
1.3340 |
|
S3 |
1.3165 |
1.3218 |
1.3332 |
|
S4 |
1.3081 |
1.3134 |
1.3309 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3237 |
2.618 |
1.3237 |
1.618 |
1.3237 |
1.000 |
1.3237 |
0.618 |
1.3237 |
HIGH |
1.3237 |
0.618 |
1.3237 |
0.500 |
1.3237 |
0.382 |
1.3237 |
LOW |
1.3237 |
0.618 |
1.3237 |
1.000 |
1.3237 |
1.618 |
1.3237 |
2.618 |
1.3237 |
4.250 |
1.3237 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3237 |
1.3296 |
PP |
1.3237 |
1.3276 |
S1 |
1.3237 |
1.3257 |
|