CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2591 |
1.2630 |
0.0039 |
0.3% |
1.2600 |
| High |
1.2591 |
1.2647 |
0.0056 |
0.4% |
1.2600 |
| Low |
1.2591 |
1.2630 |
0.0039 |
0.3% |
1.2381 |
| Close |
1.2591 |
1.2647 |
0.0056 |
0.4% |
1.2472 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0219 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2692 |
1.2687 |
1.2656 |
|
| R3 |
1.2675 |
1.2670 |
1.2652 |
|
| R2 |
1.2658 |
1.2658 |
1.2650 |
|
| R1 |
1.2653 |
1.2653 |
1.2649 |
1.2656 |
| PP |
1.2641 |
1.2641 |
1.2641 |
1.2643 |
| S1 |
1.2636 |
1.2636 |
1.2645 |
1.2639 |
| S2 |
1.2624 |
1.2624 |
1.2644 |
|
| S3 |
1.2607 |
1.2619 |
1.2642 |
|
| S4 |
1.2590 |
1.2602 |
1.2638 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3141 |
1.3026 |
1.2592 |
|
| R3 |
1.2922 |
1.2807 |
1.2532 |
|
| R2 |
1.2703 |
1.2703 |
1.2512 |
|
| R1 |
1.2588 |
1.2588 |
1.2492 |
1.2536 |
| PP |
1.2484 |
1.2484 |
1.2484 |
1.2459 |
| S1 |
1.2369 |
1.2369 |
1.2452 |
1.2317 |
| S2 |
1.2265 |
1.2265 |
1.2432 |
|
| S3 |
1.2046 |
1.2150 |
1.2412 |
|
| S4 |
1.1827 |
1.1931 |
1.2352 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2719 |
|
2.618 |
1.2692 |
|
1.618 |
1.2675 |
|
1.000 |
1.2664 |
|
0.618 |
1.2658 |
|
HIGH |
1.2647 |
|
0.618 |
1.2641 |
|
0.500 |
1.2639 |
|
0.382 |
1.2636 |
|
LOW |
1.2630 |
|
0.618 |
1.2619 |
|
1.000 |
1.2613 |
|
1.618 |
1.2602 |
|
2.618 |
1.2585 |
|
4.250 |
1.2558 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2644 |
1.2622 |
| PP |
1.2641 |
1.2596 |
| S1 |
1.2639 |
1.2571 |
|