CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2630 |
1.2500 |
-0.0130 |
-1.0% |
1.2517 |
| High |
1.2647 |
1.2551 |
-0.0096 |
-0.8% |
1.2647 |
| Low |
1.2630 |
1.2500 |
-0.0130 |
-1.0% |
1.2495 |
| Close |
1.2647 |
1.2551 |
-0.0096 |
-0.8% |
1.2551 |
| Range |
0.0017 |
0.0051 |
0.0034 |
200.0% |
0.0152 |
| ATR |
0.0065 |
0.0071 |
0.0006 |
8.9% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
21 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2670 |
1.2579 |
|
| R3 |
1.2636 |
1.2619 |
1.2565 |
|
| R2 |
1.2585 |
1.2585 |
1.2560 |
|
| R1 |
1.2568 |
1.2568 |
1.2556 |
1.2577 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2538 |
| S1 |
1.2517 |
1.2517 |
1.2546 |
1.2526 |
| S2 |
1.2483 |
1.2483 |
1.2542 |
|
| S3 |
1.2432 |
1.2466 |
1.2537 |
|
| S4 |
1.2381 |
1.2415 |
1.2523 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3020 |
1.2938 |
1.2635 |
|
| R3 |
1.2868 |
1.2786 |
1.2593 |
|
| R2 |
1.2716 |
1.2716 |
1.2579 |
|
| R1 |
1.2634 |
1.2634 |
1.2565 |
1.2675 |
| PP |
1.2564 |
1.2564 |
1.2564 |
1.2585 |
| S1 |
1.2482 |
1.2482 |
1.2537 |
1.2523 |
| S2 |
1.2412 |
1.2412 |
1.2523 |
|
| S3 |
1.2260 |
1.2330 |
1.2509 |
|
| S4 |
1.2108 |
1.2178 |
1.2467 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2768 |
|
2.618 |
1.2685 |
|
1.618 |
1.2634 |
|
1.000 |
1.2602 |
|
0.618 |
1.2583 |
|
HIGH |
1.2551 |
|
0.618 |
1.2532 |
|
0.500 |
1.2526 |
|
0.382 |
1.2519 |
|
LOW |
1.2500 |
|
0.618 |
1.2468 |
|
1.000 |
1.2449 |
|
1.618 |
1.2417 |
|
2.618 |
1.2366 |
|
4.250 |
1.2283 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2543 |
1.2574 |
| PP |
1.2534 |
1.2566 |
| S1 |
1.2526 |
1.2559 |
|