CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2500 |
1.2591 |
0.0091 |
0.7% |
1.2517 |
| High |
1.2551 |
1.2672 |
0.0121 |
1.0% |
1.2647 |
| Low |
1.2500 |
1.2541 |
0.0041 |
0.3% |
1.2495 |
| Close |
1.2551 |
1.2541 |
-0.0010 |
-0.1% |
1.2551 |
| Range |
0.0051 |
0.0131 |
0.0080 |
156.9% |
0.0152 |
| ATR |
0.0071 |
0.0076 |
0.0004 |
6.0% |
0.0000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
21 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2978 |
1.2890 |
1.2613 |
|
| R3 |
1.2847 |
1.2759 |
1.2577 |
|
| R2 |
1.2716 |
1.2716 |
1.2565 |
|
| R1 |
1.2628 |
1.2628 |
1.2553 |
1.2607 |
| PP |
1.2585 |
1.2585 |
1.2585 |
1.2574 |
| S1 |
1.2497 |
1.2497 |
1.2529 |
1.2476 |
| S2 |
1.2454 |
1.2454 |
1.2517 |
|
| S3 |
1.2323 |
1.2366 |
1.2505 |
|
| S4 |
1.2192 |
1.2235 |
1.2469 |
|
|
| 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 |
1.3229 |
|
2.618 |
1.3015 |
|
1.618 |
1.2884 |
|
1.000 |
1.2803 |
|
0.618 |
1.2753 |
|
HIGH |
1.2672 |
|
0.618 |
1.2622 |
|
0.500 |
1.2607 |
|
0.382 |
1.2591 |
|
LOW |
1.2541 |
|
0.618 |
1.2460 |
|
1.000 |
1.2410 |
|
1.618 |
1.2329 |
|
2.618 |
1.2198 |
|
4.250 |
1.1984 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2607 |
1.2586 |
| PP |
1.2585 |
1.2571 |
| S1 |
1.2563 |
1.2556 |
|