CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2500 |
1.2590 |
0.0090 |
0.7% |
1.2517 |
| High |
1.2547 |
1.2635 |
0.0088 |
0.7% |
1.2647 |
| Low |
1.2500 |
1.2590 |
0.0090 |
0.7% |
1.2495 |
| Close |
1.2547 |
1.2634 |
0.0087 |
0.7% |
1.2551 |
| Range |
0.0047 |
0.0045 |
-0.0002 |
-4.3% |
0.0152 |
| ATR |
0.0073 |
0.0075 |
0.0001 |
1.4% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
21 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2739 |
1.2659 |
|
| R3 |
1.2710 |
1.2694 |
1.2646 |
|
| R2 |
1.2665 |
1.2665 |
1.2642 |
|
| R1 |
1.2649 |
1.2649 |
1.2638 |
1.2657 |
| PP |
1.2620 |
1.2620 |
1.2620 |
1.2624 |
| S1 |
1.2604 |
1.2604 |
1.2630 |
1.2612 |
| S2 |
1.2575 |
1.2575 |
1.2626 |
|
| S3 |
1.2530 |
1.2559 |
1.2622 |
|
| S4 |
1.2485 |
1.2514 |
1.2609 |
|
|
| 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 |
1.2826 |
|
2.618 |
1.2753 |
|
1.618 |
1.2708 |
|
1.000 |
1.2680 |
|
0.618 |
1.2663 |
|
HIGH |
1.2635 |
|
0.618 |
1.2618 |
|
0.500 |
1.2613 |
|
0.382 |
1.2607 |
|
LOW |
1.2590 |
|
0.618 |
1.2562 |
|
1.000 |
1.2545 |
|
1.618 |
1.2517 |
|
2.618 |
1.2472 |
|
4.250 |
1.2399 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2627 |
1.2618 |
| PP |
1.2620 |
1.2602 |
| S1 |
1.2613 |
1.2586 |
|