CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.2646 |
1.2660 |
0.0014 |
0.1% |
1.2591 |
High |
1.2646 |
1.2705 |
0.0059 |
0.5% |
1.2705 |
Low |
1.2646 |
1.2660 |
0.0014 |
0.1% |
1.2500 |
Close |
1.2646 |
1.2681 |
0.0035 |
0.3% |
1.2681 |
Range |
0.0000 |
0.0045 |
0.0045 |
|
0.0205 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2817 |
1.2794 |
1.2706 |
|
R3 |
1.2772 |
1.2749 |
1.2693 |
|
R2 |
1.2727 |
1.2727 |
1.2689 |
|
R1 |
1.2704 |
1.2704 |
1.2685 |
1.2716 |
PP |
1.2682 |
1.2682 |
1.2682 |
1.2688 |
S1 |
1.2659 |
1.2659 |
1.2677 |
1.2671 |
S2 |
1.2637 |
1.2637 |
1.2673 |
|
S3 |
1.2592 |
1.2614 |
1.2669 |
|
S4 |
1.2547 |
1.2569 |
1.2656 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3244 |
1.3167 |
1.2794 |
|
R3 |
1.3039 |
1.2962 |
1.2737 |
|
R2 |
1.2834 |
1.2834 |
1.2719 |
|
R1 |
1.2757 |
1.2757 |
1.2700 |
1.2796 |
PP |
1.2629 |
1.2629 |
1.2629 |
1.2648 |
S1 |
1.2552 |
1.2552 |
1.2662 |
1.2591 |
S2 |
1.2424 |
1.2424 |
1.2643 |
|
S3 |
1.2219 |
1.2347 |
1.2625 |
|
S4 |
1.2014 |
1.2142 |
1.2568 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2896 |
2.618 |
1.2823 |
1.618 |
1.2778 |
1.000 |
1.2750 |
0.618 |
1.2733 |
HIGH |
1.2705 |
0.618 |
1.2688 |
0.500 |
1.2683 |
0.382 |
1.2677 |
LOW |
1.2660 |
0.618 |
1.2632 |
1.000 |
1.2615 |
1.618 |
1.2587 |
2.618 |
1.2542 |
4.250 |
1.2469 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2683 |
1.2670 |
PP |
1.2682 |
1.2659 |
S1 |
1.2682 |
1.2648 |
|