CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2686 |
1.2660 |
-0.0026 |
-0.2% |
1.2591 |
| High |
1.2723 |
1.2730 |
0.0007 |
0.1% |
1.2705 |
| Low |
1.2623 |
1.2660 |
0.0037 |
0.3% |
1.2500 |
| Close |
1.2623 |
1.2729 |
0.0106 |
0.8% |
1.2681 |
| Range |
0.0100 |
0.0070 |
-0.0030 |
-30.0% |
0.0205 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
3.6% |
0.0000 |
| Volume |
5 |
22 |
17 |
340.0% |
11 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2916 |
1.2893 |
1.2768 |
|
| R3 |
1.2846 |
1.2823 |
1.2748 |
|
| R2 |
1.2776 |
1.2776 |
1.2742 |
|
| R1 |
1.2753 |
1.2753 |
1.2735 |
1.2765 |
| PP |
1.2706 |
1.2706 |
1.2706 |
1.2712 |
| S1 |
1.2683 |
1.2683 |
1.2723 |
1.2695 |
| S2 |
1.2636 |
1.2636 |
1.2716 |
|
| S3 |
1.2566 |
1.2613 |
1.2710 |
|
| S4 |
1.2496 |
1.2543 |
1.2691 |
|
|
| 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 |
1.3028 |
|
2.618 |
1.2913 |
|
1.618 |
1.2843 |
|
1.000 |
1.2800 |
|
0.618 |
1.2773 |
|
HIGH |
1.2730 |
|
0.618 |
1.2703 |
|
0.500 |
1.2695 |
|
0.382 |
1.2687 |
|
LOW |
1.2660 |
|
0.618 |
1.2617 |
|
1.000 |
1.2590 |
|
1.618 |
1.2547 |
|
2.618 |
1.2477 |
|
4.250 |
1.2363 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2718 |
1.2712 |
| PP |
1.2706 |
1.2694 |
| S1 |
1.2695 |
1.2677 |
|