CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2749 |
0.0089 |
0.7% |
1.2591 |
| High |
1.2730 |
1.2749 |
0.0019 |
0.1% |
1.2705 |
| Low |
1.2660 |
1.2704 |
0.0044 |
0.3% |
1.2500 |
| Close |
1.2729 |
1.2704 |
-0.0025 |
-0.2% |
1.2681 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-35.7% |
0.0205 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
22 |
2 |
-20 |
-90.9% |
11 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2854 |
1.2824 |
1.2729 |
|
| R3 |
1.2809 |
1.2779 |
1.2716 |
|
| R2 |
1.2764 |
1.2764 |
1.2712 |
|
| R1 |
1.2734 |
1.2734 |
1.2708 |
1.2727 |
| PP |
1.2719 |
1.2719 |
1.2719 |
1.2715 |
| S1 |
1.2689 |
1.2689 |
1.2700 |
1.2682 |
| S2 |
1.2674 |
1.2674 |
1.2696 |
|
| S3 |
1.2629 |
1.2644 |
1.2692 |
|
| S4 |
1.2584 |
1.2599 |
1.2679 |
|
|
| 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 |
1.2940 |
|
2.618 |
1.2867 |
|
1.618 |
1.2822 |
|
1.000 |
1.2794 |
|
0.618 |
1.2777 |
|
HIGH |
1.2749 |
|
0.618 |
1.2732 |
|
0.500 |
1.2727 |
|
0.382 |
1.2721 |
|
LOW |
1.2704 |
|
0.618 |
1.2676 |
|
1.000 |
1.2659 |
|
1.618 |
1.2631 |
|
2.618 |
1.2586 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2727 |
1.2698 |
| PP |
1.2719 |
1.2692 |
| S1 |
1.2712 |
1.2686 |
|