CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2561 |
1.2570 |
0.0009 |
0.1% |
1.2686 |
| High |
1.2562 |
1.2570 |
0.0008 |
0.1% |
1.2749 |
| Low |
1.2536 |
1.2510 |
-0.0026 |
-0.2% |
1.2591 |
| Close |
1.2536 |
1.2535 |
-0.0001 |
0.0% |
1.2601 |
| Range |
0.0026 |
0.0060 |
0.0034 |
130.8% |
0.0158 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2 |
15 |
13 |
650.0% |
33 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2718 |
1.2687 |
1.2568 |
|
| R3 |
1.2658 |
1.2627 |
1.2552 |
|
| R2 |
1.2598 |
1.2598 |
1.2546 |
|
| R1 |
1.2567 |
1.2567 |
1.2541 |
1.2553 |
| PP |
1.2538 |
1.2538 |
1.2538 |
1.2531 |
| S1 |
1.2507 |
1.2507 |
1.2530 |
1.2493 |
| S2 |
1.2478 |
1.2478 |
1.2524 |
|
| S3 |
1.2418 |
1.2447 |
1.2519 |
|
| S4 |
1.2358 |
1.2387 |
1.2502 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3121 |
1.3019 |
1.2688 |
|
| R3 |
1.2963 |
1.2861 |
1.2644 |
|
| R2 |
1.2805 |
1.2805 |
1.2630 |
|
| R1 |
1.2703 |
1.2703 |
1.2615 |
1.2675 |
| PP |
1.2647 |
1.2647 |
1.2647 |
1.2633 |
| S1 |
1.2545 |
1.2545 |
1.2587 |
1.2517 |
| S2 |
1.2489 |
1.2489 |
1.2572 |
|
| S3 |
1.2331 |
1.2387 |
1.2558 |
|
| S4 |
1.2173 |
1.2229 |
1.2514 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2825 |
|
2.618 |
1.2727 |
|
1.618 |
1.2667 |
|
1.000 |
1.2630 |
|
0.618 |
1.2607 |
|
HIGH |
1.2570 |
|
0.618 |
1.2547 |
|
0.500 |
1.2540 |
|
0.382 |
1.2533 |
|
LOW |
1.2510 |
|
0.618 |
1.2473 |
|
1.000 |
1.2450 |
|
1.618 |
1.2413 |
|
2.618 |
1.2353 |
|
4.250 |
1.2255 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2540 |
1.2556 |
| PP |
1.2538 |
1.2549 |
| S1 |
1.2537 |
1.2542 |
|