CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2570 |
1.2531 |
-0.0039 |
-0.3% |
1.2686 |
| High |
1.2570 |
1.2533 |
-0.0037 |
-0.3% |
1.2749 |
| Low |
1.2510 |
1.2497 |
-0.0013 |
-0.1% |
1.2591 |
| Close |
1.2535 |
1.2497 |
-0.0038 |
-0.3% |
1.2601 |
| Range |
0.0060 |
0.0036 |
-0.0024 |
-40.0% |
0.0158 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
15 |
9 |
-6 |
-40.0% |
33 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2617 |
1.2593 |
1.2517 |
|
| R3 |
1.2581 |
1.2557 |
1.2507 |
|
| R2 |
1.2545 |
1.2545 |
1.2504 |
|
| R1 |
1.2521 |
1.2521 |
1.2500 |
1.2515 |
| PP |
1.2509 |
1.2509 |
1.2509 |
1.2506 |
| S1 |
1.2485 |
1.2485 |
1.2494 |
1.2479 |
| S2 |
1.2473 |
1.2473 |
1.2490 |
|
| S3 |
1.2437 |
1.2449 |
1.2487 |
|
| S4 |
1.2401 |
1.2413 |
1.2477 |
|
|
| 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 |
1.2686 |
|
2.618 |
1.2627 |
|
1.618 |
1.2591 |
|
1.000 |
1.2569 |
|
0.618 |
1.2555 |
|
HIGH |
1.2533 |
|
0.618 |
1.2519 |
|
0.500 |
1.2515 |
|
0.382 |
1.2511 |
|
LOW |
1.2497 |
|
0.618 |
1.2475 |
|
1.000 |
1.2461 |
|
1.618 |
1.2439 |
|
2.618 |
1.2403 |
|
4.250 |
1.2344 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2515 |
1.2534 |
| PP |
1.2509 |
1.2521 |
| S1 |
1.2503 |
1.2509 |
|