CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.2531 |
1.2462 |
-0.0069 |
-0.6% |
1.2686 |
High |
1.2533 |
1.2467 |
-0.0066 |
-0.5% |
1.2749 |
Low |
1.2497 |
1.2462 |
-0.0035 |
-0.3% |
1.2591 |
Close |
1.2497 |
1.2467 |
-0.0030 |
-0.2% |
1.2601 |
Range |
0.0036 |
0.0005 |
-0.0031 |
-86.1% |
0.0158 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
9 |
10 |
1 |
11.1% |
33 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2480 |
1.2479 |
1.2470 |
|
R3 |
1.2475 |
1.2474 |
1.2468 |
|
R2 |
1.2470 |
1.2470 |
1.2468 |
|
R1 |
1.2469 |
1.2469 |
1.2467 |
1.2470 |
PP |
1.2465 |
1.2465 |
1.2465 |
1.2466 |
S1 |
1.2464 |
1.2464 |
1.2467 |
1.2465 |
S2 |
1.2460 |
1.2460 |
1.2466 |
|
S3 |
1.2455 |
1.2459 |
1.2466 |
|
S4 |
1.2450 |
1.2454 |
1.2464 |
|
|
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 |
1.2488 |
2.618 |
1.2480 |
1.618 |
1.2475 |
1.000 |
1.2472 |
0.618 |
1.2470 |
HIGH |
1.2467 |
0.618 |
1.2465 |
0.500 |
1.2465 |
0.382 |
1.2464 |
LOW |
1.2462 |
0.618 |
1.2459 |
1.000 |
1.2457 |
1.618 |
1.2454 |
2.618 |
1.2449 |
4.250 |
1.2441 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2466 |
1.2516 |
PP |
1.2465 |
1.2500 |
S1 |
1.2465 |
1.2483 |
|