CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2462 |
1.2562 |
0.0100 |
0.8% |
1.2561 |
| High |
1.2467 |
1.2720 |
0.0253 |
2.0% |
1.2720 |
| Low |
1.2462 |
1.2562 |
0.0100 |
0.8% |
1.2462 |
| Close |
1.2467 |
1.2699 |
0.0232 |
1.9% |
1.2699 |
| Range |
0.0005 |
0.0158 |
0.0153 |
3,060.0% |
0.0258 |
| ATR |
0.0065 |
0.0078 |
0.0013 |
20.8% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
38 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3134 |
1.3075 |
1.2786 |
|
| R3 |
1.2976 |
1.2917 |
1.2742 |
|
| R2 |
1.2818 |
1.2818 |
1.2728 |
|
| R1 |
1.2759 |
1.2759 |
1.2713 |
1.2789 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2675 |
| S1 |
1.2601 |
1.2601 |
1.2685 |
1.2631 |
| S2 |
1.2502 |
1.2502 |
1.2670 |
|
| S3 |
1.2344 |
1.2443 |
1.2656 |
|
| S4 |
1.2186 |
1.2285 |
1.2612 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3401 |
1.3308 |
1.2841 |
|
| R3 |
1.3143 |
1.3050 |
1.2770 |
|
| R2 |
1.2885 |
1.2885 |
1.2746 |
|
| R1 |
1.2792 |
1.2792 |
1.2723 |
1.2839 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2650 |
| S1 |
1.2534 |
1.2534 |
1.2675 |
1.2581 |
| S2 |
1.2369 |
1.2369 |
1.2652 |
|
| S3 |
1.2111 |
1.2276 |
1.2628 |
|
| S4 |
1.1853 |
1.2018 |
1.2557 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3392 |
|
2.618 |
1.3134 |
|
1.618 |
1.2976 |
|
1.000 |
1.2878 |
|
0.618 |
1.2818 |
|
HIGH |
1.2720 |
|
0.618 |
1.2660 |
|
0.500 |
1.2641 |
|
0.382 |
1.2622 |
|
LOW |
1.2562 |
|
0.618 |
1.2464 |
|
1.000 |
1.2404 |
|
1.618 |
1.2306 |
|
2.618 |
1.2148 |
|
4.250 |
1.1891 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2680 |
1.2663 |
| PP |
1.2660 |
1.2627 |
| S1 |
1.2641 |
1.2591 |
|