CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.2655 |
1.2654 |
-0.0001 |
0.0% |
1.2561 |
High |
1.2655 |
1.2654 |
-0.0001 |
0.0% |
1.2720 |
Low |
1.2619 |
1.2654 |
0.0035 |
0.3% |
1.2462 |
Close |
1.2625 |
1.2654 |
0.0029 |
0.2% |
1.2699 |
Range |
0.0036 |
0.0000 |
-0.0036 |
-100.0% |
0.0258 |
ATR |
0.0078 |
0.0075 |
-0.0004 |
-4.5% |
0.0000 |
Volume |
7 |
4 |
-3 |
-42.9% |
38 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2654 |
1.2654 |
1.2654 |
|
R3 |
1.2654 |
1.2654 |
1.2654 |
|
R2 |
1.2654 |
1.2654 |
1.2654 |
|
R1 |
1.2654 |
1.2654 |
1.2654 |
1.2654 |
PP |
1.2654 |
1.2654 |
1.2654 |
1.2654 |
S1 |
1.2654 |
1.2654 |
1.2654 |
1.2654 |
S2 |
1.2654 |
1.2654 |
1.2654 |
|
S3 |
1.2654 |
1.2654 |
1.2654 |
|
S4 |
1.2654 |
1.2654 |
1.2654 |
|
|
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 |
1.2654 |
2.618 |
1.2654 |
1.618 |
1.2654 |
1.000 |
1.2654 |
0.618 |
1.2654 |
HIGH |
1.2654 |
0.618 |
1.2654 |
0.500 |
1.2654 |
0.382 |
1.2654 |
LOW |
1.2654 |
0.618 |
1.2654 |
1.000 |
1.2654 |
1.618 |
1.2654 |
2.618 |
1.2654 |
4.250 |
1.2654 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2654 |
1.2650 |
PP |
1.2654 |
1.2645 |
S1 |
1.2654 |
1.2641 |
|