CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2654 |
1.2598 |
-0.0056 |
-0.4% |
1.2561 |
| High |
1.2654 |
1.2598 |
-0.0056 |
-0.4% |
1.2720 |
| Low |
1.2654 |
1.2412 |
-0.0242 |
-1.9% |
1.2462 |
| Close |
1.2654 |
1.2436 |
-0.0218 |
-1.7% |
1.2699 |
| Range |
0.0000 |
0.0186 |
0.0186 |
|
0.0258 |
| ATR |
0.0075 |
0.0087 |
0.0012 |
16.0% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
38 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3040 |
1.2924 |
1.2538 |
|
| R3 |
1.2854 |
1.2738 |
1.2487 |
|
| R2 |
1.2668 |
1.2668 |
1.2470 |
|
| R1 |
1.2552 |
1.2552 |
1.2453 |
1.2517 |
| PP |
1.2482 |
1.2482 |
1.2482 |
1.2465 |
| S1 |
1.2366 |
1.2366 |
1.2419 |
1.2331 |
| S2 |
1.2296 |
1.2296 |
1.2402 |
|
| S3 |
1.2110 |
1.2180 |
1.2385 |
|
| S4 |
1.1924 |
1.1994 |
1.2334 |
|
|
| 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 |
1.3389 |
|
2.618 |
1.3085 |
|
1.618 |
1.2899 |
|
1.000 |
1.2784 |
|
0.618 |
1.2713 |
|
HIGH |
1.2598 |
|
0.618 |
1.2527 |
|
0.500 |
1.2505 |
|
0.382 |
1.2483 |
|
LOW |
1.2412 |
|
0.618 |
1.2297 |
|
1.000 |
1.2226 |
|
1.618 |
1.2111 |
|
2.618 |
1.1925 |
|
4.250 |
1.1622 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2505 |
1.2534 |
| PP |
1.2482 |
1.2501 |
| S1 |
1.2459 |
1.2469 |
|