CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.2598 |
1.2430 |
-0.0168 |
-1.3% |
1.2655 |
High |
1.2598 |
1.2430 |
-0.0168 |
-1.3% |
1.2655 |
Low |
1.2412 |
1.2316 |
-0.0096 |
-0.8% |
1.2316 |
Close |
1.2436 |
1.2318 |
-0.0118 |
-0.9% |
1.2318 |
Range |
0.0186 |
0.0114 |
-0.0072 |
-38.7% |
0.0339 |
ATR |
0.0087 |
0.0089 |
0.0002 |
2.7% |
0.0000 |
Volume |
4 |
43 |
39 |
975.0% |
58 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2697 |
1.2621 |
1.2381 |
|
R3 |
1.2583 |
1.2507 |
1.2349 |
|
R2 |
1.2469 |
1.2469 |
1.2339 |
|
R1 |
1.2393 |
1.2393 |
1.2328 |
1.2374 |
PP |
1.2355 |
1.2355 |
1.2355 |
1.2345 |
S1 |
1.2279 |
1.2279 |
1.2308 |
1.2260 |
S2 |
1.2241 |
1.2241 |
1.2297 |
|
S3 |
1.2127 |
1.2165 |
1.2287 |
|
S4 |
1.2013 |
1.2051 |
1.2255 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3447 |
1.3221 |
1.2504 |
|
R3 |
1.3108 |
1.2882 |
1.2411 |
|
R2 |
1.2769 |
1.2769 |
1.2380 |
|
R1 |
1.2543 |
1.2543 |
1.2349 |
1.2487 |
PP |
1.2430 |
1.2430 |
1.2430 |
1.2401 |
S1 |
1.2204 |
1.2204 |
1.2287 |
1.2148 |
S2 |
1.2091 |
1.2091 |
1.2256 |
|
S3 |
1.1752 |
1.1865 |
1.2225 |
|
S4 |
1.1413 |
1.1526 |
1.2132 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2915 |
2.618 |
1.2728 |
1.618 |
1.2614 |
1.000 |
1.2544 |
0.618 |
1.2500 |
HIGH |
1.2430 |
0.618 |
1.2386 |
0.500 |
1.2373 |
0.382 |
1.2360 |
LOW |
1.2316 |
0.618 |
1.2246 |
1.000 |
1.2202 |
1.618 |
1.2132 |
2.618 |
1.2018 |
4.250 |
1.1832 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2373 |
1.2485 |
PP |
1.2355 |
1.2429 |
S1 |
1.2336 |
1.2374 |
|