CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.2430 |
1.2318 |
-0.0112 |
-0.9% |
1.2655 |
High |
1.2430 |
1.2362 |
-0.0068 |
-0.5% |
1.2655 |
Low |
1.2316 |
1.2318 |
0.0002 |
0.0% |
1.2316 |
Close |
1.2318 |
1.2356 |
0.0038 |
0.3% |
1.2318 |
Range |
0.0114 |
0.0044 |
-0.0070 |
-61.4% |
0.0339 |
ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
43 |
13 |
-30 |
-69.8% |
58 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2477 |
1.2461 |
1.2380 |
|
R3 |
1.2433 |
1.2417 |
1.2368 |
|
R2 |
1.2389 |
1.2389 |
1.2364 |
|
R1 |
1.2373 |
1.2373 |
1.2360 |
1.2381 |
PP |
1.2345 |
1.2345 |
1.2345 |
1.2350 |
S1 |
1.2329 |
1.2329 |
1.2352 |
1.2337 |
S2 |
1.2301 |
1.2301 |
1.2348 |
|
S3 |
1.2257 |
1.2285 |
1.2344 |
|
S4 |
1.2213 |
1.2241 |
1.2332 |
|
|
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 |
1.2549 |
2.618 |
1.2477 |
1.618 |
1.2433 |
1.000 |
1.2406 |
0.618 |
1.2389 |
HIGH |
1.2362 |
0.618 |
1.2345 |
0.500 |
1.2340 |
0.382 |
1.2335 |
LOW |
1.2318 |
0.618 |
1.2291 |
1.000 |
1.2274 |
1.618 |
1.2247 |
2.618 |
1.2203 |
4.250 |
1.2131 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2351 |
1.2457 |
PP |
1.2345 |
1.2423 |
S1 |
1.2340 |
1.2390 |
|