CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2318 |
1.2381 |
0.0063 |
0.5% |
1.2655 |
| High |
1.2362 |
1.2381 |
0.0019 |
0.2% |
1.2655 |
| Low |
1.2318 |
1.2299 |
-0.0019 |
-0.2% |
1.2316 |
| Close |
1.2356 |
1.2299 |
-0.0057 |
-0.5% |
1.2318 |
| Range |
0.0044 |
0.0082 |
0.0038 |
86.4% |
0.0339 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
13 |
5 |
-8 |
-61.5% |
58 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2572 |
1.2518 |
1.2344 |
|
| R3 |
1.2490 |
1.2436 |
1.2322 |
|
| R2 |
1.2408 |
1.2408 |
1.2314 |
|
| R1 |
1.2354 |
1.2354 |
1.2307 |
1.2340 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2320 |
| S1 |
1.2272 |
1.2272 |
1.2291 |
1.2258 |
| S2 |
1.2244 |
1.2244 |
1.2284 |
|
| S3 |
1.2162 |
1.2190 |
1.2276 |
|
| S4 |
1.2080 |
1.2108 |
1.2254 |
|
|
| 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 |
1.2730 |
|
2.618 |
1.2596 |
|
1.618 |
1.2514 |
|
1.000 |
1.2463 |
|
0.618 |
1.2432 |
|
HIGH |
1.2381 |
|
0.618 |
1.2350 |
|
0.500 |
1.2340 |
|
0.382 |
1.2330 |
|
LOW |
1.2299 |
|
0.618 |
1.2248 |
|
1.000 |
1.2217 |
|
1.618 |
1.2166 |
|
2.618 |
1.2084 |
|
4.250 |
1.1951 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2340 |
1.2365 |
| PP |
1.2326 |
1.2343 |
| S1 |
1.2313 |
1.2321 |
|