CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2291 |
1.2260 |
-0.0031 |
-0.3% |
1.2655 |
| High |
1.2291 |
1.2260 |
-0.0031 |
-0.3% |
1.2655 |
| Low |
1.2267 |
1.2236 |
-0.0031 |
-0.3% |
1.2316 |
| Close |
1.2267 |
1.2241 |
-0.0026 |
-0.2% |
1.2318 |
| Range |
0.0024 |
0.0024 |
0.0000 |
0.0% |
0.0339 |
| ATR |
0.0082 |
0.0078 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
58 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2303 |
1.2254 |
|
| R3 |
1.2294 |
1.2279 |
1.2248 |
|
| R2 |
1.2270 |
1.2270 |
1.2245 |
|
| R1 |
1.2255 |
1.2255 |
1.2243 |
1.2251 |
| PP |
1.2246 |
1.2246 |
1.2246 |
1.2243 |
| S1 |
1.2231 |
1.2231 |
1.2239 |
1.2227 |
| S2 |
1.2222 |
1.2222 |
1.2237 |
|
| S3 |
1.2198 |
1.2207 |
1.2234 |
|
| S4 |
1.2174 |
1.2183 |
1.2228 |
|
|
| 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 |
1.2362 |
|
2.618 |
1.2323 |
|
1.618 |
1.2299 |
|
1.000 |
1.2284 |
|
0.618 |
1.2275 |
|
HIGH |
1.2260 |
|
0.618 |
1.2251 |
|
0.500 |
1.2248 |
|
0.382 |
1.2245 |
|
LOW |
1.2236 |
|
0.618 |
1.2221 |
|
1.000 |
1.2212 |
|
1.618 |
1.2197 |
|
2.618 |
1.2173 |
|
4.250 |
1.2134 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2248 |
1.2309 |
| PP |
1.2246 |
1.2286 |
| S1 |
1.2243 |
1.2264 |
|