CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2270 |
1.2324 |
0.0054 |
0.4% |
1.2318 |
| High |
1.2332 |
1.2330 |
-0.0002 |
0.0% |
1.2381 |
| Low |
1.2270 |
1.2267 |
-0.0003 |
0.0% |
1.2236 |
| Close |
1.2332 |
1.2306 |
-0.0026 |
-0.2% |
1.2286 |
| Range |
0.0062 |
0.0063 |
0.0001 |
1.6% |
0.0145 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
8 |
5 |
-3 |
-37.5% |
34 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2490 |
1.2461 |
1.2341 |
|
| R3 |
1.2427 |
1.2398 |
1.2323 |
|
| R2 |
1.2364 |
1.2364 |
1.2318 |
|
| R1 |
1.2335 |
1.2335 |
1.2312 |
1.2318 |
| PP |
1.2301 |
1.2301 |
1.2301 |
1.2293 |
| S1 |
1.2272 |
1.2272 |
1.2300 |
1.2255 |
| S2 |
1.2238 |
1.2238 |
1.2294 |
|
| S3 |
1.2175 |
1.2209 |
1.2289 |
|
| S4 |
1.2112 |
1.2146 |
1.2271 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2736 |
1.2656 |
1.2366 |
|
| R3 |
1.2591 |
1.2511 |
1.2326 |
|
| R2 |
1.2446 |
1.2446 |
1.2313 |
|
| R1 |
1.2366 |
1.2366 |
1.2299 |
1.2334 |
| PP |
1.2301 |
1.2301 |
1.2301 |
1.2285 |
| S1 |
1.2221 |
1.2221 |
1.2273 |
1.2189 |
| S2 |
1.2156 |
1.2156 |
1.2259 |
|
| S3 |
1.2011 |
1.2076 |
1.2246 |
|
| S4 |
1.1866 |
1.1931 |
1.2206 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2598 |
|
2.618 |
1.2495 |
|
1.618 |
1.2432 |
|
1.000 |
1.2393 |
|
0.618 |
1.2369 |
|
HIGH |
1.2330 |
|
0.618 |
1.2306 |
|
0.500 |
1.2299 |
|
0.382 |
1.2291 |
|
LOW |
1.2267 |
|
0.618 |
1.2228 |
|
1.000 |
1.2204 |
|
1.618 |
1.2165 |
|
2.618 |
1.2102 |
|
4.250 |
1.1999 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2304 |
1.2304 |
| PP |
1.2301 |
1.2302 |
| S1 |
1.2299 |
1.2300 |
|