CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 19-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.2324 |
1.2326 |
0.0002 |
0.0% |
1.2318 |
High |
1.2330 |
1.2326 |
-0.0004 |
0.0% |
1.2381 |
Low |
1.2267 |
1.2309 |
0.0042 |
0.3% |
1.2236 |
Close |
1.2306 |
1.2320 |
0.0014 |
0.1% |
1.2286 |
Range |
0.0063 |
0.0017 |
-0.0046 |
-73.0% |
0.0145 |
ATR |
0.0072 |
0.0068 |
-0.0004 |
-5.1% |
0.0000 |
Volume |
5 |
4 |
-1 |
-20.0% |
34 |
|
Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2369 |
1.2362 |
1.2329 |
|
R3 |
1.2352 |
1.2345 |
1.2325 |
|
R2 |
1.2335 |
1.2335 |
1.2323 |
|
R1 |
1.2328 |
1.2328 |
1.2322 |
1.2323 |
PP |
1.2318 |
1.2318 |
1.2318 |
1.2316 |
S1 |
1.2311 |
1.2311 |
1.2318 |
1.2306 |
S2 |
1.2301 |
1.2301 |
1.2317 |
|
S3 |
1.2284 |
1.2294 |
1.2315 |
|
S4 |
1.2267 |
1.2277 |
1.2311 |
|
|
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 |
1.2398 |
2.618 |
1.2371 |
1.618 |
1.2354 |
1.000 |
1.2343 |
0.618 |
1.2337 |
HIGH |
1.2326 |
0.618 |
1.2320 |
0.500 |
1.2318 |
0.382 |
1.2315 |
LOW |
1.2309 |
0.618 |
1.2298 |
1.000 |
1.2292 |
1.618 |
1.2281 |
2.618 |
1.2264 |
4.250 |
1.2237 |
|
|
Fisher Pivots for day following 19-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2319 |
1.2313 |
PP |
1.2318 |
1.2306 |
S1 |
1.2318 |
1.2300 |
|