CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2326 |
1.2292 |
-0.0034 |
-0.3% |
1.2321 |
| High |
1.2326 |
1.2316 |
-0.0010 |
-0.1% |
1.2332 |
| Low |
1.2309 |
1.2196 |
-0.0113 |
-0.9% |
1.2196 |
| Close |
1.2320 |
1.2201 |
-0.0119 |
-1.0% |
1.2201 |
| Range |
0.0017 |
0.0120 |
0.0103 |
605.9% |
0.0136 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
5.9% |
0.0000 |
| Volume |
4 |
37 |
33 |
825.0% |
62 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2598 |
1.2519 |
1.2267 |
|
| R3 |
1.2478 |
1.2399 |
1.2234 |
|
| R2 |
1.2358 |
1.2358 |
1.2223 |
|
| R1 |
1.2279 |
1.2279 |
1.2212 |
1.2259 |
| PP |
1.2238 |
1.2238 |
1.2238 |
1.2227 |
| S1 |
1.2159 |
1.2159 |
1.2190 |
1.2139 |
| S2 |
1.2118 |
1.2118 |
1.2179 |
|
| S3 |
1.1998 |
1.2039 |
1.2168 |
|
| S4 |
1.1878 |
1.1919 |
1.2135 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2562 |
1.2276 |
|
| R3 |
1.2515 |
1.2426 |
1.2238 |
|
| R2 |
1.2379 |
1.2379 |
1.2226 |
|
| R1 |
1.2290 |
1.2290 |
1.2213 |
1.2267 |
| PP |
1.2243 |
1.2243 |
1.2243 |
1.2231 |
| S1 |
1.2154 |
1.2154 |
1.2189 |
1.2131 |
| S2 |
1.2107 |
1.2107 |
1.2176 |
|
| S3 |
1.1971 |
1.2018 |
1.2164 |
|
| S4 |
1.1835 |
1.1882 |
1.2126 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2826 |
|
2.618 |
1.2630 |
|
1.618 |
1.2510 |
|
1.000 |
1.2436 |
|
0.618 |
1.2390 |
|
HIGH |
1.2316 |
|
0.618 |
1.2270 |
|
0.500 |
1.2256 |
|
0.382 |
1.2242 |
|
LOW |
1.2196 |
|
0.618 |
1.2122 |
|
1.000 |
1.2076 |
|
1.618 |
1.2002 |
|
2.618 |
1.1882 |
|
4.250 |
1.1686 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2256 |
1.2263 |
| PP |
1.2238 |
1.2242 |
| S1 |
1.2219 |
1.2222 |
|