CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.2292 |
1.2138 |
-0.0154 |
-1.3% |
1.2321 |
High |
1.2316 |
1.2171 |
-0.0145 |
-1.2% |
1.2332 |
Low |
1.2196 |
1.2110 |
-0.0086 |
-0.7% |
1.2196 |
Close |
1.2201 |
1.2171 |
-0.0030 |
-0.2% |
1.2201 |
Range |
0.0120 |
0.0061 |
-0.0059 |
-49.2% |
0.0136 |
ATR |
0.0072 |
0.0073 |
0.0001 |
1.9% |
0.0000 |
Volume |
37 |
12 |
-25 |
-67.6% |
62 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2334 |
1.2313 |
1.2205 |
|
R3 |
1.2273 |
1.2252 |
1.2188 |
|
R2 |
1.2212 |
1.2212 |
1.2182 |
|
R1 |
1.2191 |
1.2191 |
1.2177 |
1.2202 |
PP |
1.2151 |
1.2151 |
1.2151 |
1.2156 |
S1 |
1.2130 |
1.2130 |
1.2165 |
1.2141 |
S2 |
1.2090 |
1.2090 |
1.2160 |
|
S3 |
1.2029 |
1.2069 |
1.2154 |
|
S4 |
1.1968 |
1.2008 |
1.2137 |
|
|
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 |
1.2430 |
2.618 |
1.2331 |
1.618 |
1.2270 |
1.000 |
1.2232 |
0.618 |
1.2209 |
HIGH |
1.2171 |
0.618 |
1.2148 |
0.500 |
1.2141 |
0.382 |
1.2133 |
LOW |
1.2110 |
0.618 |
1.2072 |
1.000 |
1.2049 |
1.618 |
1.2011 |
2.618 |
1.1950 |
4.250 |
1.1851 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2161 |
1.2218 |
PP |
1.2151 |
1.2202 |
S1 |
1.2141 |
1.2187 |
|