CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.2138 |
1.2143 |
0.0005 |
0.0% |
1.2321 |
High |
1.2171 |
1.2143 |
-0.0028 |
-0.2% |
1.2332 |
Low |
1.2110 |
1.2090 |
-0.0020 |
-0.2% |
1.2196 |
Close |
1.2171 |
1.2105 |
-0.0066 |
-0.5% |
1.2201 |
Range |
0.0061 |
0.0053 |
-0.0008 |
-13.1% |
0.0136 |
ATR |
0.0073 |
0.0074 |
0.0001 |
0.8% |
0.0000 |
Volume |
12 |
29 |
17 |
141.7% |
62 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2272 |
1.2241 |
1.2134 |
|
R3 |
1.2219 |
1.2188 |
1.2120 |
|
R2 |
1.2166 |
1.2166 |
1.2115 |
|
R1 |
1.2135 |
1.2135 |
1.2110 |
1.2124 |
PP |
1.2113 |
1.2113 |
1.2113 |
1.2107 |
S1 |
1.2082 |
1.2082 |
1.2100 |
1.2071 |
S2 |
1.2060 |
1.2060 |
1.2095 |
|
S3 |
1.2007 |
1.2029 |
1.2090 |
|
S4 |
1.1954 |
1.1976 |
1.2076 |
|
|
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 |
1.2368 |
2.618 |
1.2282 |
1.618 |
1.2229 |
1.000 |
1.2196 |
0.618 |
1.2176 |
HIGH |
1.2143 |
0.618 |
1.2123 |
0.500 |
1.2117 |
0.382 |
1.2110 |
LOW |
1.2090 |
0.618 |
1.2057 |
1.000 |
1.2037 |
1.618 |
1.2004 |
2.618 |
1.1951 |
4.250 |
1.1865 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2117 |
1.2203 |
PP |
1.2113 |
1.2170 |
S1 |
1.2109 |
1.2138 |
|