CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2143 |
1.2143 |
0.0000 |
0.0% |
1.2321 |
| High |
1.2143 |
1.2201 |
0.0058 |
0.5% |
1.2332 |
| Low |
1.2090 |
1.2143 |
0.0053 |
0.4% |
1.2196 |
| Close |
1.2105 |
1.2201 |
0.0096 |
0.8% |
1.2201 |
| Range |
0.0053 |
0.0058 |
0.0005 |
9.4% |
0.0136 |
| ATR |
0.0074 |
0.0075 |
0.0002 |
2.1% |
0.0000 |
| Volume |
29 |
3 |
-26 |
-89.7% |
62 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2356 |
1.2336 |
1.2233 |
|
| R3 |
1.2298 |
1.2278 |
1.2217 |
|
| R2 |
1.2240 |
1.2240 |
1.2212 |
|
| R1 |
1.2220 |
1.2220 |
1.2206 |
1.2230 |
| PP |
1.2182 |
1.2182 |
1.2182 |
1.2187 |
| S1 |
1.2162 |
1.2162 |
1.2196 |
1.2172 |
| S2 |
1.2124 |
1.2124 |
1.2190 |
|
| S3 |
1.2066 |
1.2104 |
1.2185 |
|
| S4 |
1.2008 |
1.2046 |
1.2169 |
|
|
| 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 |
1.2448 |
|
2.618 |
1.2353 |
|
1.618 |
1.2295 |
|
1.000 |
1.2259 |
|
0.618 |
1.2237 |
|
HIGH |
1.2201 |
|
0.618 |
1.2179 |
|
0.500 |
1.2172 |
|
0.382 |
1.2165 |
|
LOW |
1.2143 |
|
0.618 |
1.2107 |
|
1.000 |
1.2085 |
|
1.618 |
1.2049 |
|
2.618 |
1.1991 |
|
4.250 |
1.1897 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2191 |
1.2183 |
| PP |
1.2182 |
1.2164 |
| S1 |
1.2172 |
1.2146 |
|