CME Euro FX (E) Future March 2013
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.2143 |
1.2340 |
0.0197 |
1.6% |
1.2321 |
High |
1.2201 |
1.2340 |
0.0139 |
1.1% |
1.2332 |
Low |
1.2143 |
1.2327 |
0.0184 |
1.5% |
1.2196 |
Close |
1.2201 |
1.2327 |
0.0126 |
1.0% |
1.2201 |
Range |
0.0058 |
0.0013 |
-0.0045 |
-77.6% |
0.0136 |
ATR |
0.0075 |
0.0080 |
0.0005 |
6.0% |
0.0000 |
Volume |
3 |
6 |
3 |
100.0% |
62 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2370 |
1.2362 |
1.2334 |
|
R3 |
1.2357 |
1.2349 |
1.2331 |
|
R2 |
1.2344 |
1.2344 |
1.2329 |
|
R1 |
1.2336 |
1.2336 |
1.2328 |
1.2334 |
PP |
1.2331 |
1.2331 |
1.2331 |
1.2330 |
S1 |
1.2323 |
1.2323 |
1.2326 |
1.2321 |
S2 |
1.2318 |
1.2318 |
1.2325 |
|
S3 |
1.2305 |
1.2310 |
1.2323 |
|
S4 |
1.2292 |
1.2297 |
1.2320 |
|
|
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 |
1.2395 |
2.618 |
1.2374 |
1.618 |
1.2361 |
1.000 |
1.2353 |
0.618 |
1.2348 |
HIGH |
1.2340 |
0.618 |
1.2335 |
0.500 |
1.2334 |
0.382 |
1.2332 |
LOW |
1.2327 |
0.618 |
1.2319 |
1.000 |
1.2314 |
1.618 |
1.2306 |
2.618 |
1.2293 |
4.250 |
1.2272 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2334 |
1.2290 |
PP |
1.2331 |
1.2252 |
S1 |
1.2329 |
1.2215 |
|