CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2340 |
1.2324 |
-0.0016 |
-0.1% |
1.2138 |
| High |
1.2340 |
1.2408 |
0.0068 |
0.6% |
1.2408 |
| Low |
1.2327 |
1.2320 |
-0.0007 |
-0.1% |
1.2090 |
| Close |
1.2327 |
1.2351 |
0.0024 |
0.2% |
1.2351 |
| Range |
0.0013 |
0.0088 |
0.0075 |
576.9% |
0.0318 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.7% |
0.0000 |
| Volume |
6 |
27 |
21 |
350.0% |
77 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2624 |
1.2575 |
1.2399 |
|
| R3 |
1.2536 |
1.2487 |
1.2375 |
|
| R2 |
1.2448 |
1.2448 |
1.2367 |
|
| R1 |
1.2399 |
1.2399 |
1.2359 |
1.2424 |
| PP |
1.2360 |
1.2360 |
1.2360 |
1.2372 |
| S1 |
1.2311 |
1.2311 |
1.2343 |
1.2336 |
| S2 |
1.2272 |
1.2272 |
1.2335 |
|
| S3 |
1.2184 |
1.2223 |
1.2327 |
|
| S4 |
1.2096 |
1.2135 |
1.2303 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3237 |
1.3112 |
1.2526 |
|
| R3 |
1.2919 |
1.2794 |
1.2438 |
|
| R2 |
1.2601 |
1.2601 |
1.2409 |
|
| R1 |
1.2476 |
1.2476 |
1.2380 |
1.2539 |
| PP |
1.2283 |
1.2283 |
1.2283 |
1.2314 |
| S1 |
1.2158 |
1.2158 |
1.2322 |
1.2221 |
| S2 |
1.1965 |
1.1965 |
1.2293 |
|
| S3 |
1.1647 |
1.1840 |
1.2264 |
|
| S4 |
1.1329 |
1.1522 |
1.2176 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2782 |
|
2.618 |
1.2638 |
|
1.618 |
1.2550 |
|
1.000 |
1.2496 |
|
0.618 |
1.2462 |
|
HIGH |
1.2408 |
|
0.618 |
1.2374 |
|
0.500 |
1.2364 |
|
0.382 |
1.2354 |
|
LOW |
1.2320 |
|
0.618 |
1.2266 |
|
1.000 |
1.2232 |
|
1.618 |
1.2178 |
|
2.618 |
1.2090 |
|
4.250 |
1.1946 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2364 |
1.2326 |
| PP |
1.2360 |
1.2301 |
| S1 |
1.2355 |
1.2276 |
|