CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2562 |
1.2655 |
0.0093 |
0.7% |
1.2561 |
| High |
1.2720 |
1.2655 |
-0.0065 |
-0.5% |
1.2720 |
| Low |
1.2562 |
1.2619 |
0.0057 |
0.5% |
1.2462 |
| Close |
1.2699 |
1.2625 |
-0.0074 |
-0.6% |
1.2699 |
| Range |
0.0158 |
0.0036 |
-0.0122 |
-77.2% |
0.0258 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
38 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2741 |
1.2719 |
1.2645 |
|
| R3 |
1.2705 |
1.2683 |
1.2635 |
|
| R2 |
1.2669 |
1.2669 |
1.2632 |
|
| R1 |
1.2647 |
1.2647 |
1.2628 |
1.2640 |
| PP |
1.2633 |
1.2633 |
1.2633 |
1.2630 |
| S1 |
1.2611 |
1.2611 |
1.2622 |
1.2604 |
| S2 |
1.2597 |
1.2597 |
1.2618 |
|
| S3 |
1.2561 |
1.2575 |
1.2615 |
|
| S4 |
1.2525 |
1.2539 |
1.2605 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3401 |
1.3308 |
1.2841 |
|
| R3 |
1.3143 |
1.3050 |
1.2770 |
|
| R2 |
1.2885 |
1.2885 |
1.2746 |
|
| R1 |
1.2792 |
1.2792 |
1.2723 |
1.2839 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2650 |
| S1 |
1.2534 |
1.2534 |
1.2675 |
1.2581 |
| S2 |
1.2369 |
1.2369 |
1.2652 |
|
| S3 |
1.2111 |
1.2276 |
1.2628 |
|
| S4 |
1.1853 |
1.2018 |
1.2557 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2808 |
|
2.618 |
1.2749 |
|
1.618 |
1.2713 |
|
1.000 |
1.2691 |
|
0.618 |
1.2677 |
|
HIGH |
1.2655 |
|
0.618 |
1.2641 |
|
0.500 |
1.2637 |
|
0.382 |
1.2633 |
|
LOW |
1.2619 |
|
0.618 |
1.2597 |
|
1.000 |
1.2583 |
|
1.618 |
1.2561 |
|
2.618 |
1.2525 |
|
4.250 |
1.2466 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2637 |
1.2614 |
| PP |
1.2633 |
1.2602 |
| S1 |
1.2629 |
1.2591 |
|