CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3246 |
1.3221 |
-0.0025 |
-0.2% |
1.3179 |
| High |
1.3246 |
1.3302 |
0.0056 |
0.4% |
1.3302 |
| Low |
1.3157 |
1.3203 |
0.0046 |
0.3% |
1.3157 |
| Close |
1.3196 |
1.3277 |
0.0081 |
0.6% |
1.3277 |
| Range |
0.0089 |
0.0099 |
0.0010 |
11.2% |
0.0145 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.4% |
0.0000 |
| Volume |
209 |
36 |
-173 |
-82.8% |
706 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3558 |
1.3516 |
1.3331 |
|
| R3 |
1.3459 |
1.3417 |
1.3304 |
|
| R2 |
1.3360 |
1.3360 |
1.3295 |
|
| R1 |
1.3318 |
1.3318 |
1.3286 |
1.3339 |
| PP |
1.3261 |
1.3261 |
1.3261 |
1.3271 |
| S1 |
1.3219 |
1.3219 |
1.3268 |
1.3240 |
| S2 |
1.3162 |
1.3162 |
1.3259 |
|
| S3 |
1.3063 |
1.3120 |
1.3250 |
|
| S4 |
1.2964 |
1.3021 |
1.3223 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3680 |
1.3624 |
1.3357 |
|
| R3 |
1.3535 |
1.3479 |
1.3317 |
|
| R2 |
1.3390 |
1.3390 |
1.3304 |
|
| R1 |
1.3334 |
1.3334 |
1.3290 |
1.3362 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3260 |
| S1 |
1.3189 |
1.3189 |
1.3264 |
1.3217 |
| S2 |
1.3100 |
1.3100 |
1.3250 |
|
| S3 |
1.2955 |
1.3044 |
1.3237 |
|
| S4 |
1.2810 |
1.2899 |
1.3197 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3723 |
|
2.618 |
1.3561 |
|
1.618 |
1.3462 |
|
1.000 |
1.3401 |
|
0.618 |
1.3363 |
|
HIGH |
1.3302 |
|
0.618 |
1.3264 |
|
0.500 |
1.3253 |
|
0.382 |
1.3241 |
|
LOW |
1.3203 |
|
0.618 |
1.3142 |
|
1.000 |
1.3104 |
|
1.618 |
1.3043 |
|
2.618 |
1.2944 |
|
4.250 |
1.2782 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3269 |
1.3261 |
| PP |
1.3261 |
1.3245 |
| S1 |
1.3253 |
1.3230 |
|