CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2417 |
1.2381 |
-0.0036 |
-0.3% |
1.2600 |
| High |
1.2422 |
1.2476 |
0.0054 |
0.4% |
1.2600 |
| Low |
1.2416 |
1.2381 |
-0.0035 |
-0.3% |
1.2381 |
| Close |
1.2422 |
1.2472 |
0.0050 |
0.4% |
1.2472 |
| Range |
0.0006 |
0.0095 |
0.0089 |
1,483.3% |
0.0219 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
4.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2728 |
1.2695 |
1.2524 |
|
| R3 |
1.2633 |
1.2600 |
1.2498 |
|
| R2 |
1.2538 |
1.2538 |
1.2489 |
|
| R1 |
1.2505 |
1.2505 |
1.2481 |
1.2522 |
| PP |
1.2443 |
1.2443 |
1.2443 |
1.2451 |
| S1 |
1.2410 |
1.2410 |
1.2463 |
1.2427 |
| S2 |
1.2348 |
1.2348 |
1.2455 |
|
| S3 |
1.2253 |
1.2315 |
1.2446 |
|
| S4 |
1.2158 |
1.2220 |
1.2420 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3141 |
1.3026 |
1.2592 |
|
| R3 |
1.2922 |
1.2807 |
1.2532 |
|
| R2 |
1.2703 |
1.2703 |
1.2512 |
|
| R1 |
1.2588 |
1.2588 |
1.2492 |
1.2536 |
| PP |
1.2484 |
1.2484 |
1.2484 |
1.2459 |
| S1 |
1.2369 |
1.2369 |
1.2452 |
1.2317 |
| S2 |
1.2265 |
1.2265 |
1.2432 |
|
| S3 |
1.2046 |
1.2150 |
1.2412 |
|
| S4 |
1.1827 |
1.1931 |
1.2352 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2880 |
|
2.618 |
1.2725 |
|
1.618 |
1.2630 |
|
1.000 |
1.2571 |
|
0.618 |
1.2535 |
|
HIGH |
1.2476 |
|
0.618 |
1.2440 |
|
0.500 |
1.2429 |
|
0.382 |
1.2417 |
|
LOW |
1.2381 |
|
0.618 |
1.2322 |
|
1.000 |
1.2286 |
|
1.618 |
1.2227 |
|
2.618 |
1.2132 |
|
4.250 |
1.1977 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2458 |
1.2462 |
| PP |
1.2443 |
1.2451 |
| S1 |
1.2429 |
1.2441 |
|