CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2381 |
1.2517 |
0.0136 |
1.1% |
1.2600 |
| High |
1.2476 |
1.2553 |
0.0077 |
0.6% |
1.2600 |
| Low |
1.2381 |
1.2517 |
0.0136 |
1.1% |
1.2381 |
| Close |
1.2472 |
1.2550 |
0.0078 |
0.6% |
1.2472 |
| Range |
0.0095 |
0.0036 |
-0.0059 |
-62.1% |
0.0219 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
6 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2648 |
1.2635 |
1.2570 |
|
| R3 |
1.2612 |
1.2599 |
1.2560 |
|
| R2 |
1.2576 |
1.2576 |
1.2557 |
|
| R1 |
1.2563 |
1.2563 |
1.2553 |
1.2570 |
| PP |
1.2540 |
1.2540 |
1.2540 |
1.2543 |
| S1 |
1.2527 |
1.2527 |
1.2547 |
1.2534 |
| S2 |
1.2504 |
1.2504 |
1.2543 |
|
| S3 |
1.2468 |
1.2491 |
1.2540 |
|
| S4 |
1.2432 |
1.2455 |
1.2530 |
|
|
| 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 |
1.2706 |
|
2.618 |
1.2647 |
|
1.618 |
1.2611 |
|
1.000 |
1.2589 |
|
0.618 |
1.2575 |
|
HIGH |
1.2553 |
|
0.618 |
1.2539 |
|
0.500 |
1.2535 |
|
0.382 |
1.2531 |
|
LOW |
1.2517 |
|
0.618 |
1.2495 |
|
1.000 |
1.2481 |
|
1.618 |
1.2459 |
|
2.618 |
1.2423 |
|
4.250 |
1.2364 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2545 |
1.2522 |
| PP |
1.2540 |
1.2495 |
| S1 |
1.2535 |
1.2467 |
|