CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2591 |
1.2500 |
-0.0091 |
-0.7% |
1.2517 |
| High |
1.2672 |
1.2547 |
-0.0125 |
-1.0% |
1.2647 |
| Low |
1.2541 |
1.2500 |
-0.0041 |
-0.3% |
1.2495 |
| Close |
1.2541 |
1.2547 |
0.0006 |
0.0% |
1.2551 |
| Range |
0.0131 |
0.0047 |
-0.0084 |
-64.1% |
0.0152 |
| ATR |
0.0076 |
0.0073 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
21 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2672 |
1.2657 |
1.2573 |
|
| R3 |
1.2625 |
1.2610 |
1.2560 |
|
| R2 |
1.2578 |
1.2578 |
1.2556 |
|
| R1 |
1.2563 |
1.2563 |
1.2551 |
1.2571 |
| PP |
1.2531 |
1.2531 |
1.2531 |
1.2535 |
| S1 |
1.2516 |
1.2516 |
1.2543 |
1.2524 |
| S2 |
1.2484 |
1.2484 |
1.2538 |
|
| S3 |
1.2437 |
1.2469 |
1.2534 |
|
| S4 |
1.2390 |
1.2422 |
1.2521 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3020 |
1.2938 |
1.2635 |
|
| R3 |
1.2868 |
1.2786 |
1.2593 |
|
| R2 |
1.2716 |
1.2716 |
1.2579 |
|
| R1 |
1.2634 |
1.2634 |
1.2565 |
1.2675 |
| PP |
1.2564 |
1.2564 |
1.2564 |
1.2585 |
| S1 |
1.2482 |
1.2482 |
1.2537 |
1.2523 |
| S2 |
1.2412 |
1.2412 |
1.2523 |
|
| S3 |
1.2260 |
1.2330 |
1.2509 |
|
| S4 |
1.2108 |
1.2178 |
1.2467 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2747 |
|
2.618 |
1.2670 |
|
1.618 |
1.2623 |
|
1.000 |
1.2594 |
|
0.618 |
1.2576 |
|
HIGH |
1.2547 |
|
0.618 |
1.2529 |
|
0.500 |
1.2524 |
|
0.382 |
1.2518 |
|
LOW |
1.2500 |
|
0.618 |
1.2471 |
|
1.000 |
1.2453 |
|
1.618 |
1.2424 |
|
2.618 |
1.2377 |
|
4.250 |
1.2300 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2539 |
1.2586 |
| PP |
1.2531 |
1.2573 |
| S1 |
1.2524 |
1.2560 |
|