CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2686 |
0.0026 |
0.2% |
1.2591 |
| High |
1.2705 |
1.2723 |
0.0018 |
0.1% |
1.2705 |
| Low |
1.2660 |
1.2623 |
-0.0037 |
-0.3% |
1.2500 |
| Close |
1.2681 |
1.2623 |
-0.0058 |
-0.5% |
1.2681 |
| Range |
0.0045 |
0.0100 |
0.0055 |
122.2% |
0.0205 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.2% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
11 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2956 |
1.2890 |
1.2678 |
|
| R3 |
1.2856 |
1.2790 |
1.2651 |
|
| R2 |
1.2756 |
1.2756 |
1.2641 |
|
| R1 |
1.2690 |
1.2690 |
1.2632 |
1.2673 |
| PP |
1.2656 |
1.2656 |
1.2656 |
1.2648 |
| S1 |
1.2590 |
1.2590 |
1.2614 |
1.2573 |
| S2 |
1.2556 |
1.2556 |
1.2605 |
|
| S3 |
1.2456 |
1.2490 |
1.2596 |
|
| S4 |
1.2356 |
1.2390 |
1.2568 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3244 |
1.3167 |
1.2794 |
|
| R3 |
1.3039 |
1.2962 |
1.2737 |
|
| R2 |
1.2834 |
1.2834 |
1.2719 |
|
| R1 |
1.2757 |
1.2757 |
1.2700 |
1.2796 |
| PP |
1.2629 |
1.2629 |
1.2629 |
1.2648 |
| S1 |
1.2552 |
1.2552 |
1.2662 |
1.2591 |
| S2 |
1.2424 |
1.2424 |
1.2643 |
|
| S3 |
1.2219 |
1.2347 |
1.2625 |
|
| S4 |
1.2014 |
1.2142 |
1.2568 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3148 |
|
2.618 |
1.2985 |
|
1.618 |
1.2885 |
|
1.000 |
1.2823 |
|
0.618 |
1.2785 |
|
HIGH |
1.2723 |
|
0.618 |
1.2685 |
|
0.500 |
1.2673 |
|
0.382 |
1.2661 |
|
LOW |
1.2623 |
|
0.618 |
1.2561 |
|
1.000 |
1.2523 |
|
1.618 |
1.2461 |
|
2.618 |
1.2361 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2673 |
1.2673 |
| PP |
1.2656 |
1.2656 |
| S1 |
1.2640 |
1.2640 |
|