CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.3612 |
1.3582 |
-0.0030 |
-0.2% |
1.3415 |
High |
1.3612 |
1.3582 |
-0.0030 |
-0.2% |
1.3612 |
Low |
1.3612 |
1.3582 |
-0.0030 |
-0.2% |
1.3415 |
Close |
1.3612 |
1.3582 |
-0.0030 |
-0.2% |
1.3612 |
Range |
|
|
|
|
|
ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3582 |
1.3582 |
1.3582 |
|
R3 |
1.3582 |
1.3582 |
1.3582 |
|
R2 |
1.3582 |
1.3582 |
1.3582 |
|
R1 |
1.3582 |
1.3582 |
1.3582 |
1.3582 |
PP |
1.3582 |
1.3582 |
1.3582 |
1.3582 |
S1 |
1.3582 |
1.3582 |
1.3582 |
1.3582 |
S2 |
1.3582 |
1.3582 |
1.3582 |
|
S3 |
1.3582 |
1.3582 |
1.3582 |
|
S4 |
1.3582 |
1.3582 |
1.3582 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4137 |
1.4072 |
1.3720 |
|
R3 |
1.3940 |
1.3875 |
1.3666 |
|
R2 |
1.3743 |
1.3743 |
1.3648 |
|
R1 |
1.3678 |
1.3678 |
1.3630 |
1.3711 |
PP |
1.3546 |
1.3546 |
1.3546 |
1.3563 |
S1 |
1.3481 |
1.3481 |
1.3594 |
1.3514 |
S2 |
1.3349 |
1.3349 |
1.3576 |
|
S3 |
1.3152 |
1.3284 |
1.3558 |
|
S4 |
1.2955 |
1.3087 |
1.3504 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3582 |
2.618 |
1.3582 |
1.618 |
1.3582 |
1.000 |
1.3582 |
0.618 |
1.3582 |
HIGH |
1.3582 |
0.618 |
1.3582 |
0.500 |
1.3582 |
0.382 |
1.3582 |
LOW |
1.3582 |
0.618 |
1.3582 |
1.000 |
1.3582 |
1.618 |
1.3582 |
2.618 |
1.3582 |
4.250 |
1.3582 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3582 |
1.3579 |
PP |
1.3582 |
1.3577 |
S1 |
1.3582 |
1.3574 |
|