CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.3710 |
1.3663 |
-0.0047 |
-0.3% |
1.3582 |
High |
1.3710 |
1.3663 |
-0.0047 |
-0.3% |
1.3710 |
Low |
1.3710 |
1.3663 |
-0.0047 |
-0.3% |
1.3582 |
Close |
1.3725 |
1.3663 |
-0.0062 |
-0.5% |
1.3663 |
Range |
|
|
|
|
|
ATR |
0.0053 |
0.0054 |
0.0001 |
1.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3663 |
1.3663 |
1.3663 |
|
R3 |
1.3663 |
1.3663 |
1.3663 |
|
R2 |
1.3663 |
1.3663 |
1.3663 |
|
R1 |
1.3663 |
1.3663 |
1.3663 |
1.3663 |
PP |
1.3663 |
1.3663 |
1.3663 |
1.3663 |
S1 |
1.3663 |
1.3663 |
1.3663 |
1.3663 |
S2 |
1.3663 |
1.3663 |
1.3663 |
|
S3 |
1.3663 |
1.3663 |
1.3663 |
|
S4 |
1.3663 |
1.3663 |
1.3663 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4036 |
1.3977 |
1.3733 |
|
R3 |
1.3908 |
1.3849 |
1.3698 |
|
R2 |
1.3780 |
1.3780 |
1.3686 |
|
R1 |
1.3721 |
1.3721 |
1.3675 |
1.3751 |
PP |
1.3652 |
1.3652 |
1.3652 |
1.3666 |
S1 |
1.3593 |
1.3593 |
1.3651 |
1.3623 |
S2 |
1.3524 |
1.3524 |
1.3640 |
|
S3 |
1.3396 |
1.3465 |
1.3628 |
|
S4 |
1.3268 |
1.3337 |
1.3593 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3663 |
2.618 |
1.3663 |
1.618 |
1.3663 |
1.000 |
1.3663 |
0.618 |
1.3663 |
HIGH |
1.3663 |
0.618 |
1.3663 |
0.500 |
1.3663 |
0.382 |
1.3663 |
LOW |
1.3663 |
0.618 |
1.3663 |
1.000 |
1.3663 |
1.618 |
1.3663 |
2.618 |
1.3663 |
4.250 |
1.3663 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3663 |
1.3686 |
PP |
1.3663 |
1.3678 |
S1 |
1.3663 |
1.3671 |
|