CME Euro FX (E) Future September 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1.3229 |
1.3101 |
-0.0128 |
-1.0% |
1.3025 |
High |
1.3229 |
1.3101 |
-0.0128 |
-1.0% |
1.3219 |
Low |
1.3141 |
1.3101 |
-0.0040 |
-0.3% |
1.2982 |
Close |
1.3141 |
1.3101 |
-0.0040 |
-0.3% |
1.3219 |
Range |
0.0088 |
0.0000 |
-0.0088 |
-100.0% |
0.0237 |
ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
9 |
8 |
-1 |
-11.1% |
22 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3101 |
1.3101 |
1.3101 |
|
R3 |
1.3101 |
1.3101 |
1.3101 |
|
R2 |
1.3101 |
1.3101 |
1.3101 |
|
R1 |
1.3101 |
1.3101 |
1.3101 |
1.3101 |
PP |
1.3101 |
1.3101 |
1.3101 |
1.3101 |
S1 |
1.3101 |
1.3101 |
1.3101 |
1.3101 |
S2 |
1.3101 |
1.3101 |
1.3101 |
|
S3 |
1.3101 |
1.3101 |
1.3101 |
|
S4 |
1.3101 |
1.3101 |
1.3101 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3851 |
1.3772 |
1.3349 |
|
R3 |
1.3614 |
1.3535 |
1.3284 |
|
R2 |
1.3377 |
1.3377 |
1.3262 |
|
R1 |
1.3298 |
1.3298 |
1.3241 |
1.3338 |
PP |
1.3140 |
1.3140 |
1.3140 |
1.3160 |
S1 |
1.3061 |
1.3061 |
1.3197 |
1.3101 |
S2 |
1.2903 |
1.2903 |
1.3176 |
|
S3 |
1.2666 |
1.2824 |
1.3154 |
|
S4 |
1.2429 |
1.2587 |
1.3089 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3101 |
2.618 |
1.3101 |
1.618 |
1.3101 |
1.000 |
1.3101 |
0.618 |
1.3101 |
HIGH |
1.3101 |
0.618 |
1.3101 |
0.500 |
1.3101 |
0.382 |
1.3101 |
LOW |
1.3101 |
0.618 |
1.3101 |
1.000 |
1.3101 |
1.618 |
1.3101 |
2.618 |
1.3101 |
4.250 |
1.3101 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3101 |
1.3165 |
PP |
1.3101 |
1.3144 |
S1 |
1.3101 |
1.3122 |
|