CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3101 |
1.3095 |
-0.0006 |
0.0% |
1.3025 |
| High |
1.3101 |
1.3211 |
0.0110 |
0.8% |
1.3219 |
| Low |
1.3101 |
1.3095 |
-0.0006 |
0.0% |
1.2982 |
| Close |
1.3101 |
1.3173 |
0.0072 |
0.5% |
1.3219 |
| Range |
0.0000 |
0.0116 |
0.0116 |
|
0.0237 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.2% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3508 |
1.3456 |
1.3237 |
|
| R3 |
1.3392 |
1.3340 |
1.3205 |
|
| R2 |
1.3276 |
1.3276 |
1.3194 |
|
| R1 |
1.3224 |
1.3224 |
1.3184 |
1.3250 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3173 |
| S1 |
1.3108 |
1.3108 |
1.3162 |
1.3134 |
| S2 |
1.3044 |
1.3044 |
1.3152 |
|
| S3 |
1.2928 |
1.2992 |
1.3141 |
|
| S4 |
1.2812 |
1.2876 |
1.3109 |
|
|
| 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 |
1.3704 |
|
2.618 |
1.3515 |
|
1.618 |
1.3399 |
|
1.000 |
1.3327 |
|
0.618 |
1.3283 |
|
HIGH |
1.3211 |
|
0.618 |
1.3167 |
|
0.500 |
1.3153 |
|
0.382 |
1.3139 |
|
LOW |
1.3095 |
|
0.618 |
1.3023 |
|
1.000 |
1.2979 |
|
1.618 |
1.2907 |
|
2.618 |
1.2791 |
|
4.250 |
1.2602 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3166 |
1.3169 |
| PP |
1.3160 |
1.3166 |
| S1 |
1.3153 |
1.3162 |
|