CME Euro FX (E) Future September 2012
Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1.3149 |
1.3168 |
0.0019 |
0.1% |
1.3229 |
High |
1.3156 |
1.3168 |
0.0012 |
0.1% |
1.3229 |
Low |
1.3128 |
1.3168 |
0.0040 |
0.3% |
1.3095 |
Close |
1.3156 |
1.3168 |
0.0012 |
0.1% |
1.3168 |
Range |
0.0028 |
0.0000 |
-0.0028 |
-100.0% |
0.0134 |
ATR |
0.0080 |
0.0075 |
-0.0005 |
-6.1% |
0.0000 |
Volume |
10 |
2 |
-8 |
-80.0% |
37 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3168 |
1.3168 |
1.3168 |
|
R3 |
1.3168 |
1.3168 |
1.3168 |
|
R2 |
1.3168 |
1.3168 |
1.3168 |
|
R1 |
1.3168 |
1.3168 |
1.3168 |
1.3168 |
PP |
1.3168 |
1.3168 |
1.3168 |
1.3168 |
S1 |
1.3168 |
1.3168 |
1.3168 |
1.3168 |
S2 |
1.3168 |
1.3168 |
1.3168 |
|
S3 |
1.3168 |
1.3168 |
1.3168 |
|
S4 |
1.3168 |
1.3168 |
1.3168 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3566 |
1.3501 |
1.3242 |
|
R3 |
1.3432 |
1.3367 |
1.3205 |
|
R2 |
1.3298 |
1.3298 |
1.3193 |
|
R1 |
1.3233 |
1.3233 |
1.3180 |
1.3199 |
PP |
1.3164 |
1.3164 |
1.3164 |
1.3147 |
S1 |
1.3099 |
1.3099 |
1.3156 |
1.3065 |
S2 |
1.3030 |
1.3030 |
1.3143 |
|
S3 |
1.2896 |
1.2965 |
1.3131 |
|
S4 |
1.2762 |
1.2831 |
1.3094 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3168 |
2.618 |
1.3168 |
1.618 |
1.3168 |
1.000 |
1.3168 |
0.618 |
1.3168 |
HIGH |
1.3168 |
0.618 |
1.3168 |
0.500 |
1.3168 |
0.382 |
1.3168 |
LOW |
1.3168 |
0.618 |
1.3168 |
1.000 |
1.3168 |
1.618 |
1.3168 |
2.618 |
1.3168 |
4.250 |
1.3168 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3168 |
1.3163 |
PP |
1.3168 |
1.3158 |
S1 |
1.3168 |
1.3153 |
|