CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3139 |
1.3139 |
0.0000 |
0.0% |
1.3229 |
| High |
1.3139 |
1.3277 |
0.0138 |
1.1% |
1.3229 |
| Low |
1.3139 |
1.3139 |
0.0000 |
0.0% |
1.3095 |
| Close |
1.3139 |
1.3263 |
0.0124 |
0.9% |
1.3168 |
| Range |
0.0000 |
0.0138 |
0.0138 |
|
0.0134 |
| ATR |
0.0072 |
0.0077 |
0.0005 |
6.6% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
37 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3640 |
1.3590 |
1.3339 |
|
| R3 |
1.3502 |
1.3452 |
1.3301 |
|
| R2 |
1.3364 |
1.3364 |
1.3288 |
|
| R1 |
1.3314 |
1.3314 |
1.3276 |
1.3339 |
| PP |
1.3226 |
1.3226 |
1.3226 |
1.3239 |
| S1 |
1.3176 |
1.3176 |
1.3250 |
1.3201 |
| S2 |
1.3088 |
1.3088 |
1.3238 |
|
| S3 |
1.2950 |
1.3038 |
1.3225 |
|
| S4 |
1.2812 |
1.2900 |
1.3187 |
|
|
| 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 |
1.3864 |
|
2.618 |
1.3638 |
|
1.618 |
1.3500 |
|
1.000 |
1.3415 |
|
0.618 |
1.3362 |
|
HIGH |
1.3277 |
|
0.618 |
1.3224 |
|
0.500 |
1.3208 |
|
0.382 |
1.3192 |
|
LOW |
1.3139 |
|
0.618 |
1.3054 |
|
1.000 |
1.3001 |
|
1.618 |
1.2916 |
|
2.618 |
1.2778 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3245 |
1.3245 |
| PP |
1.3226 |
1.3226 |
| S1 |
1.3208 |
1.3208 |
|