CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3285 |
1.3290 |
0.0005 |
0.0% |
1.3229 |
| High |
1.3285 |
1.3310 |
0.0025 |
0.2% |
1.3229 |
| Low |
1.3251 |
1.3290 |
0.0039 |
0.3% |
1.3095 |
| Close |
1.3264 |
1.3301 |
0.0037 |
0.3% |
1.3168 |
| Range |
0.0034 |
0.0020 |
-0.0014 |
-41.2% |
0.0134 |
| ATR |
0.0073 |
0.0072 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
13 |
3 |
-10 |
-76.9% |
37 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3360 |
1.3351 |
1.3312 |
|
| R3 |
1.3340 |
1.3331 |
1.3307 |
|
| R2 |
1.3320 |
1.3320 |
1.3305 |
|
| R1 |
1.3311 |
1.3311 |
1.3303 |
1.3316 |
| PP |
1.3300 |
1.3300 |
1.3300 |
1.3303 |
| S1 |
1.3291 |
1.3291 |
1.3299 |
1.3296 |
| S2 |
1.3280 |
1.3280 |
1.3297 |
|
| S3 |
1.3260 |
1.3271 |
1.3296 |
|
| S4 |
1.3240 |
1.3251 |
1.3290 |
|
|
| 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 |
1.3395 |
|
2.618 |
1.3362 |
|
1.618 |
1.3342 |
|
1.000 |
1.3330 |
|
0.618 |
1.3322 |
|
HIGH |
1.3310 |
|
0.618 |
1.3302 |
|
0.500 |
1.3300 |
|
0.382 |
1.3298 |
|
LOW |
1.3290 |
|
0.618 |
1.3278 |
|
1.000 |
1.3270 |
|
1.618 |
1.3258 |
|
2.618 |
1.3238 |
|
4.250 |
1.3205 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3301 |
1.3276 |
| PP |
1.3300 |
1.3250 |
| S1 |
1.3300 |
1.3225 |
|