CME Euro FX (E) Future September 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1.3290 |
1.3188 |
-0.0102 |
-0.8% |
1.3139 |
High |
1.3310 |
1.3190 |
-0.0120 |
-0.9% |
1.3310 |
Low |
1.3290 |
1.3183 |
-0.0107 |
-0.8% |
1.3139 |
Close |
1.3301 |
1.3183 |
-0.0118 |
-0.9% |
1.3183 |
Range |
0.0020 |
0.0007 |
-0.0013 |
-65.0% |
0.0171 |
ATR |
0.0072 |
0.0075 |
0.0003 |
4.6% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
27 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3206 |
1.3202 |
1.3187 |
|
R3 |
1.3199 |
1.3195 |
1.3185 |
|
R2 |
1.3192 |
1.3192 |
1.3184 |
|
R1 |
1.3188 |
1.3188 |
1.3184 |
1.3187 |
PP |
1.3185 |
1.3185 |
1.3185 |
1.3185 |
S1 |
1.3181 |
1.3181 |
1.3182 |
1.3180 |
S2 |
1.3178 |
1.3178 |
1.3182 |
|
S3 |
1.3171 |
1.3174 |
1.3181 |
|
S4 |
1.3164 |
1.3167 |
1.3179 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3724 |
1.3624 |
1.3277 |
|
R3 |
1.3553 |
1.3453 |
1.3230 |
|
R2 |
1.3382 |
1.3382 |
1.3214 |
|
R1 |
1.3282 |
1.3282 |
1.3199 |
1.3332 |
PP |
1.3211 |
1.3211 |
1.3211 |
1.3236 |
S1 |
1.3111 |
1.3111 |
1.3167 |
1.3161 |
S2 |
1.3040 |
1.3040 |
1.3152 |
|
S3 |
1.2869 |
1.2940 |
1.3136 |
|
S4 |
1.2698 |
1.2769 |
1.3089 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3220 |
2.618 |
1.3208 |
1.618 |
1.3201 |
1.000 |
1.3197 |
0.618 |
1.3194 |
HIGH |
1.3190 |
0.618 |
1.3187 |
0.500 |
1.3187 |
0.382 |
1.3186 |
LOW |
1.3183 |
0.618 |
1.3179 |
1.000 |
1.3176 |
1.618 |
1.3172 |
2.618 |
1.3165 |
4.250 |
1.3153 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3187 |
1.3247 |
PP |
1.3185 |
1.3225 |
S1 |
1.3184 |
1.3204 |
|