CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3226 |
1.3181 |
-0.0045 |
-0.3% |
1.3139 |
| High |
1.3226 |
1.3181 |
-0.0045 |
-0.3% |
1.3310 |
| Low |
1.3217 |
1.3110 |
-0.0107 |
-0.8% |
1.3139 |
| Close |
1.3217 |
1.3110 |
-0.0107 |
-0.8% |
1.3183 |
| Range |
0.0009 |
0.0071 |
0.0062 |
688.9% |
0.0171 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.4% |
0.0000 |
| Volume |
8 |
1 |
-7 |
-87.5% |
27 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3299 |
1.3149 |
|
| R3 |
1.3276 |
1.3228 |
1.3130 |
|
| R2 |
1.3205 |
1.3205 |
1.3123 |
|
| R1 |
1.3157 |
1.3157 |
1.3117 |
1.3146 |
| PP |
1.3134 |
1.3134 |
1.3134 |
1.3128 |
| S1 |
1.3086 |
1.3086 |
1.3103 |
1.3075 |
| S2 |
1.3063 |
1.3063 |
1.3097 |
|
| S3 |
1.2992 |
1.3015 |
1.3090 |
|
| S4 |
1.2921 |
1.2944 |
1.3071 |
|
|
| 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 |
1.3483 |
|
2.618 |
1.3367 |
|
1.618 |
1.3296 |
|
1.000 |
1.3252 |
|
0.618 |
1.3225 |
|
HIGH |
1.3181 |
|
0.618 |
1.3154 |
|
0.500 |
1.3146 |
|
0.382 |
1.3137 |
|
LOW |
1.3110 |
|
0.618 |
1.3066 |
|
1.000 |
1.3039 |
|
1.618 |
1.2995 |
|
2.618 |
1.2924 |
|
4.250 |
1.2808 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3146 |
1.3168 |
| PP |
1.3134 |
1.3149 |
| S1 |
1.3122 |
1.3129 |
|