CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3181 |
1.3200 |
0.0019 |
0.1% |
1.3139 |
| High |
1.3181 |
1.3200 |
0.0019 |
0.1% |
1.3310 |
| Low |
1.3110 |
1.3079 |
-0.0031 |
-0.2% |
1.3139 |
| Close |
1.3110 |
1.3079 |
-0.0031 |
-0.2% |
1.3183 |
| Range |
0.0071 |
0.0121 |
0.0050 |
70.4% |
0.0171 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.4% |
0.0000 |
| Volume |
1 |
12 |
11 |
1,100.0% |
27 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3482 |
1.3402 |
1.3146 |
|
| R3 |
1.3361 |
1.3281 |
1.3112 |
|
| R2 |
1.3240 |
1.3240 |
1.3101 |
|
| R1 |
1.3160 |
1.3160 |
1.3090 |
1.3140 |
| PP |
1.3119 |
1.3119 |
1.3119 |
1.3109 |
| S1 |
1.3039 |
1.3039 |
1.3068 |
1.3019 |
| S2 |
1.2998 |
1.2998 |
1.3057 |
|
| S3 |
1.2877 |
1.2918 |
1.3046 |
|
| S4 |
1.2756 |
1.2797 |
1.3012 |
|
|
| 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 |
1.3714 |
|
2.618 |
1.3517 |
|
1.618 |
1.3396 |
|
1.000 |
1.3321 |
|
0.618 |
1.3275 |
|
HIGH |
1.3200 |
|
0.618 |
1.3154 |
|
0.500 |
1.3140 |
|
0.382 |
1.3125 |
|
LOW |
1.3079 |
|
0.618 |
1.3004 |
|
1.000 |
1.2958 |
|
1.618 |
1.2883 |
|
2.618 |
1.2762 |
|
4.250 |
1.2565 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3140 |
1.3153 |
| PP |
1.3119 |
1.3128 |
| S1 |
1.3099 |
1.3104 |
|