CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3033 |
-0.0167 |
-1.3% |
1.3139 |
| High |
1.3200 |
1.3158 |
-0.0042 |
-0.3% |
1.3310 |
| Low |
1.3079 |
1.3023 |
-0.0056 |
-0.4% |
1.3139 |
| Close |
1.3079 |
1.3158 |
0.0079 |
0.6% |
1.3183 |
| Range |
0.0121 |
0.0135 |
0.0014 |
11.6% |
0.0171 |
| ATR |
0.0078 |
0.0082 |
0.0004 |
5.2% |
0.0000 |
| Volume |
12 |
6 |
-6 |
-50.0% |
27 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3518 |
1.3473 |
1.3232 |
|
| R3 |
1.3383 |
1.3338 |
1.3195 |
|
| R2 |
1.3248 |
1.3248 |
1.3183 |
|
| R1 |
1.3203 |
1.3203 |
1.3170 |
1.3226 |
| PP |
1.3113 |
1.3113 |
1.3113 |
1.3124 |
| S1 |
1.3068 |
1.3068 |
1.3146 |
1.3091 |
| S2 |
1.2978 |
1.2978 |
1.3133 |
|
| S3 |
1.2843 |
1.2933 |
1.3121 |
|
| S4 |
1.2708 |
1.2798 |
1.3084 |
|
|
| 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 |
1.3732 |
|
2.618 |
1.3511 |
|
1.618 |
1.3376 |
|
1.000 |
1.3293 |
|
0.618 |
1.3241 |
|
HIGH |
1.3158 |
|
0.618 |
1.3106 |
|
0.500 |
1.3091 |
|
0.382 |
1.3075 |
|
LOW |
1.3023 |
|
0.618 |
1.2940 |
|
1.000 |
1.2888 |
|
1.618 |
1.2805 |
|
2.618 |
1.2670 |
|
4.250 |
1.2449 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3136 |
1.3143 |
| PP |
1.3113 |
1.3127 |
| S1 |
1.3091 |
1.3112 |
|