CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3033 |
1.3144 |
0.0111 |
0.9% |
1.3226 |
| High |
1.3158 |
1.3200 |
0.0042 |
0.3% |
1.3226 |
| Low |
1.3023 |
1.3144 |
0.0121 |
0.9% |
1.3023 |
| Close |
1.3158 |
1.3174 |
0.0016 |
0.1% |
1.3174 |
| Range |
0.0135 |
0.0056 |
-0.0079 |
-58.5% |
0.0203 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
6 |
60 |
54 |
900.0% |
87 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3313 |
1.3205 |
|
| R3 |
1.3285 |
1.3257 |
1.3189 |
|
| R2 |
1.3229 |
1.3229 |
1.3184 |
|
| R1 |
1.3201 |
1.3201 |
1.3179 |
1.3215 |
| PP |
1.3173 |
1.3173 |
1.3173 |
1.3180 |
| S1 |
1.3145 |
1.3145 |
1.3169 |
1.3159 |
| S2 |
1.3117 |
1.3117 |
1.3164 |
|
| S3 |
1.3061 |
1.3089 |
1.3159 |
|
| S4 |
1.3005 |
1.3033 |
1.3143 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3750 |
1.3665 |
1.3286 |
|
| R3 |
1.3547 |
1.3462 |
1.3230 |
|
| R2 |
1.3344 |
1.3344 |
1.3211 |
|
| R1 |
1.3259 |
1.3259 |
1.3193 |
1.3200 |
| PP |
1.3141 |
1.3141 |
1.3141 |
1.3112 |
| S1 |
1.3056 |
1.3056 |
1.3155 |
1.2997 |
| S2 |
1.2938 |
1.2938 |
1.3137 |
|
| S3 |
1.2735 |
1.2853 |
1.3118 |
|
| S4 |
1.2532 |
1.2650 |
1.3062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3438 |
|
2.618 |
1.3347 |
|
1.618 |
1.3291 |
|
1.000 |
1.3256 |
|
0.618 |
1.3235 |
|
HIGH |
1.3200 |
|
0.618 |
1.3179 |
|
0.500 |
1.3172 |
|
0.382 |
1.3165 |
|
LOW |
1.3144 |
|
0.618 |
1.3109 |
|
1.000 |
1.3088 |
|
1.618 |
1.3053 |
|
2.618 |
1.2997 |
|
4.250 |
1.2906 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3173 |
1.3153 |
| PP |
1.3173 |
1.3132 |
| S1 |
1.3172 |
1.3112 |
|