CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3144 |
1.3253 |
0.0109 |
0.8% |
1.3226 |
| High |
1.3200 |
1.3299 |
0.0099 |
0.8% |
1.3226 |
| Low |
1.3144 |
1.3233 |
0.0089 |
0.7% |
1.3023 |
| Close |
1.3174 |
1.3261 |
0.0087 |
0.7% |
1.3174 |
| Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0203 |
| ATR |
0.0080 |
0.0084 |
0.0003 |
4.0% |
0.0000 |
| Volume |
60 |
2 |
-58 |
-96.7% |
87 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3462 |
1.3428 |
1.3297 |
|
| R3 |
1.3396 |
1.3362 |
1.3279 |
|
| R2 |
1.3330 |
1.3330 |
1.3273 |
|
| R1 |
1.3296 |
1.3296 |
1.3267 |
1.3313 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3273 |
| S1 |
1.3230 |
1.3230 |
1.3255 |
1.3247 |
| S2 |
1.3198 |
1.3198 |
1.3249 |
|
| S3 |
1.3132 |
1.3164 |
1.3243 |
|
| S4 |
1.3066 |
1.3098 |
1.3225 |
|
|
| 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 |
1.3580 |
|
2.618 |
1.3472 |
|
1.618 |
1.3406 |
|
1.000 |
1.3365 |
|
0.618 |
1.3340 |
|
HIGH |
1.3299 |
|
0.618 |
1.3274 |
|
0.500 |
1.3266 |
|
0.382 |
1.3258 |
|
LOW |
1.3233 |
|
0.618 |
1.3192 |
|
1.000 |
1.3167 |
|
1.618 |
1.3126 |
|
2.618 |
1.3060 |
|
4.250 |
1.2953 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3266 |
1.3228 |
| PP |
1.3264 |
1.3194 |
| S1 |
1.3263 |
1.3161 |
|