CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3253 |
1.3246 |
-0.0007 |
-0.1% |
1.3226 |
| High |
1.3299 |
1.3269 |
-0.0030 |
-0.2% |
1.3226 |
| Low |
1.3233 |
1.3246 |
0.0013 |
0.1% |
1.3023 |
| Close |
1.3261 |
1.3257 |
-0.0004 |
0.0% |
1.3174 |
| Range |
0.0066 |
0.0023 |
-0.0043 |
-65.2% |
0.0203 |
| ATR |
0.0084 |
0.0079 |
-0.0004 |
-5.2% |
0.0000 |
| Volume |
2 |
23 |
21 |
1,050.0% |
87 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3326 |
1.3315 |
1.3270 |
|
| R3 |
1.3303 |
1.3292 |
1.3263 |
|
| R2 |
1.3280 |
1.3280 |
1.3261 |
|
| R1 |
1.3269 |
1.3269 |
1.3259 |
1.3275 |
| PP |
1.3257 |
1.3257 |
1.3257 |
1.3260 |
| S1 |
1.3246 |
1.3246 |
1.3255 |
1.3252 |
| S2 |
1.3234 |
1.3234 |
1.3253 |
|
| S3 |
1.3211 |
1.3223 |
1.3251 |
|
| S4 |
1.3188 |
1.3200 |
1.3244 |
|
|
| 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 |
1.3367 |
|
2.618 |
1.3329 |
|
1.618 |
1.3306 |
|
1.000 |
1.3292 |
|
0.618 |
1.3283 |
|
HIGH |
1.3269 |
|
0.618 |
1.3260 |
|
0.500 |
1.3258 |
|
0.382 |
1.3255 |
|
LOW |
1.3246 |
|
0.618 |
1.3232 |
|
1.000 |
1.3223 |
|
1.618 |
1.3209 |
|
2.618 |
1.3186 |
|
4.250 |
1.3148 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3258 |
1.3245 |
| PP |
1.3257 |
1.3233 |
| S1 |
1.3257 |
1.3222 |
|