CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3246 |
1.3306 |
0.0060 |
0.5% |
1.3226 |
| High |
1.3269 |
1.3360 |
0.0091 |
0.7% |
1.3226 |
| Low |
1.3246 |
1.3306 |
0.0060 |
0.5% |
1.3023 |
| Close |
1.3257 |
1.3353 |
0.0096 |
0.7% |
1.3174 |
| Range |
0.0023 |
0.0054 |
0.0031 |
134.8% |
0.0203 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
| Volume |
23 |
4 |
-19 |
-82.6% |
87 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3481 |
1.3383 |
|
| R3 |
1.3448 |
1.3427 |
1.3368 |
|
| R2 |
1.3394 |
1.3394 |
1.3363 |
|
| R1 |
1.3373 |
1.3373 |
1.3358 |
1.3384 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3345 |
| S1 |
1.3319 |
1.3319 |
1.3348 |
1.3330 |
| S2 |
1.3286 |
1.3286 |
1.3343 |
|
| S3 |
1.3232 |
1.3265 |
1.3338 |
|
| S4 |
1.3178 |
1.3211 |
1.3323 |
|
|
| 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 |
1.3590 |
|
2.618 |
1.3501 |
|
1.618 |
1.3447 |
|
1.000 |
1.3414 |
|
0.618 |
1.3393 |
|
HIGH |
1.3360 |
|
0.618 |
1.3339 |
|
0.500 |
1.3333 |
|
0.382 |
1.3327 |
|
LOW |
1.3306 |
|
0.618 |
1.3273 |
|
1.000 |
1.3252 |
|
1.618 |
1.3219 |
|
2.618 |
1.3165 |
|
4.250 |
1.3077 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3346 |
1.3334 |
| PP |
1.3340 |
1.3315 |
| S1 |
1.3333 |
1.3297 |
|