CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3430 |
1.3424 |
-0.0006 |
0.0% |
1.3253 |
| High |
1.3430 |
1.3493 |
0.0063 |
0.5% |
1.3500 |
| Low |
1.3398 |
1.3415 |
0.0017 |
0.1% |
1.3233 |
| Close |
1.3415 |
1.3473 |
0.0058 |
0.4% |
1.3477 |
| Range |
0.0032 |
0.0078 |
0.0046 |
143.8% |
0.0267 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
24 |
39 |
15 |
62.5% |
104 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3694 |
1.3662 |
1.3516 |
|
| R3 |
1.3616 |
1.3584 |
1.3494 |
|
| R2 |
1.3538 |
1.3538 |
1.3487 |
|
| R1 |
1.3506 |
1.3506 |
1.3480 |
1.3522 |
| PP |
1.3460 |
1.3460 |
1.3460 |
1.3469 |
| S1 |
1.3428 |
1.3428 |
1.3466 |
1.3444 |
| S2 |
1.3382 |
1.3382 |
1.3459 |
|
| S3 |
1.3304 |
1.3350 |
1.3452 |
|
| S4 |
1.3226 |
1.3272 |
1.3430 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4204 |
1.4108 |
1.3624 |
|
| R3 |
1.3937 |
1.3841 |
1.3550 |
|
| R2 |
1.3670 |
1.3670 |
1.3526 |
|
| R1 |
1.3574 |
1.3574 |
1.3501 |
1.3622 |
| PP |
1.3403 |
1.3403 |
1.3403 |
1.3428 |
| S1 |
1.3307 |
1.3307 |
1.3453 |
1.3355 |
| S2 |
1.3136 |
1.3136 |
1.3428 |
|
| S3 |
1.2869 |
1.3040 |
1.3404 |
|
| S4 |
1.2602 |
1.2773 |
1.3330 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3825 |
|
2.618 |
1.3697 |
|
1.618 |
1.3619 |
|
1.000 |
1.3571 |
|
0.618 |
1.3541 |
|
HIGH |
1.3493 |
|
0.618 |
1.3463 |
|
0.500 |
1.3454 |
|
0.382 |
1.3445 |
|
LOW |
1.3415 |
|
0.618 |
1.3367 |
|
1.000 |
1.3337 |
|
1.618 |
1.3289 |
|
2.618 |
1.3211 |
|
4.250 |
1.3084 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3467 |
1.3465 |
| PP |
1.3460 |
1.3457 |
| S1 |
1.3454 |
1.3449 |
|