CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3424 |
1.3450 |
0.0026 |
0.2% |
1.3253 |
| High |
1.3493 |
1.3450 |
-0.0043 |
-0.3% |
1.3500 |
| Low |
1.3415 |
1.3354 |
-0.0061 |
-0.5% |
1.3233 |
| Close |
1.3473 |
1.3354 |
-0.0119 |
-0.9% |
1.3477 |
| Range |
0.0078 |
0.0096 |
0.0018 |
23.1% |
0.0267 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.9% |
0.0000 |
| Volume |
39 |
11 |
-28 |
-71.8% |
104 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3610 |
1.3407 |
|
| R3 |
1.3578 |
1.3514 |
1.3380 |
|
| R2 |
1.3482 |
1.3482 |
1.3372 |
|
| R1 |
1.3418 |
1.3418 |
1.3363 |
1.3402 |
| PP |
1.3386 |
1.3386 |
1.3386 |
1.3378 |
| S1 |
1.3322 |
1.3322 |
1.3345 |
1.3306 |
| S2 |
1.3290 |
1.3290 |
1.3336 |
|
| S3 |
1.3194 |
1.3226 |
1.3328 |
|
| S4 |
1.3098 |
1.3130 |
1.3301 |
|
|
| 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 |
1.3858 |
|
2.618 |
1.3701 |
|
1.618 |
1.3605 |
|
1.000 |
1.3546 |
|
0.618 |
1.3509 |
|
HIGH |
1.3450 |
|
0.618 |
1.3413 |
|
0.500 |
1.3402 |
|
0.382 |
1.3391 |
|
LOW |
1.3354 |
|
0.618 |
1.3295 |
|
1.000 |
1.3258 |
|
1.618 |
1.3199 |
|
2.618 |
1.3103 |
|
4.250 |
1.2946 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3402 |
1.3424 |
| PP |
1.3386 |
1.3400 |
| S1 |
1.3370 |
1.3377 |
|