CME Euro FX (E) Future September 2012
Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.3450 |
1.3330 |
-0.0120 |
-0.9% |
1.3253 |
High |
1.3450 |
1.3354 |
-0.0096 |
-0.7% |
1.3500 |
Low |
1.3354 |
1.3317 |
-0.0037 |
-0.3% |
1.3233 |
Close |
1.3354 |
1.3332 |
-0.0022 |
-0.2% |
1.3477 |
Range |
0.0096 |
0.0037 |
-0.0059 |
-61.5% |
0.0267 |
ATR |
0.0087 |
0.0084 |
-0.0004 |
-4.1% |
0.0000 |
Volume |
11 |
49 |
38 |
345.5% |
104 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3445 |
1.3426 |
1.3352 |
|
R3 |
1.3408 |
1.3389 |
1.3342 |
|
R2 |
1.3371 |
1.3371 |
1.3339 |
|
R1 |
1.3352 |
1.3352 |
1.3335 |
1.3362 |
PP |
1.3334 |
1.3334 |
1.3334 |
1.3339 |
S1 |
1.3315 |
1.3315 |
1.3329 |
1.3325 |
S2 |
1.3297 |
1.3297 |
1.3325 |
|
S3 |
1.3260 |
1.3278 |
1.3322 |
|
S4 |
1.3223 |
1.3241 |
1.3312 |
|
|
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 |
1.3511 |
2.618 |
1.3451 |
1.618 |
1.3414 |
1.000 |
1.3391 |
0.618 |
1.3377 |
HIGH |
1.3354 |
0.618 |
1.3340 |
0.500 |
1.3336 |
0.382 |
1.3331 |
LOW |
1.3317 |
0.618 |
1.3294 |
1.000 |
1.3280 |
1.618 |
1.3257 |
2.618 |
1.3220 |
4.250 |
1.3160 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3336 |
1.3405 |
PP |
1.3334 |
1.3381 |
S1 |
1.3333 |
1.3356 |
|