CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3330 |
1.3283 |
-0.0047 |
-0.4% |
1.3430 |
| High |
1.3354 |
1.3283 |
-0.0071 |
-0.5% |
1.3493 |
| Low |
1.3317 |
1.3216 |
-0.0101 |
-0.8% |
1.3216 |
| Close |
1.3332 |
1.3225 |
-0.0107 |
-0.8% |
1.3225 |
| Range |
0.0037 |
0.0067 |
0.0030 |
81.1% |
0.0277 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.8% |
0.0000 |
| Volume |
49 |
11 |
-38 |
-77.6% |
134 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3442 |
1.3401 |
1.3262 |
|
| R3 |
1.3375 |
1.3334 |
1.3243 |
|
| R2 |
1.3308 |
1.3308 |
1.3237 |
|
| R1 |
1.3267 |
1.3267 |
1.3231 |
1.3254 |
| PP |
1.3241 |
1.3241 |
1.3241 |
1.3235 |
| S1 |
1.3200 |
1.3200 |
1.3219 |
1.3187 |
| S2 |
1.3174 |
1.3174 |
1.3213 |
|
| S3 |
1.3107 |
1.3133 |
1.3207 |
|
| S4 |
1.3040 |
1.3066 |
1.3188 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4142 |
1.3961 |
1.3377 |
|
| R3 |
1.3865 |
1.3684 |
1.3301 |
|
| R2 |
1.3588 |
1.3588 |
1.3276 |
|
| R1 |
1.3407 |
1.3407 |
1.3250 |
1.3359 |
| PP |
1.3311 |
1.3311 |
1.3311 |
1.3288 |
| S1 |
1.3130 |
1.3130 |
1.3200 |
1.3082 |
| S2 |
1.3034 |
1.3034 |
1.3174 |
|
| S3 |
1.2757 |
1.2853 |
1.3149 |
|
| S4 |
1.2480 |
1.2576 |
1.3073 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3568 |
|
2.618 |
1.3458 |
|
1.618 |
1.3391 |
|
1.000 |
1.3350 |
|
0.618 |
1.3324 |
|
HIGH |
1.3283 |
|
0.618 |
1.3257 |
|
0.500 |
1.3250 |
|
0.382 |
1.3242 |
|
LOW |
1.3216 |
|
0.618 |
1.3175 |
|
1.000 |
1.3149 |
|
1.618 |
1.3108 |
|
2.618 |
1.3041 |
|
4.250 |
1.2931 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3250 |
1.3333 |
| PP |
1.3241 |
1.3297 |
| S1 |
1.3233 |
1.3261 |
|