CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3186 |
1.3182 |
-0.0004 |
0.0% |
1.3224 |
| High |
1.3186 |
1.3273 |
0.0087 |
0.7% |
1.3224 |
| Low |
1.3186 |
1.3182 |
-0.0004 |
0.0% |
1.3091 |
| Close |
1.3186 |
1.3273 |
0.0087 |
0.7% |
1.3186 |
| Range |
0.0000 |
0.0091 |
0.0091 |
|
0.0133 |
| ATR |
0.0000 |
0.0053 |
0.0053 |
|
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
34 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3516 |
1.3485 |
1.3323 |
|
| R3 |
1.3425 |
1.3394 |
1.3298 |
|
| R2 |
1.3334 |
1.3334 |
1.3290 |
|
| R1 |
1.3303 |
1.3303 |
1.3281 |
1.3319 |
| PP |
1.3243 |
1.3243 |
1.3243 |
1.3250 |
| S1 |
1.3212 |
1.3212 |
1.3265 |
1.3228 |
| S2 |
1.3152 |
1.3152 |
1.3256 |
|
| S3 |
1.3061 |
1.3121 |
1.3248 |
|
| S4 |
1.2970 |
1.3030 |
1.3223 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3566 |
1.3509 |
1.3259 |
|
| R3 |
1.3433 |
1.3376 |
1.3223 |
|
| R2 |
1.3300 |
1.3300 |
1.3210 |
|
| R1 |
1.3243 |
1.3243 |
1.3198 |
1.3205 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3148 |
| S1 |
1.3110 |
1.3110 |
1.3174 |
1.3072 |
| S2 |
1.3034 |
1.3034 |
1.3162 |
|
| S3 |
1.2901 |
1.2977 |
1.3149 |
|
| S4 |
1.2768 |
1.2844 |
1.3113 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3660 |
|
2.618 |
1.3511 |
|
1.618 |
1.3420 |
|
1.000 |
1.3364 |
|
0.618 |
1.3329 |
|
HIGH |
1.3273 |
|
0.618 |
1.3238 |
|
0.500 |
1.3228 |
|
0.382 |
1.3217 |
|
LOW |
1.3182 |
|
0.618 |
1.3126 |
|
1.000 |
1.3091 |
|
1.618 |
1.3035 |
|
2.618 |
1.2944 |
|
4.250 |
1.2795 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3258 |
1.3256 |
| PP |
1.3243 |
1.3238 |
| S1 |
1.3228 |
1.3221 |
|