CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1.3182 |
1.3270 |
0.0088 |
0.7% |
1.3224 |
High |
1.3273 |
1.3270 |
-0.0003 |
0.0% |
1.3224 |
Low |
1.3182 |
1.3270 |
0.0088 |
0.7% |
1.3091 |
Close |
1.3273 |
1.3270 |
-0.0003 |
0.0% |
1.3186 |
Range |
0.0091 |
0.0000 |
-0.0091 |
-100.0% |
0.0133 |
ATR |
0.0053 |
0.0050 |
-0.0004 |
-6.7% |
0.0000 |
Volume |
6 |
2 |
-4 |
-66.7% |
34 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3270 |
1.3270 |
1.3270 |
|
R3 |
1.3270 |
1.3270 |
1.3270 |
|
R2 |
1.3270 |
1.3270 |
1.3270 |
|
R1 |
1.3270 |
1.3270 |
1.3270 |
1.3270 |
PP |
1.3270 |
1.3270 |
1.3270 |
1.3270 |
S1 |
1.3270 |
1.3270 |
1.3270 |
1.3270 |
S2 |
1.3270 |
1.3270 |
1.3270 |
|
S3 |
1.3270 |
1.3270 |
1.3270 |
|
S4 |
1.3270 |
1.3270 |
1.3270 |
|
|
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 |
1.3270 |
2.618 |
1.3270 |
1.618 |
1.3270 |
1.000 |
1.3270 |
0.618 |
1.3270 |
HIGH |
1.3270 |
0.618 |
1.3270 |
0.500 |
1.3270 |
0.382 |
1.3270 |
LOW |
1.3270 |
0.618 |
1.3270 |
1.000 |
1.3270 |
1.618 |
1.3270 |
2.618 |
1.3270 |
4.250 |
1.3270 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3270 |
1.3256 |
PP |
1.3270 |
1.3242 |
S1 |
1.3270 |
1.3228 |
|