CME Euro FX (E) Future December 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1.3429 |
1.3484 |
0.0055 |
0.4% |
1.3182 |
High |
1.3429 |
1.3484 |
0.0055 |
0.4% |
1.3491 |
Low |
1.3429 |
1.3484 |
0.0055 |
0.4% |
1.3182 |
Close |
1.3429 |
1.3484 |
0.0055 |
0.4% |
1.3491 |
Range |
|
|
|
|
|
ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3484 |
1.3484 |
1.3484 |
|
R3 |
1.3484 |
1.3484 |
1.3484 |
|
R2 |
1.3484 |
1.3484 |
1.3484 |
|
R1 |
1.3484 |
1.3484 |
1.3484 |
1.3484 |
PP |
1.3484 |
1.3484 |
1.3484 |
1.3484 |
S1 |
1.3484 |
1.3484 |
1.3484 |
1.3484 |
S2 |
1.3484 |
1.3484 |
1.3484 |
|
S3 |
1.3484 |
1.3484 |
1.3484 |
|
S4 |
1.3484 |
1.3484 |
1.3484 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4315 |
1.4212 |
1.3661 |
|
R3 |
1.4006 |
1.3903 |
1.3576 |
|
R2 |
1.3697 |
1.3697 |
1.3548 |
|
R1 |
1.3594 |
1.3594 |
1.3519 |
1.3646 |
PP |
1.3388 |
1.3388 |
1.3388 |
1.3414 |
S1 |
1.3285 |
1.3285 |
1.3463 |
1.3337 |
S2 |
1.3079 |
1.3079 |
1.3434 |
|
S3 |
1.2770 |
1.2976 |
1.3406 |
|
S4 |
1.2461 |
1.2667 |
1.3321 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3484 |
2.618 |
1.3484 |
1.618 |
1.3484 |
1.000 |
1.3484 |
0.618 |
1.3484 |
HIGH |
1.3484 |
0.618 |
1.3484 |
0.500 |
1.3484 |
0.382 |
1.3484 |
LOW |
1.3484 |
0.618 |
1.3484 |
1.000 |
1.3484 |
1.618 |
1.3484 |
2.618 |
1.3484 |
4.250 |
1.3484 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3484 |
1.3476 |
PP |
1.3484 |
1.3468 |
S1 |
1.3484 |
1.3460 |
|