CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3484 |
1.3432 |
-0.0052 |
-0.4% |
1.3182 |
| High |
1.3484 |
1.3452 |
-0.0032 |
-0.2% |
1.3491 |
| Low |
1.3484 |
1.3364 |
-0.0120 |
-0.9% |
1.3182 |
| Close |
1.3484 |
1.3364 |
-0.0120 |
-0.9% |
1.3491 |
| Range |
0.0000 |
0.0088 |
0.0088 |
|
0.0309 |
| ATR |
0.0058 |
0.0063 |
0.0004 |
7.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3657 |
1.3599 |
1.3412 |
|
| R3 |
1.3569 |
1.3511 |
1.3388 |
|
| R2 |
1.3481 |
1.3481 |
1.3380 |
|
| R1 |
1.3423 |
1.3423 |
1.3372 |
1.3408 |
| PP |
1.3393 |
1.3393 |
1.3393 |
1.3386 |
| S1 |
1.3335 |
1.3335 |
1.3356 |
1.3320 |
| S2 |
1.3305 |
1.3305 |
1.3348 |
|
| S3 |
1.3217 |
1.3247 |
1.3340 |
|
| S4 |
1.3129 |
1.3159 |
1.3316 |
|
|
| 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 |
1.3826 |
|
2.618 |
1.3682 |
|
1.618 |
1.3594 |
|
1.000 |
1.3540 |
|
0.618 |
1.3506 |
|
HIGH |
1.3452 |
|
0.618 |
1.3418 |
|
0.500 |
1.3408 |
|
0.382 |
1.3398 |
|
LOW |
1.3364 |
|
0.618 |
1.3310 |
|
1.000 |
1.3276 |
|
1.618 |
1.3222 |
|
2.618 |
1.3134 |
|
4.250 |
1.2990 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3408 |
1.3424 |
| PP |
1.3393 |
1.3404 |
| S1 |
1.3379 |
1.3384 |
|