CME Euro FX (E) Future December 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 |
1.3321 |
1.3296 |
-0.0025 |
-0.2% |
1.3429 |
| High |
1.3342 |
1.3296 |
-0.0046 |
-0.3% |
1.3484 |
| Low |
1.3321 |
1.3236 |
-0.0085 |
-0.6% |
1.3236 |
| Close |
1.3342 |
1.3236 |
-0.0106 |
-0.8% |
1.3236 |
| Range |
0.0021 |
0.0060 |
0.0039 |
185.7% |
0.0248 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
5.2% |
0.0000 |
| Volume |
40 |
7 |
-33 |
-82.5% |
50 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3436 |
1.3396 |
1.3269 |
|
| R3 |
1.3376 |
1.3336 |
1.3253 |
|
| R2 |
1.3316 |
1.3316 |
1.3247 |
|
| R1 |
1.3276 |
1.3276 |
1.3242 |
1.3266 |
| PP |
1.3256 |
1.3256 |
1.3256 |
1.3251 |
| S1 |
1.3216 |
1.3216 |
1.3231 |
1.3206 |
| S2 |
1.3196 |
1.3196 |
1.3225 |
|
| S3 |
1.3136 |
1.3156 |
1.3220 |
|
| S4 |
1.3076 |
1.3096 |
1.3203 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4063 |
1.3897 |
1.3372 |
|
| R3 |
1.3815 |
1.3649 |
1.3304 |
|
| R2 |
1.3567 |
1.3567 |
1.3281 |
|
| R1 |
1.3401 |
1.3401 |
1.3259 |
1.3360 |
| PP |
1.3319 |
1.3319 |
1.3319 |
1.3298 |
| S1 |
1.3153 |
1.3153 |
1.3213 |
1.3112 |
| S2 |
1.3071 |
1.3071 |
1.3191 |
|
| S3 |
1.2823 |
1.2905 |
1.3168 |
|
| S4 |
1.2575 |
1.2657 |
1.3100 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3551 |
|
2.618 |
1.3453 |
|
1.618 |
1.3393 |
|
1.000 |
1.3356 |
|
0.618 |
1.3333 |
|
HIGH |
1.3296 |
|
0.618 |
1.3273 |
|
0.500 |
1.3266 |
|
0.382 |
1.3259 |
|
LOW |
1.3236 |
|
0.618 |
1.3199 |
|
1.000 |
1.3176 |
|
1.618 |
1.3139 |
|
2.618 |
1.3079 |
|
4.250 |
1.2981 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3266 |
1.3344 |
| PP |
1.3256 |
1.3308 |
| S1 |
1.3246 |
1.3272 |
|