CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3095 |
1.3149 |
0.0054 |
0.4% |
1.3025 |
| High |
1.3211 |
1.3156 |
-0.0055 |
-0.4% |
1.3219 |
| Low |
1.3095 |
1.3128 |
0.0033 |
0.3% |
1.2982 |
| Close |
1.3173 |
1.3156 |
-0.0017 |
-0.1% |
1.3219 |
| Range |
0.0116 |
0.0028 |
-0.0088 |
-75.9% |
0.0237 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
8 |
10 |
2 |
25.0% |
22 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3221 |
1.3171 |
|
| R3 |
1.3203 |
1.3193 |
1.3164 |
|
| R2 |
1.3175 |
1.3175 |
1.3161 |
|
| R1 |
1.3165 |
1.3165 |
1.3159 |
1.3170 |
| PP |
1.3147 |
1.3147 |
1.3147 |
1.3149 |
| S1 |
1.3137 |
1.3137 |
1.3153 |
1.3142 |
| S2 |
1.3119 |
1.3119 |
1.3151 |
|
| S3 |
1.3091 |
1.3109 |
1.3148 |
|
| S4 |
1.3063 |
1.3081 |
1.3141 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3851 |
1.3772 |
1.3349 |
|
| R3 |
1.3614 |
1.3535 |
1.3284 |
|
| R2 |
1.3377 |
1.3377 |
1.3262 |
|
| R1 |
1.3298 |
1.3298 |
1.3241 |
1.3338 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3160 |
| S1 |
1.3061 |
1.3061 |
1.3197 |
1.3101 |
| S2 |
1.2903 |
1.2903 |
1.3176 |
|
| S3 |
1.2666 |
1.2824 |
1.3154 |
|
| S4 |
1.2429 |
1.2587 |
1.3089 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3275 |
|
2.618 |
1.3229 |
|
1.618 |
1.3201 |
|
1.000 |
1.3184 |
|
0.618 |
1.3173 |
|
HIGH |
1.3156 |
|
0.618 |
1.3145 |
|
0.500 |
1.3142 |
|
0.382 |
1.3139 |
|
LOW |
1.3128 |
|
0.618 |
1.3111 |
|
1.000 |
1.3100 |
|
1.618 |
1.3083 |
|
2.618 |
1.3055 |
|
4.250 |
1.3009 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3151 |
1.3155 |
| PP |
1.3147 |
1.3154 |
| S1 |
1.3142 |
1.3153 |
|