CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3428 |
1.3430 |
0.0002 |
0.0% |
1.3253 |
| High |
1.3500 |
1.3430 |
-0.0070 |
-0.5% |
1.3500 |
| Low |
1.3428 |
1.3398 |
-0.0030 |
-0.2% |
1.3233 |
| Close |
1.3477 |
1.3415 |
-0.0062 |
-0.5% |
1.3477 |
| Range |
0.0072 |
0.0032 |
-0.0040 |
-55.6% |
0.0267 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
75 |
24 |
-51 |
-68.0% |
104 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3510 |
1.3495 |
1.3433 |
|
| R3 |
1.3478 |
1.3463 |
1.3424 |
|
| R2 |
1.3446 |
1.3446 |
1.3421 |
|
| R1 |
1.3431 |
1.3431 |
1.3418 |
1.3423 |
| PP |
1.3414 |
1.3414 |
1.3414 |
1.3410 |
| S1 |
1.3399 |
1.3399 |
1.3412 |
1.3391 |
| S2 |
1.3382 |
1.3382 |
1.3409 |
|
| S3 |
1.3350 |
1.3367 |
1.3406 |
|
| S4 |
1.3318 |
1.3335 |
1.3397 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4204 |
1.4108 |
1.3624 |
|
| R3 |
1.3937 |
1.3841 |
1.3550 |
|
| R2 |
1.3670 |
1.3670 |
1.3526 |
|
| R1 |
1.3574 |
1.3574 |
1.3501 |
1.3622 |
| PP |
1.3403 |
1.3403 |
1.3403 |
1.3428 |
| S1 |
1.3307 |
1.3307 |
1.3453 |
1.3355 |
| S2 |
1.3136 |
1.3136 |
1.3428 |
|
| S3 |
1.2869 |
1.3040 |
1.3404 |
|
| S4 |
1.2602 |
1.2773 |
1.3330 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3566 |
|
2.618 |
1.3514 |
|
1.618 |
1.3482 |
|
1.000 |
1.3462 |
|
0.618 |
1.3450 |
|
HIGH |
1.3430 |
|
0.618 |
1.3418 |
|
0.500 |
1.3414 |
|
0.382 |
1.3410 |
|
LOW |
1.3398 |
|
0.618 |
1.3378 |
|
1.000 |
1.3366 |
|
1.618 |
1.3346 |
|
2.618 |
1.3314 |
|
4.250 |
1.3262 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3415 |
1.3411 |
| PP |
1.3414 |
1.3407 |
| S1 |
1.3414 |
1.3403 |
|