CME Euro FX (E) Future December 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3270 |
1.3271 |
0.0001 |
0.0% |
1.3224 |
| High |
1.3270 |
1.3362 |
0.0092 |
0.7% |
1.3224 |
| Low |
1.3270 |
1.3271 |
0.0001 |
0.0% |
1.3091 |
| Close |
1.3270 |
1.3362 |
0.0092 |
0.7% |
1.3186 |
| Range |
0.0000 |
0.0091 |
0.0091 |
|
0.0133 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
34 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3605 |
1.3574 |
1.3412 |
|
| R3 |
1.3514 |
1.3483 |
1.3387 |
|
| R2 |
1.3423 |
1.3423 |
1.3379 |
|
| R1 |
1.3392 |
1.3392 |
1.3370 |
1.3408 |
| PP |
1.3332 |
1.3332 |
1.3332 |
1.3339 |
| S1 |
1.3301 |
1.3301 |
1.3354 |
1.3317 |
| S2 |
1.3241 |
1.3241 |
1.3345 |
|
| S3 |
1.3150 |
1.3210 |
1.3337 |
|
| S4 |
1.3059 |
1.3119 |
1.3312 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3566 |
1.3509 |
1.3259 |
|
| R3 |
1.3433 |
1.3376 |
1.3223 |
|
| R2 |
1.3300 |
1.3300 |
1.3210 |
|
| R1 |
1.3243 |
1.3243 |
1.3198 |
1.3205 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3148 |
| S1 |
1.3110 |
1.3110 |
1.3174 |
1.3072 |
| S2 |
1.3034 |
1.3034 |
1.3162 |
|
| S3 |
1.2901 |
1.2977 |
1.3149 |
|
| S4 |
1.2768 |
1.2844 |
1.3113 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3749 |
|
2.618 |
1.3600 |
|
1.618 |
1.3509 |
|
1.000 |
1.3453 |
|
0.618 |
1.3418 |
|
HIGH |
1.3362 |
|
0.618 |
1.3327 |
|
0.500 |
1.3317 |
|
0.382 |
1.3306 |
|
LOW |
1.3271 |
|
0.618 |
1.3215 |
|
1.000 |
1.3180 |
|
1.618 |
1.3124 |
|
2.618 |
1.3033 |
|
4.250 |
1.2884 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3347 |
1.3332 |
| PP |
1.3332 |
1.3302 |
| S1 |
1.3317 |
1.3272 |
|