CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3143 |
1.3093 |
-0.0050 |
-0.4% |
1.2885 |
| High |
1.3216 |
1.3221 |
0.0005 |
0.0% |
1.3237 |
| Low |
1.3043 |
1.3027 |
-0.0016 |
-0.1% |
1.2880 |
| Close |
1.3086 |
1.3158 |
0.0072 |
0.6% |
1.3207 |
| Range |
0.0173 |
0.0194 |
0.0021 |
12.1% |
0.0357 |
| ATR |
0.0144 |
0.0147 |
0.0004 |
2.5% |
0.0000 |
| Volume |
315,174 |
343,798 |
28,624 |
9.1% |
1,527,983 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3717 |
1.3632 |
1.3265 |
|
| R3 |
1.3523 |
1.3438 |
1.3211 |
|
| R2 |
1.3329 |
1.3329 |
1.3194 |
|
| R1 |
1.3244 |
1.3244 |
1.3176 |
1.3287 |
| PP |
1.3135 |
1.3135 |
1.3135 |
1.3157 |
| S1 |
1.3050 |
1.3050 |
1.3140 |
1.3093 |
| S2 |
1.2941 |
1.2941 |
1.3122 |
|
| S3 |
1.2747 |
1.2856 |
1.3105 |
|
| S4 |
1.2553 |
1.2662 |
1.3051 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4179 |
1.4050 |
1.3403 |
|
| R3 |
1.3822 |
1.3693 |
1.3305 |
|
| R2 |
1.3465 |
1.3465 |
1.3272 |
|
| R1 |
1.3336 |
1.3336 |
1.3240 |
1.3401 |
| PP |
1.3108 |
1.3108 |
1.3108 |
1.3140 |
| S1 |
1.2979 |
1.2979 |
1.3174 |
1.3044 |
| S2 |
1.2751 |
1.2751 |
1.3142 |
|
| S3 |
1.2394 |
1.2622 |
1.3109 |
|
| S4 |
1.2037 |
1.2265 |
1.3011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3237 |
1.3027 |
0.0210 |
1.6% |
0.0153 |
1.2% |
62% |
False |
True |
294,800 |
| 10 |
1.3237 |
1.2841 |
0.0396 |
3.0% |
0.0148 |
1.1% |
80% |
False |
False |
292,197 |
| 20 |
1.3237 |
1.2627 |
0.0610 |
4.6% |
0.0149 |
1.1% |
87% |
False |
False |
268,113 |
| 40 |
1.3496 |
1.2627 |
0.0869 |
6.6% |
0.0134 |
1.0% |
61% |
False |
False |
186,715 |
| 60 |
1.3874 |
1.2627 |
0.1247 |
9.5% |
0.0143 |
1.1% |
43% |
False |
False |
125,151 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0152 |
1.2% |
33% |
False |
False |
94,019 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0153 |
1.2% |
33% |
False |
False |
75,260 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.0% |
0.0138 |
1.0% |
29% |
False |
False |
62,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4046 |
|
2.618 |
1.3729 |
|
1.618 |
1.3535 |
|
1.000 |
1.3415 |
|
0.618 |
1.3341 |
|
HIGH |
1.3221 |
|
0.618 |
1.3147 |
|
0.500 |
1.3124 |
|
0.382 |
1.3101 |
|
LOW |
1.3027 |
|
0.618 |
1.2907 |
|
1.000 |
1.2833 |
|
1.618 |
1.2713 |
|
2.618 |
1.2519 |
|
4.250 |
1.2203 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3147 |
1.3147 |
| PP |
1.3135 |
1.3136 |
| S1 |
1.3124 |
1.3126 |
|