CME Euro FX (E) Future March 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 |
1.3093 |
1.3169 |
0.0076 |
0.6% |
1.2885 |
| High |
1.3221 |
1.3198 |
-0.0023 |
-0.2% |
1.3237 |
| Low |
1.3027 |
1.3086 |
0.0059 |
0.5% |
1.2880 |
| Close |
1.3158 |
1.3143 |
-0.0015 |
-0.1% |
1.3207 |
| Range |
0.0194 |
0.0112 |
-0.0082 |
-42.3% |
0.0357 |
| ATR |
0.0147 |
0.0145 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
343,798 |
291,809 |
-51,989 |
-15.1% |
1,527,983 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3478 |
1.3423 |
1.3205 |
|
| R3 |
1.3366 |
1.3311 |
1.3174 |
|
| R2 |
1.3254 |
1.3254 |
1.3164 |
|
| R1 |
1.3199 |
1.3199 |
1.3153 |
1.3171 |
| PP |
1.3142 |
1.3142 |
1.3142 |
1.3128 |
| S1 |
1.3087 |
1.3087 |
1.3133 |
1.3059 |
| S2 |
1.3030 |
1.3030 |
1.3122 |
|
| S3 |
1.2918 |
1.2975 |
1.3112 |
|
| S4 |
1.2806 |
1.2863 |
1.3081 |
|
|
| 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% |
0.0157 |
1.2% |
55% |
False |
False |
297,869 |
| 10 |
1.3237 |
1.2880 |
0.0357 |
2.7% |
0.0145 |
1.1% |
74% |
False |
False |
293,411 |
| 20 |
1.3237 |
1.2627 |
0.0610 |
4.6% |
0.0147 |
1.1% |
85% |
False |
False |
272,001 |
| 40 |
1.3468 |
1.2627 |
0.0841 |
6.4% |
0.0134 |
1.0% |
61% |
False |
False |
193,872 |
| 60 |
1.3845 |
1.2627 |
0.1218 |
9.3% |
0.0142 |
1.1% |
42% |
False |
False |
129,979 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0151 |
1.2% |
32% |
False |
False |
97,661 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0152 |
1.2% |
32% |
False |
False |
78,178 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.0% |
0.0139 |
1.1% |
28% |
False |
False |
65,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3674 |
|
2.618 |
1.3491 |
|
1.618 |
1.3379 |
|
1.000 |
1.3310 |
|
0.618 |
1.3267 |
|
HIGH |
1.3198 |
|
0.618 |
1.3155 |
|
0.500 |
1.3142 |
|
0.382 |
1.3129 |
|
LOW |
1.3086 |
|
0.618 |
1.3017 |
|
1.000 |
1.2974 |
|
1.618 |
1.2905 |
|
2.618 |
1.2793 |
|
4.250 |
1.2610 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3143 |
1.3137 |
| PP |
1.3142 |
1.3130 |
| S1 |
1.3142 |
1.3124 |
|