CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3169 |
1.3147 |
-0.0022 |
-0.2% |
1.3218 |
| High |
1.3198 |
1.3217 |
0.0019 |
0.1% |
1.3224 |
| Low |
1.3086 |
1.3067 |
-0.0019 |
-0.1% |
1.3027 |
| Close |
1.3143 |
1.3154 |
0.0011 |
0.1% |
1.3154 |
| Range |
0.0112 |
0.0150 |
0.0038 |
33.9% |
0.0197 |
| ATR |
0.0145 |
0.0145 |
0.0000 |
0.3% |
0.0000 |
| Volume |
291,809 |
355,245 |
63,436 |
21.7% |
1,522,959 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3525 |
1.3237 |
|
| R3 |
1.3446 |
1.3375 |
1.3195 |
|
| R2 |
1.3296 |
1.3296 |
1.3182 |
|
| R1 |
1.3225 |
1.3225 |
1.3168 |
1.3261 |
| PP |
1.3146 |
1.3146 |
1.3146 |
1.3164 |
| S1 |
1.3075 |
1.3075 |
1.3140 |
1.3111 |
| S2 |
1.2996 |
1.2996 |
1.3127 |
|
| S3 |
1.2846 |
1.2925 |
1.3113 |
|
| S4 |
1.2696 |
1.2775 |
1.3072 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3726 |
1.3637 |
1.3262 |
|
| R3 |
1.3529 |
1.3440 |
1.3208 |
|
| R2 |
1.3332 |
1.3332 |
1.3190 |
|
| R1 |
1.3243 |
1.3243 |
1.3172 |
1.3189 |
| PP |
1.3135 |
1.3135 |
1.3135 |
1.3108 |
| S1 |
1.3046 |
1.3046 |
1.3136 |
1.2992 |
| S2 |
1.2938 |
1.2938 |
1.3118 |
|
| S3 |
1.2741 |
1.2849 |
1.3100 |
|
| S4 |
1.2544 |
1.2652 |
1.3046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3224 |
1.3027 |
0.0197 |
1.5% |
0.0155 |
1.2% |
64% |
False |
False |
304,591 |
| 10 |
1.3237 |
1.2880 |
0.0357 |
2.7% |
0.0150 |
1.1% |
77% |
False |
False |
305,094 |
| 20 |
1.3237 |
1.2627 |
0.0610 |
4.6% |
0.0146 |
1.1% |
86% |
False |
False |
276,655 |
| 40 |
1.3468 |
1.2627 |
0.0841 |
6.4% |
0.0136 |
1.0% |
63% |
False |
False |
202,642 |
| 60 |
1.3845 |
1.2627 |
0.1218 |
9.3% |
0.0142 |
1.1% |
43% |
False |
False |
135,893 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0150 |
1.1% |
33% |
False |
False |
102,093 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0151 |
1.1% |
33% |
False |
False |
81,727 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.0% |
0.0140 |
1.1% |
29% |
False |
False |
68,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3855 |
|
2.618 |
1.3610 |
|
1.618 |
1.3460 |
|
1.000 |
1.3367 |
|
0.618 |
1.3310 |
|
HIGH |
1.3217 |
|
0.618 |
1.3160 |
|
0.500 |
1.3142 |
|
0.382 |
1.3124 |
|
LOW |
1.3067 |
|
0.618 |
1.2974 |
|
1.000 |
1.2917 |
|
1.618 |
1.2824 |
|
2.618 |
1.2674 |
|
4.250 |
1.2430 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3150 |
1.3144 |
| PP |
1.3146 |
1.3134 |
| S1 |
1.3142 |
1.3124 |
|