CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3147 |
1.3123 |
-0.0024 |
-0.2% |
1.3218 |
| High |
1.3217 |
1.3144 |
-0.0073 |
-0.6% |
1.3224 |
| Low |
1.3067 |
1.3028 |
-0.0039 |
-0.3% |
1.3027 |
| Close |
1.3154 |
1.3125 |
-0.0029 |
-0.2% |
1.3154 |
| Range |
0.0150 |
0.0116 |
-0.0034 |
-22.7% |
0.0197 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
355,245 |
275,478 |
-79,767 |
-22.5% |
1,522,959 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3402 |
1.3189 |
|
| R3 |
1.3331 |
1.3286 |
1.3157 |
|
| R2 |
1.3215 |
1.3215 |
1.3146 |
|
| R1 |
1.3170 |
1.3170 |
1.3136 |
1.3193 |
| PP |
1.3099 |
1.3099 |
1.3099 |
1.3110 |
| S1 |
1.3054 |
1.3054 |
1.3114 |
1.3077 |
| S2 |
1.2983 |
1.2983 |
1.3104 |
|
| S3 |
1.2867 |
1.2938 |
1.3093 |
|
| S4 |
1.2751 |
1.2822 |
1.3061 |
|
|
| 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 |
1.3221 |
1.3027 |
0.0194 |
1.5% |
0.0149 |
1.1% |
51% |
False |
False |
316,300 |
| 10 |
1.3237 |
1.2933 |
0.0304 |
2.3% |
0.0144 |
1.1% |
63% |
False |
False |
306,034 |
| 20 |
1.3237 |
1.2627 |
0.0610 |
4.6% |
0.0145 |
1.1% |
82% |
False |
False |
279,115 |
| 40 |
1.3468 |
1.2627 |
0.0841 |
6.4% |
0.0136 |
1.0% |
59% |
False |
False |
209,255 |
| 60 |
1.3844 |
1.2627 |
0.1217 |
9.3% |
0.0142 |
1.1% |
41% |
False |
False |
140,479 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0150 |
1.1% |
31% |
False |
False |
105,532 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0151 |
1.1% |
31% |
False |
False |
84,481 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.1% |
0.0140 |
1.1% |
27% |
False |
False |
70,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3637 |
|
2.618 |
1.3448 |
|
1.618 |
1.3332 |
|
1.000 |
1.3260 |
|
0.618 |
1.3216 |
|
HIGH |
1.3144 |
|
0.618 |
1.3100 |
|
0.500 |
1.3086 |
|
0.382 |
1.3072 |
|
LOW |
1.3028 |
|
0.618 |
1.2956 |
|
1.000 |
1.2912 |
|
1.618 |
1.2840 |
|
2.618 |
1.2724 |
|
4.250 |
1.2535 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3112 |
1.3124 |
| PP |
1.3099 |
1.3123 |
| S1 |
1.3086 |
1.3123 |
|