CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3288 |
1.3237 |
-0.0051 |
-0.4% |
1.3123 |
| High |
1.3292 |
1.3285 |
-0.0007 |
-0.1% |
1.3325 |
| Low |
1.3157 |
1.3185 |
0.0028 |
0.2% |
1.3028 |
| Close |
1.3172 |
1.3205 |
0.0033 |
0.3% |
1.3172 |
| Range |
0.0135 |
0.0100 |
-0.0035 |
-25.9% |
0.0297 |
| ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
244,534 |
206,319 |
-38,215 |
-15.6% |
1,469,077 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3525 |
1.3465 |
1.3260 |
|
| R3 |
1.3425 |
1.3365 |
1.3233 |
|
| R2 |
1.3325 |
1.3325 |
1.3223 |
|
| R1 |
1.3265 |
1.3265 |
1.3214 |
1.3245 |
| PP |
1.3225 |
1.3225 |
1.3225 |
1.3215 |
| S1 |
1.3165 |
1.3165 |
1.3196 |
1.3145 |
| S2 |
1.3125 |
1.3125 |
1.3187 |
|
| S3 |
1.3025 |
1.3065 |
1.3178 |
|
| S4 |
1.2925 |
1.2965 |
1.3150 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4066 |
1.3916 |
1.3335 |
|
| R3 |
1.3769 |
1.3619 |
1.3254 |
|
| R2 |
1.3472 |
1.3472 |
1.3226 |
|
| R1 |
1.3322 |
1.3322 |
1.3199 |
1.3397 |
| PP |
1.3175 |
1.3175 |
1.3175 |
1.3213 |
| S1 |
1.3025 |
1.3025 |
1.3145 |
1.3100 |
| S2 |
1.2878 |
1.2878 |
1.3118 |
|
| S3 |
1.2581 |
1.2728 |
1.3090 |
|
| S4 |
1.2284 |
1.2431 |
1.3009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3325 |
1.3091 |
0.0234 |
1.8% |
0.0120 |
0.9% |
49% |
False |
False |
279,983 |
| 10 |
1.3325 |
1.3027 |
0.0298 |
2.3% |
0.0135 |
1.0% |
60% |
False |
False |
298,142 |
| 20 |
1.3325 |
1.2628 |
0.0697 |
5.3% |
0.0139 |
1.1% |
83% |
False |
False |
279,730 |
| 40 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0129 |
1.0% |
83% |
False |
False |
234,259 |
| 60 |
1.3625 |
1.2627 |
0.0998 |
7.6% |
0.0135 |
1.0% |
58% |
False |
False |
163,747 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0147 |
1.1% |
36% |
False |
False |
122,997 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0151 |
1.1% |
36% |
False |
False |
98,478 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.0% |
0.0143 |
1.1% |
31% |
False |
False |
82,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3710 |
|
2.618 |
1.3547 |
|
1.618 |
1.3447 |
|
1.000 |
1.3385 |
|
0.618 |
1.3347 |
|
HIGH |
1.3285 |
|
0.618 |
1.3247 |
|
0.500 |
1.3235 |
|
0.382 |
1.3223 |
|
LOW |
1.3185 |
|
0.618 |
1.3123 |
|
1.000 |
1.3085 |
|
1.618 |
1.3023 |
|
2.618 |
1.2923 |
|
4.250 |
1.2760 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3235 |
1.3241 |
| PP |
1.3225 |
1.3229 |
| S1 |
1.3215 |
1.3217 |
|