CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3134 |
1.3063 |
-0.0071 |
-0.5% |
1.3123 |
| High |
1.3192 |
1.3161 |
-0.0031 |
-0.2% |
1.3325 |
| Low |
1.3045 |
1.2975 |
-0.0070 |
-0.5% |
1.3028 |
| Close |
1.3063 |
1.3141 |
0.0078 |
0.6% |
1.3172 |
| Range |
0.0147 |
0.0186 |
0.0039 |
26.5% |
0.0297 |
| ATR |
0.0138 |
0.0141 |
0.0003 |
2.5% |
0.0000 |
| Volume |
318,921 |
355,337 |
36,416 |
11.4% |
1,469,077 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3650 |
1.3582 |
1.3243 |
|
| R3 |
1.3464 |
1.3396 |
1.3192 |
|
| R2 |
1.3278 |
1.3278 |
1.3175 |
|
| R1 |
1.3210 |
1.3210 |
1.3158 |
1.3244 |
| PP |
1.3092 |
1.3092 |
1.3092 |
1.3110 |
| S1 |
1.3024 |
1.3024 |
1.3124 |
1.3058 |
| S2 |
1.2906 |
1.2906 |
1.3107 |
|
| S3 |
1.2720 |
1.2838 |
1.3090 |
|
| S4 |
1.2534 |
1.2652 |
1.3039 |
|
|
| 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 |
1.3292 |
1.2975 |
0.0317 |
2.4% |
0.0141 |
1.1% |
52% |
False |
True |
280,545 |
| 10 |
1.3325 |
1.2975 |
0.0350 |
2.7% |
0.0134 |
1.0% |
47% |
False |
True |
298,251 |
| 20 |
1.3325 |
1.2880 |
0.0445 |
3.4% |
0.0140 |
1.1% |
59% |
False |
False |
295,831 |
| 40 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0135 |
1.0% |
74% |
False |
False |
245,469 |
| 60 |
1.3576 |
1.2627 |
0.0949 |
7.2% |
0.0137 |
1.0% |
54% |
False |
False |
179,536 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0146 |
1.1% |
32% |
False |
False |
134,878 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0150 |
1.1% |
32% |
False |
False |
107,990 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.0% |
0.0145 |
1.1% |
28% |
False |
False |
90,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3952 |
|
2.618 |
1.3648 |
|
1.618 |
1.3462 |
|
1.000 |
1.3347 |
|
0.618 |
1.3276 |
|
HIGH |
1.3161 |
|
0.618 |
1.3090 |
|
0.500 |
1.3068 |
|
0.382 |
1.3046 |
|
LOW |
1.2975 |
|
0.618 |
1.2860 |
|
1.000 |
1.2789 |
|
1.618 |
1.2674 |
|
2.618 |
1.2488 |
|
4.250 |
1.2185 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3117 |
1.3126 |
| PP |
1.3092 |
1.3111 |
| S1 |
1.3068 |
1.3097 |
|