CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3063 |
1.3134 |
0.0071 |
0.5% |
1.3237 |
| High |
1.3161 |
1.3199 |
0.0038 |
0.3% |
1.3285 |
| Low |
1.2975 |
1.3116 |
0.0141 |
1.1% |
1.2975 |
| Close |
1.3141 |
1.3159 |
0.0018 |
0.1% |
1.3159 |
| Range |
0.0186 |
0.0083 |
-0.0103 |
-55.4% |
0.0310 |
| ATR |
0.0141 |
0.0137 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
355,337 |
231,344 |
-123,993 |
-34.9% |
1,389,538 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3407 |
1.3366 |
1.3205 |
|
| R3 |
1.3324 |
1.3283 |
1.3182 |
|
| R2 |
1.3241 |
1.3241 |
1.3174 |
|
| R1 |
1.3200 |
1.3200 |
1.3167 |
1.3221 |
| PP |
1.3158 |
1.3158 |
1.3158 |
1.3168 |
| S1 |
1.3117 |
1.3117 |
1.3151 |
1.3138 |
| S2 |
1.3075 |
1.3075 |
1.3144 |
|
| S3 |
1.2992 |
1.3034 |
1.3136 |
|
| S4 |
1.2909 |
1.2951 |
1.3113 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4070 |
1.3924 |
1.3330 |
|
| R3 |
1.3760 |
1.3614 |
1.3244 |
|
| R2 |
1.3450 |
1.3450 |
1.3216 |
|
| R1 |
1.3304 |
1.3304 |
1.3187 |
1.3222 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3099 |
| S1 |
1.2994 |
1.2994 |
1.3131 |
1.2912 |
| S2 |
1.2830 |
1.2830 |
1.3102 |
|
| S3 |
1.2520 |
1.2684 |
1.3074 |
|
| S4 |
1.2210 |
1.2374 |
1.2989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3285 |
1.2975 |
0.0310 |
2.4% |
0.0131 |
1.0% |
59% |
False |
False |
277,907 |
| 10 |
1.3325 |
1.2975 |
0.0350 |
2.7% |
0.0127 |
1.0% |
53% |
False |
False |
285,861 |
| 20 |
1.3325 |
1.2880 |
0.0445 |
3.4% |
0.0139 |
1.1% |
63% |
False |
False |
295,477 |
| 40 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0133 |
1.0% |
76% |
False |
False |
246,536 |
| 60 |
1.3576 |
1.2627 |
0.0949 |
7.2% |
0.0137 |
1.0% |
56% |
False |
False |
183,378 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0146 |
1.1% |
33% |
False |
False |
137,767 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0150 |
1.1% |
33% |
False |
False |
110,297 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.0% |
0.0145 |
1.1% |
29% |
False |
False |
91,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3552 |
|
2.618 |
1.3416 |
|
1.618 |
1.3333 |
|
1.000 |
1.3282 |
|
0.618 |
1.3250 |
|
HIGH |
1.3199 |
|
0.618 |
1.3167 |
|
0.500 |
1.3158 |
|
0.382 |
1.3148 |
|
LOW |
1.3116 |
|
0.618 |
1.3065 |
|
1.000 |
1.3033 |
|
1.618 |
1.2982 |
|
2.618 |
1.2899 |
|
4.250 |
1.2763 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3159 |
1.3135 |
| PP |
1.3158 |
1.3111 |
| S1 |
1.3158 |
1.3087 |
|