CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3134 |
1.3206 |
0.0072 |
0.5% |
1.3237 |
| High |
1.3199 |
1.3295 |
0.0096 |
0.7% |
1.3285 |
| Low |
1.3116 |
1.3159 |
0.0043 |
0.3% |
1.2975 |
| Close |
1.3159 |
1.3247 |
0.0088 |
0.7% |
1.3159 |
| Range |
0.0083 |
0.0136 |
0.0053 |
63.9% |
0.0310 |
| ATR |
0.0137 |
0.0137 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
231,344 |
372,799 |
141,455 |
61.1% |
1,389,538 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3580 |
1.3322 |
|
| R3 |
1.3506 |
1.3444 |
1.3284 |
|
| R2 |
1.3370 |
1.3370 |
1.3272 |
|
| R1 |
1.3308 |
1.3308 |
1.3259 |
1.3339 |
| PP |
1.3234 |
1.3234 |
1.3234 |
1.3249 |
| S1 |
1.3172 |
1.3172 |
1.3235 |
1.3203 |
| S2 |
1.3098 |
1.3098 |
1.3222 |
|
| S3 |
1.2962 |
1.3036 |
1.3210 |
|
| S4 |
1.2826 |
1.2900 |
1.3172 |
|
|
| 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 |
1.3295 |
1.2975 |
0.0320 |
2.4% |
0.0138 |
1.0% |
85% |
True |
False |
311,203 |
| 10 |
1.3325 |
1.2975 |
0.0350 |
2.6% |
0.0129 |
1.0% |
78% |
False |
False |
295,593 |
| 20 |
1.3325 |
1.2933 |
0.0392 |
3.0% |
0.0137 |
1.0% |
80% |
False |
False |
300,813 |
| 40 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0132 |
1.0% |
89% |
False |
False |
250,214 |
| 60 |
1.3550 |
1.2627 |
0.0923 |
7.0% |
0.0137 |
1.0% |
67% |
False |
False |
189,572 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0146 |
1.1% |
39% |
False |
False |
142,421 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0149 |
1.1% |
39% |
False |
False |
114,025 |
| 120 |
1.4458 |
1.2627 |
0.1831 |
13.8% |
0.0146 |
1.1% |
34% |
False |
False |
95,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3873 |
|
2.618 |
1.3651 |
|
1.618 |
1.3515 |
|
1.000 |
1.3431 |
|
0.618 |
1.3379 |
|
HIGH |
1.3295 |
|
0.618 |
1.3243 |
|
0.500 |
1.3227 |
|
0.382 |
1.3211 |
|
LOW |
1.3159 |
|
0.618 |
1.3075 |
|
1.000 |
1.3023 |
|
1.618 |
1.2939 |
|
2.618 |
1.2803 |
|
4.250 |
1.2581 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3240 |
1.3210 |
| PP |
1.3234 |
1.3172 |
| S1 |
1.3227 |
1.3135 |
|