CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3230 |
1.3249 |
0.0019 |
0.1% |
1.3237 |
| High |
1.3268 |
1.3381 |
0.0113 |
0.9% |
1.3285 |
| Low |
1.3212 |
1.3232 |
0.0020 |
0.2% |
1.2975 |
| Close |
1.3245 |
1.3336 |
0.0091 |
0.7% |
1.3159 |
| Range |
0.0056 |
0.0149 |
0.0093 |
166.1% |
0.0310 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
1.0% |
0.0000 |
| Volume |
236,309 |
311,769 |
75,460 |
31.9% |
1,389,538 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3763 |
1.3699 |
1.3418 |
|
| R3 |
1.3614 |
1.3550 |
1.3377 |
|
| R2 |
1.3465 |
1.3465 |
1.3363 |
|
| R1 |
1.3401 |
1.3401 |
1.3350 |
1.3433 |
| PP |
1.3316 |
1.3316 |
1.3316 |
1.3333 |
| S1 |
1.3252 |
1.3252 |
1.3322 |
1.3284 |
| S2 |
1.3167 |
1.3167 |
1.3309 |
|
| S3 |
1.3018 |
1.3103 |
1.3295 |
|
| S4 |
1.2869 |
1.2954 |
1.3254 |
|
|
| 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 |
1.3381 |
1.2975 |
0.0406 |
3.0% |
0.0122 |
0.9% |
89% |
True |
False |
301,511 |
| 10 |
1.3381 |
1.2975 |
0.0406 |
3.0% |
0.0124 |
0.9% |
89% |
True |
False |
286,227 |
| 20 |
1.3381 |
1.2975 |
0.0406 |
3.0% |
0.0132 |
1.0% |
89% |
True |
False |
295,027 |
| 40 |
1.3381 |
1.2627 |
0.0754 |
5.7% |
0.0133 |
1.0% |
94% |
True |
False |
258,387 |
| 60 |
1.3550 |
1.2627 |
0.0923 |
6.9% |
0.0134 |
1.0% |
77% |
False |
False |
198,646 |
| 80 |
1.4180 |
1.2627 |
0.1553 |
11.6% |
0.0143 |
1.1% |
46% |
False |
False |
149,258 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.0% |
0.0149 |
1.1% |
44% |
False |
False |
119,501 |
| 120 |
1.4309 |
1.2627 |
0.1682 |
12.6% |
0.0146 |
1.1% |
42% |
False |
False |
99,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4014 |
|
2.618 |
1.3771 |
|
1.618 |
1.3622 |
|
1.000 |
1.3530 |
|
0.618 |
1.3473 |
|
HIGH |
1.3381 |
|
0.618 |
1.3324 |
|
0.500 |
1.3307 |
|
0.382 |
1.3289 |
|
LOW |
1.3232 |
|
0.618 |
1.3140 |
|
1.000 |
1.3083 |
|
1.618 |
1.2991 |
|
2.618 |
1.2842 |
|
4.250 |
1.2599 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3326 |
1.3314 |
| PP |
1.3316 |
1.3292 |
| S1 |
1.3307 |
1.3270 |
|