CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3460 |
1.3394 |
-0.0066 |
-0.5% |
1.3206 |
| High |
1.3473 |
1.3473 |
0.0000 |
0.0% |
1.3488 |
| Low |
1.3367 |
1.3390 |
0.0023 |
0.2% |
1.3159 |
| Close |
1.3398 |
1.3458 |
0.0060 |
0.4% |
1.3460 |
| Range |
0.0106 |
0.0083 |
-0.0023 |
-21.7% |
0.0329 |
| ATR |
0.0132 |
0.0128 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
255,894 |
247,496 |
-8,398 |
-3.3% |
1,180,004 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3689 |
1.3657 |
1.3504 |
|
| R3 |
1.3606 |
1.3574 |
1.3481 |
|
| R2 |
1.3523 |
1.3523 |
1.3473 |
|
| R1 |
1.3491 |
1.3491 |
1.3466 |
1.3507 |
| PP |
1.3440 |
1.3440 |
1.3440 |
1.3449 |
| S1 |
1.3408 |
1.3408 |
1.3450 |
1.3424 |
| S2 |
1.3357 |
1.3357 |
1.3443 |
|
| S3 |
1.3274 |
1.3325 |
1.3435 |
|
| S4 |
1.3191 |
1.3242 |
1.3412 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4356 |
1.4237 |
1.3641 |
|
| R3 |
1.4027 |
1.3908 |
1.3550 |
|
| R2 |
1.3698 |
1.3698 |
1.3520 |
|
| R1 |
1.3579 |
1.3579 |
1.3490 |
1.3639 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3399 |
| S1 |
1.3250 |
1.3250 |
1.3430 |
1.3310 |
| S2 |
1.3040 |
1.3040 |
1.3400 |
|
| S3 |
1.2711 |
1.2921 |
1.3370 |
|
| S4 |
1.2382 |
1.2592 |
1.3279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3488 |
1.3212 |
0.0276 |
2.1% |
0.0105 |
0.8% |
89% |
False |
False |
262,119 |
| 10 |
1.3488 |
1.2975 |
0.0513 |
3.8% |
0.0121 |
0.9% |
94% |
False |
False |
286,661 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.8% |
0.0128 |
1.0% |
94% |
False |
False |
292,401 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.4% |
0.0133 |
1.0% |
97% |
False |
False |
269,897 |
| 60 |
1.3550 |
1.2627 |
0.0923 |
6.9% |
0.0131 |
1.0% |
90% |
False |
False |
211,214 |
| 80 |
1.3874 |
1.2627 |
0.1247 |
9.3% |
0.0139 |
1.0% |
67% |
False |
False |
158,751 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
11.9% |
0.0147 |
1.1% |
52% |
False |
False |
127,122 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
11.9% |
0.0147 |
1.1% |
52% |
False |
False |
105,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3826 |
|
2.618 |
1.3690 |
|
1.618 |
1.3607 |
|
1.000 |
1.3556 |
|
0.618 |
1.3524 |
|
HIGH |
1.3473 |
|
0.618 |
1.3441 |
|
0.500 |
1.3432 |
|
0.382 |
1.3422 |
|
LOW |
1.3390 |
|
0.618 |
1.3339 |
|
1.000 |
1.3307 |
|
1.618 |
1.3256 |
|
2.618 |
1.3173 |
|
4.250 |
1.3037 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3449 |
1.3446 |
| PP |
1.3440 |
1.3435 |
| S1 |
1.3432 |
1.3423 |
|