CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3394 |
1.3458 |
0.0064 |
0.5% |
1.3206 |
| High |
1.3473 |
1.3487 |
0.0014 |
0.1% |
1.3488 |
| Low |
1.3390 |
1.3315 |
-0.0075 |
-0.6% |
1.3159 |
| Close |
1.3458 |
1.3339 |
-0.0119 |
-0.9% |
1.3460 |
| Range |
0.0083 |
0.0172 |
0.0089 |
107.2% |
0.0329 |
| ATR |
0.0128 |
0.0131 |
0.0003 |
2.4% |
0.0000 |
| Volume |
247,496 |
340,760 |
93,264 |
37.7% |
1,180,004 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3896 |
1.3790 |
1.3434 |
|
| R3 |
1.3724 |
1.3618 |
1.3386 |
|
| R2 |
1.3552 |
1.3552 |
1.3371 |
|
| R1 |
1.3446 |
1.3446 |
1.3355 |
1.3413 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3364 |
| S1 |
1.3274 |
1.3274 |
1.3323 |
1.3241 |
| S2 |
1.3208 |
1.3208 |
1.3307 |
|
| S3 |
1.3036 |
1.3102 |
1.3292 |
|
| S4 |
1.2864 |
1.2930 |
1.3244 |
|
|
| 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 |
1.3232 |
0.0256 |
1.9% |
0.0128 |
1.0% |
42% |
False |
False |
283,009 |
| 10 |
1.3488 |
1.2975 |
0.0513 |
3.8% |
0.0125 |
0.9% |
71% |
False |
False |
292,975 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.8% |
0.0128 |
1.0% |
71% |
False |
False |
293,681 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0135 |
1.0% |
83% |
False |
False |
275,604 |
| 60 |
1.3550 |
1.2627 |
0.0923 |
6.9% |
0.0132 |
1.0% |
77% |
False |
False |
216,752 |
| 80 |
1.3874 |
1.2627 |
0.1247 |
9.3% |
0.0139 |
1.0% |
57% |
False |
False |
162,991 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.0% |
0.0147 |
1.1% |
44% |
False |
False |
130,526 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.0% |
0.0148 |
1.1% |
44% |
False |
False |
108,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4218 |
|
2.618 |
1.3937 |
|
1.618 |
1.3765 |
|
1.000 |
1.3659 |
|
0.618 |
1.3593 |
|
HIGH |
1.3487 |
|
0.618 |
1.3421 |
|
0.500 |
1.3401 |
|
0.382 |
1.3381 |
|
LOW |
1.3315 |
|
0.618 |
1.3209 |
|
1.000 |
1.3143 |
|
1.618 |
1.3037 |
|
2.618 |
1.2865 |
|
4.250 |
1.2584 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3401 |
1.3401 |
| PP |
1.3380 |
1.3380 |
| S1 |
1.3360 |
1.3360 |
|