CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3155 |
1.3089 |
-0.0066 |
-0.5% |
1.2902 |
| High |
1.3217 |
1.3225 |
0.0008 |
0.1% |
1.3238 |
| Low |
1.3050 |
1.3035 |
-0.0015 |
-0.1% |
1.2902 |
| Close |
1.3092 |
1.3164 |
0.0072 |
0.5% |
1.3212 |
| Range |
0.0167 |
0.0190 |
0.0023 |
13.8% |
0.0336 |
| ATR |
0.0130 |
0.0134 |
0.0004 |
3.3% |
0.0000 |
| Volume |
438 |
343 |
-95 |
-21.7% |
1,485 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3711 |
1.3628 |
1.3269 |
|
| R3 |
1.3521 |
1.3438 |
1.3216 |
|
| R2 |
1.3331 |
1.3331 |
1.3199 |
|
| R1 |
1.3248 |
1.3248 |
1.3181 |
1.3290 |
| PP |
1.3141 |
1.3141 |
1.3141 |
1.3162 |
| S1 |
1.3058 |
1.3058 |
1.3147 |
1.3100 |
| S2 |
1.2951 |
1.2951 |
1.3129 |
|
| S3 |
1.2761 |
1.2868 |
1.3112 |
|
| S4 |
1.2571 |
1.2678 |
1.3060 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4125 |
1.4005 |
1.3397 |
|
| R3 |
1.3789 |
1.3669 |
1.3304 |
|
| R2 |
1.3453 |
1.3453 |
1.3274 |
|
| R1 |
1.3333 |
1.3333 |
1.3243 |
1.3393 |
| PP |
1.3117 |
1.3117 |
1.3117 |
1.3148 |
| S1 |
1.2997 |
1.2997 |
1.3181 |
1.3057 |
| S2 |
1.2781 |
1.2781 |
1.3150 |
|
| S3 |
1.2445 |
1.2661 |
1.3120 |
|
| S4 |
1.2109 |
1.2325 |
1.3027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3238 |
1.3035 |
0.0203 |
1.5% |
0.0139 |
1.1% |
64% |
False |
True |
489 |
| 10 |
1.3238 |
1.2858 |
0.0380 |
2.9% |
0.0136 |
1.0% |
81% |
False |
False |
386 |
| 20 |
1.3238 |
1.2645 |
0.0593 |
4.5% |
0.0136 |
1.0% |
88% |
False |
False |
387 |
| 40 |
1.3488 |
1.2645 |
0.0843 |
6.4% |
0.0111 |
0.8% |
62% |
False |
False |
259 |
| 60 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0102 |
0.8% |
43% |
False |
False |
177 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0078 |
0.6% |
34% |
False |
False |
134 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0063 |
0.5% |
34% |
False |
False |
108 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0054 |
0.4% |
29% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4033 |
|
2.618 |
1.3722 |
|
1.618 |
1.3532 |
|
1.000 |
1.3415 |
|
0.618 |
1.3342 |
|
HIGH |
1.3225 |
|
0.618 |
1.3152 |
|
0.500 |
1.3130 |
|
0.382 |
1.3108 |
|
LOW |
1.3035 |
|
0.618 |
1.2918 |
|
1.000 |
1.2845 |
|
1.618 |
1.2728 |
|
2.618 |
1.2538 |
|
4.250 |
1.2228 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3153 |
1.3153 |
| PP |
1.3141 |
1.3141 |
| S1 |
1.3130 |
1.3130 |
|