CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3143 |
1.3131 |
-0.0012 |
-0.1% |
1.3188 |
| High |
1.3208 |
1.3145 |
-0.0063 |
-0.5% |
1.3225 |
| Low |
1.3077 |
1.3039 |
-0.0038 |
-0.3% |
1.3035 |
| Close |
1.3159 |
1.3131 |
-0.0028 |
-0.2% |
1.3159 |
| Range |
0.0131 |
0.0106 |
-0.0025 |
-19.1% |
0.0190 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
145 |
320 |
175 |
120.7% |
2,059 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3423 |
1.3383 |
1.3189 |
|
| R3 |
1.3317 |
1.3277 |
1.3160 |
|
| R2 |
1.3211 |
1.3211 |
1.3150 |
|
| R1 |
1.3171 |
1.3171 |
1.3141 |
1.3184 |
| PP |
1.3105 |
1.3105 |
1.3105 |
1.3112 |
| S1 |
1.3065 |
1.3065 |
1.3121 |
1.3078 |
| S2 |
1.2999 |
1.2999 |
1.3112 |
|
| S3 |
1.2893 |
1.2959 |
1.3102 |
|
| S4 |
1.2787 |
1.2853 |
1.3073 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3624 |
1.3264 |
|
| R3 |
1.3520 |
1.3434 |
1.3211 |
|
| R2 |
1.3330 |
1.3330 |
1.3194 |
|
| R1 |
1.3244 |
1.3244 |
1.3176 |
1.3192 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3114 |
| S1 |
1.3054 |
1.3054 |
1.3142 |
1.3002 |
| S2 |
1.2950 |
1.2950 |
1.3124 |
|
| S3 |
1.2760 |
1.2864 |
1.3107 |
|
| S4 |
1.2570 |
1.2674 |
1.3055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3225 |
1.3035 |
0.0190 |
1.4% |
0.0139 |
1.1% |
51% |
False |
False |
324 |
| 10 |
1.3238 |
1.2941 |
0.0297 |
2.3% |
0.0132 |
1.0% |
64% |
False |
False |
370 |
| 20 |
1.3238 |
1.2645 |
0.0593 |
4.5% |
0.0132 |
1.0% |
82% |
False |
False |
404 |
| 40 |
1.3440 |
1.2645 |
0.0795 |
6.1% |
0.0115 |
0.9% |
61% |
False |
False |
278 |
| 60 |
1.3785 |
1.2645 |
0.1140 |
8.7% |
0.0106 |
0.8% |
43% |
False |
False |
191 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0082 |
0.6% |
31% |
False |
False |
144 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0067 |
0.5% |
31% |
False |
False |
116 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0057 |
0.4% |
27% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3596 |
|
2.618 |
1.3423 |
|
1.618 |
1.3317 |
|
1.000 |
1.3251 |
|
0.618 |
1.3211 |
|
HIGH |
1.3145 |
|
0.618 |
1.3105 |
|
0.500 |
1.3092 |
|
0.382 |
1.3079 |
|
LOW |
1.3039 |
|
0.618 |
1.2973 |
|
1.000 |
1.2933 |
|
1.618 |
1.2867 |
|
2.618 |
1.2761 |
|
4.250 |
1.2589 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3129 |
| PP |
1.3105 |
1.3126 |
| S1 |
1.3092 |
1.3124 |
|