CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3131 |
1.3125 |
-0.0006 |
0.0% |
1.3188 |
| High |
1.3145 |
1.3280 |
0.0135 |
1.0% |
1.3225 |
| Low |
1.3039 |
1.3099 |
0.0060 |
0.5% |
1.3035 |
| Close |
1.3131 |
1.3254 |
0.0123 |
0.9% |
1.3159 |
| Range |
0.0106 |
0.0181 |
0.0075 |
70.8% |
0.0190 |
| ATR |
0.0131 |
0.0134 |
0.0004 |
2.7% |
0.0000 |
| Volume |
320 |
523 |
203 |
63.4% |
2,059 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3754 |
1.3685 |
1.3354 |
|
| R3 |
1.3573 |
1.3504 |
1.3304 |
|
| R2 |
1.3392 |
1.3392 |
1.3287 |
|
| R1 |
1.3323 |
1.3323 |
1.3271 |
1.3358 |
| PP |
1.3211 |
1.3211 |
1.3211 |
1.3228 |
| S1 |
1.3142 |
1.3142 |
1.3237 |
1.3177 |
| S2 |
1.3030 |
1.3030 |
1.3221 |
|
| S3 |
1.2849 |
1.2961 |
1.3204 |
|
| S4 |
1.2668 |
1.2780 |
1.3154 |
|
|
| 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 |
1.3280 |
1.3035 |
0.0245 |
1.8% |
0.0142 |
1.1% |
89% |
True |
False |
341 |
| 10 |
1.3280 |
1.2941 |
0.0339 |
2.6% |
0.0140 |
1.1% |
92% |
True |
False |
397 |
| 20 |
1.3280 |
1.2645 |
0.0635 |
4.8% |
0.0136 |
1.0% |
96% |
True |
False |
422 |
| 40 |
1.3410 |
1.2645 |
0.0765 |
5.8% |
0.0117 |
0.9% |
80% |
False |
False |
291 |
| 60 |
1.3785 |
1.2645 |
0.1140 |
8.6% |
0.0108 |
0.8% |
53% |
False |
False |
200 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0084 |
0.6% |
39% |
False |
False |
151 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0069 |
0.5% |
39% |
False |
False |
121 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.7% |
0.0059 |
0.4% |
34% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4049 |
|
2.618 |
1.3754 |
|
1.618 |
1.3573 |
|
1.000 |
1.3461 |
|
0.618 |
1.3392 |
|
HIGH |
1.3280 |
|
0.618 |
1.3211 |
|
0.500 |
1.3190 |
|
0.382 |
1.3168 |
|
LOW |
1.3099 |
|
0.618 |
1.2987 |
|
1.000 |
1.2918 |
|
1.618 |
1.2806 |
|
2.618 |
1.2625 |
|
4.250 |
1.2330 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3233 |
1.3223 |
| PP |
1.3211 |
1.3191 |
| S1 |
1.3190 |
1.3160 |
|