CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3125 |
1.3265 |
0.0140 |
1.1% |
1.3188 |
| High |
1.3280 |
1.3290 |
0.0010 |
0.1% |
1.3225 |
| Low |
1.3099 |
1.3239 |
0.0140 |
1.1% |
1.3035 |
| Close |
1.3254 |
1.3258 |
0.0004 |
0.0% |
1.3159 |
| Range |
0.0181 |
0.0051 |
-0.0130 |
-71.8% |
0.0190 |
| ATR |
0.0134 |
0.0128 |
-0.0006 |
-4.4% |
0.0000 |
| Volume |
523 |
451 |
-72 |
-13.8% |
2,059 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3415 |
1.3388 |
1.3286 |
|
| R3 |
1.3364 |
1.3337 |
1.3272 |
|
| R2 |
1.3313 |
1.3313 |
1.3267 |
|
| R1 |
1.3286 |
1.3286 |
1.3263 |
1.3274 |
| PP |
1.3262 |
1.3262 |
1.3262 |
1.3257 |
| S1 |
1.3235 |
1.3235 |
1.3253 |
1.3223 |
| S2 |
1.3211 |
1.3211 |
1.3249 |
|
| S3 |
1.3160 |
1.3184 |
1.3244 |
|
| S4 |
1.3109 |
1.3133 |
1.3230 |
|
|
| 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 |
1.3290 |
1.3039 |
0.0251 |
1.9% |
0.0114 |
0.9% |
87% |
True |
False |
363 |
| 10 |
1.3290 |
1.3035 |
0.0255 |
1.9% |
0.0127 |
1.0% |
87% |
True |
False |
426 |
| 20 |
1.3290 |
1.2645 |
0.0645 |
4.9% |
0.0136 |
1.0% |
95% |
True |
False |
426 |
| 40 |
1.3290 |
1.2645 |
0.0645 |
4.9% |
0.0117 |
0.9% |
95% |
True |
False |
294 |
| 60 |
1.3785 |
1.2645 |
0.1140 |
8.6% |
0.0107 |
0.8% |
54% |
False |
False |
207 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0085 |
0.6% |
40% |
False |
False |
156 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0069 |
0.5% |
40% |
False |
False |
126 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.7% |
0.0059 |
0.4% |
34% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3507 |
|
2.618 |
1.3424 |
|
1.618 |
1.3373 |
|
1.000 |
1.3341 |
|
0.618 |
1.3322 |
|
HIGH |
1.3290 |
|
0.618 |
1.3271 |
|
0.500 |
1.3265 |
|
0.382 |
1.3258 |
|
LOW |
1.3239 |
|
0.618 |
1.3207 |
|
1.000 |
1.3188 |
|
1.618 |
1.3156 |
|
2.618 |
1.3105 |
|
4.250 |
1.3022 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3265 |
1.3227 |
| PP |
1.3262 |
1.3196 |
| S1 |
1.3260 |
1.3165 |
|