CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3244 |
-0.0021 |
-0.2% |
1.3188 |
| High |
1.3290 |
1.3325 |
0.0035 |
0.3% |
1.3225 |
| Low |
1.3239 |
1.3240 |
0.0001 |
0.0% |
1.3035 |
| Close |
1.3258 |
1.3295 |
0.0037 |
0.3% |
1.3159 |
| Range |
0.0051 |
0.0085 |
0.0034 |
66.7% |
0.0190 |
| ATR |
0.0128 |
0.0125 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
451 |
230 |
-221 |
-49.0% |
2,059 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3542 |
1.3503 |
1.3342 |
|
| R3 |
1.3457 |
1.3418 |
1.3318 |
|
| R2 |
1.3372 |
1.3372 |
1.3311 |
|
| R1 |
1.3333 |
1.3333 |
1.3303 |
1.3353 |
| PP |
1.3287 |
1.3287 |
1.3287 |
1.3296 |
| S1 |
1.3248 |
1.3248 |
1.3287 |
1.3268 |
| S2 |
1.3202 |
1.3202 |
1.3279 |
|
| S3 |
1.3117 |
1.3163 |
1.3272 |
|
| S4 |
1.3032 |
1.3078 |
1.3248 |
|
|
| 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 |
1.3325 |
1.3039 |
0.0286 |
2.2% |
0.0111 |
0.8% |
90% |
True |
False |
333 |
| 10 |
1.3325 |
1.3035 |
0.0290 |
2.2% |
0.0127 |
1.0% |
90% |
True |
False |
394 |
| 20 |
1.3325 |
1.2645 |
0.0680 |
5.1% |
0.0134 |
1.0% |
96% |
True |
False |
369 |
| 40 |
1.3325 |
1.2645 |
0.0680 |
5.1% |
0.0117 |
0.9% |
96% |
True |
False |
296 |
| 60 |
1.3762 |
1.2645 |
0.1117 |
8.4% |
0.0105 |
0.8% |
58% |
False |
False |
211 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0086 |
0.6% |
42% |
False |
False |
159 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0070 |
0.5% |
42% |
False |
False |
128 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.6% |
0.0059 |
0.4% |
36% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3686 |
|
2.618 |
1.3548 |
|
1.618 |
1.3463 |
|
1.000 |
1.3410 |
|
0.618 |
1.3378 |
|
HIGH |
1.3325 |
|
0.618 |
1.3293 |
|
0.500 |
1.3283 |
|
0.382 |
1.3272 |
|
LOW |
1.3240 |
|
0.618 |
1.3187 |
|
1.000 |
1.3155 |
|
1.618 |
1.3102 |
|
2.618 |
1.3017 |
|
4.250 |
1.2879 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3291 |
1.3267 |
| PP |
1.3287 |
1.3240 |
| S1 |
1.3283 |
1.3212 |
|