CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3179 |
1.3134 |
-0.0045 |
-0.3% |
1.3131 |
| High |
1.3207 |
1.3187 |
-0.0020 |
-0.2% |
1.3325 |
| Low |
1.3089 |
1.3058 |
-0.0031 |
-0.2% |
1.3039 |
| Close |
1.3101 |
1.3070 |
-0.0031 |
-0.2% |
1.3178 |
| Range |
0.0118 |
0.0129 |
0.0011 |
9.3% |
0.0286 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
0.3% |
0.0000 |
| Volume |
704 |
1,021 |
317 |
45.0% |
1,740 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3410 |
1.3141 |
|
| R3 |
1.3363 |
1.3281 |
1.3105 |
|
| R2 |
1.3234 |
1.3234 |
1.3094 |
|
| R1 |
1.3152 |
1.3152 |
1.3082 |
1.3129 |
| PP |
1.3105 |
1.3105 |
1.3105 |
1.3093 |
| S1 |
1.3023 |
1.3023 |
1.3058 |
1.3000 |
| S2 |
1.2976 |
1.2976 |
1.3046 |
|
| S3 |
1.2847 |
1.2894 |
1.3035 |
|
| S4 |
1.2718 |
1.2765 |
1.2999 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4039 |
1.3894 |
1.3335 |
|
| R3 |
1.3753 |
1.3608 |
1.3257 |
|
| R2 |
1.3467 |
1.3467 |
1.3230 |
|
| R1 |
1.3322 |
1.3322 |
1.3204 |
1.3395 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3217 |
| S1 |
1.3036 |
1.3036 |
1.3152 |
1.3109 |
| S2 |
1.2895 |
1.2895 |
1.3126 |
|
| S3 |
1.2609 |
1.2750 |
1.3099 |
|
| S4 |
1.2323 |
1.2464 |
1.3021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3325 |
1.3058 |
0.0267 |
2.0% |
0.0107 |
0.8% |
4% |
False |
True |
510 |
| 10 |
1.3325 |
1.3039 |
0.0286 |
2.2% |
0.0111 |
0.8% |
11% |
False |
False |
437 |
| 20 |
1.3325 |
1.2858 |
0.0467 |
3.6% |
0.0123 |
0.9% |
45% |
False |
False |
411 |
| 40 |
1.3325 |
1.2645 |
0.0680 |
5.2% |
0.0117 |
0.9% |
63% |
False |
False |
339 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0106 |
0.8% |
47% |
False |
False |
248 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0092 |
0.7% |
28% |
False |
False |
188 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0073 |
0.6% |
28% |
False |
False |
151 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.9% |
0.0063 |
0.5% |
23% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3735 |
|
2.618 |
1.3525 |
|
1.618 |
1.3396 |
|
1.000 |
1.3316 |
|
0.618 |
1.3267 |
|
HIGH |
1.3187 |
|
0.618 |
1.3138 |
|
0.500 |
1.3123 |
|
0.382 |
1.3107 |
|
LOW |
1.3058 |
|
0.618 |
1.2978 |
|
1.000 |
1.2929 |
|
1.618 |
1.2849 |
|
2.618 |
1.2720 |
|
4.250 |
1.2510 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3123 |
1.3171 |
| PP |
1.3105 |
1.3137 |
| S1 |
1.3088 |
1.3104 |
|