CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3063 |
1.3131 |
0.0068 |
0.5% |
1.3243 |
| High |
1.3152 |
1.3202 |
0.0050 |
0.4% |
1.3283 |
| Low |
1.2987 |
1.3130 |
0.0143 |
1.1% |
1.2987 |
| Close |
1.3147 |
1.3165 |
0.0018 |
0.1% |
1.3165 |
| Range |
0.0165 |
0.0072 |
-0.0093 |
-56.4% |
0.0296 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
848 |
1,232 |
384 |
45.3% |
4,188 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3382 |
1.3345 |
1.3205 |
|
| R3 |
1.3310 |
1.3273 |
1.3185 |
|
| R2 |
1.3238 |
1.3238 |
1.3178 |
|
| R1 |
1.3201 |
1.3201 |
1.3172 |
1.3220 |
| PP |
1.3166 |
1.3166 |
1.3166 |
1.3175 |
| S1 |
1.3129 |
1.3129 |
1.3158 |
1.3148 |
| S2 |
1.3094 |
1.3094 |
1.3152 |
|
| S3 |
1.3022 |
1.3057 |
1.3145 |
|
| S4 |
1.2950 |
1.2985 |
1.3125 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4033 |
1.3895 |
1.3328 |
|
| R3 |
1.3737 |
1.3599 |
1.3246 |
|
| R2 |
1.3441 |
1.3441 |
1.3219 |
|
| R1 |
1.3303 |
1.3303 |
1.3192 |
1.3224 |
| PP |
1.3145 |
1.3145 |
1.3145 |
1.3106 |
| S1 |
1.3007 |
1.3007 |
1.3138 |
1.2928 |
| S2 |
1.2849 |
1.2849 |
1.3111 |
|
| S3 |
1.2553 |
1.2711 |
1.3084 |
|
| S4 |
1.2257 |
1.2415 |
1.3002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3283 |
1.2987 |
0.0296 |
2.2% |
0.0115 |
0.9% |
60% |
False |
False |
837 |
| 10 |
1.3325 |
1.2987 |
0.0338 |
2.6% |
0.0111 |
0.8% |
53% |
False |
False |
592 |
| 20 |
1.3325 |
1.2902 |
0.0423 |
3.2% |
0.0124 |
0.9% |
62% |
False |
False |
473 |
| 40 |
1.3325 |
1.2645 |
0.0680 |
5.2% |
0.0119 |
0.9% |
76% |
False |
False |
385 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0109 |
0.8% |
57% |
False |
False |
282 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0095 |
0.7% |
34% |
False |
False |
214 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0076 |
0.6% |
34% |
False |
False |
172 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0064 |
0.5% |
29% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3508 |
|
2.618 |
1.3390 |
|
1.618 |
1.3318 |
|
1.000 |
1.3274 |
|
0.618 |
1.3246 |
|
HIGH |
1.3202 |
|
0.618 |
1.3174 |
|
0.500 |
1.3166 |
|
0.382 |
1.3158 |
|
LOW |
1.3130 |
|
0.618 |
1.3086 |
|
1.000 |
1.3058 |
|
1.618 |
1.3014 |
|
2.618 |
1.2942 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3166 |
1.3142 |
| PP |
1.3166 |
1.3118 |
| S1 |
1.3165 |
1.3095 |
|