CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3252 |
1.3379 |
0.0127 |
1.0% |
1.3208 |
| High |
1.3380 |
1.3494 |
0.0114 |
0.9% |
1.3494 |
| Low |
1.3240 |
1.3366 |
0.0126 |
1.0% |
1.3195 |
| Close |
1.3343 |
1.3467 |
0.0124 |
0.9% |
1.3467 |
| Range |
0.0140 |
0.0128 |
-0.0012 |
-8.6% |
0.0299 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.9% |
0.0000 |
| Volume |
595 |
1,409 |
814 |
136.8% |
3,846 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3826 |
1.3775 |
1.3537 |
|
| R3 |
1.3698 |
1.3647 |
1.3502 |
|
| R2 |
1.3570 |
1.3570 |
1.3490 |
|
| R1 |
1.3519 |
1.3519 |
1.3479 |
1.3545 |
| PP |
1.3442 |
1.3442 |
1.3442 |
1.3455 |
| S1 |
1.3391 |
1.3391 |
1.3455 |
1.3417 |
| S2 |
1.3314 |
1.3314 |
1.3444 |
|
| S3 |
1.3186 |
1.3263 |
1.3432 |
|
| S4 |
1.3058 |
1.3135 |
1.3397 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4282 |
1.4174 |
1.3631 |
|
| R3 |
1.3983 |
1.3875 |
1.3549 |
|
| R2 |
1.3684 |
1.3684 |
1.3522 |
|
| R1 |
1.3576 |
1.3576 |
1.3494 |
1.3630 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3413 |
| S1 |
1.3277 |
1.3277 |
1.3440 |
1.3331 |
| S2 |
1.3086 |
1.3086 |
1.3412 |
|
| S3 |
1.2787 |
1.2978 |
1.3385 |
|
| S4 |
1.2488 |
1.2679 |
1.3303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3494 |
1.3130 |
0.0364 |
2.7% |
0.0098 |
0.7% |
93% |
True |
False |
1,015 |
| 10 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0111 |
0.8% |
95% |
True |
False |
825 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0119 |
0.9% |
95% |
True |
False |
609 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.3% |
0.0121 |
0.9% |
97% |
True |
False |
469 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.8% |
0.0110 |
0.8% |
90% |
False |
False |
346 |
| 80 |
1.3916 |
1.2645 |
0.1271 |
9.4% |
0.0099 |
0.7% |
65% |
False |
False |
262 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.5% |
0.0080 |
0.6% |
53% |
False |
False |
210 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.5% |
0.0068 |
0.5% |
53% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4038 |
|
2.618 |
1.3829 |
|
1.618 |
1.3701 |
|
1.000 |
1.3622 |
|
0.618 |
1.3573 |
|
HIGH |
1.3494 |
|
0.618 |
1.3445 |
|
0.500 |
1.3430 |
|
0.382 |
1.3415 |
|
LOW |
1.3366 |
|
0.618 |
1.3287 |
|
1.000 |
1.3238 |
|
1.618 |
1.3159 |
|
2.618 |
1.3031 |
|
4.250 |
1.2822 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3455 |
1.3432 |
| PP |
1.3442 |
1.3396 |
| S1 |
1.3430 |
1.3361 |
|