CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3470 |
1.3410 |
-0.0060 |
-0.4% |
1.3208 |
| High |
1.3480 |
1.3478 |
-0.0002 |
0.0% |
1.3494 |
| Low |
1.3375 |
1.3398 |
0.0023 |
0.2% |
1.3195 |
| Close |
1.3405 |
1.3465 |
0.0060 |
0.4% |
1.3467 |
| Range |
0.0105 |
0.0080 |
-0.0025 |
-23.8% |
0.0299 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
2,025 |
2,914 |
889 |
43.9% |
3,846 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3687 |
1.3656 |
1.3509 |
|
| R3 |
1.3607 |
1.3576 |
1.3487 |
|
| R2 |
1.3527 |
1.3527 |
1.3480 |
|
| R1 |
1.3496 |
1.3496 |
1.3472 |
1.3512 |
| PP |
1.3447 |
1.3447 |
1.3447 |
1.3455 |
| S1 |
1.3416 |
1.3416 |
1.3458 |
1.3432 |
| S2 |
1.3367 |
1.3367 |
1.3450 |
|
| S3 |
1.3287 |
1.3336 |
1.3443 |
|
| S4 |
1.3207 |
1.3256 |
1.3421 |
|
|
| 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 |
1.3227 |
0.0267 |
2.0% |
0.0100 |
0.7% |
89% |
False |
False |
1,612 |
| 10 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0109 |
0.8% |
94% |
False |
False |
1,259 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0115 |
0.9% |
94% |
False |
False |
800 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.3% |
0.0120 |
0.9% |
97% |
False |
False |
582 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.8% |
0.0110 |
0.8% |
90% |
False |
False |
427 |
| 80 |
1.3843 |
1.2645 |
0.1198 |
8.9% |
0.0101 |
0.8% |
68% |
False |
False |
323 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.5% |
0.0082 |
0.6% |
53% |
False |
False |
259 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.5% |
0.0069 |
0.5% |
53% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3818 |
|
2.618 |
1.3687 |
|
1.618 |
1.3607 |
|
1.000 |
1.3558 |
|
0.618 |
1.3527 |
|
HIGH |
1.3478 |
|
0.618 |
1.3447 |
|
0.500 |
1.3438 |
|
0.382 |
1.3429 |
|
LOW |
1.3398 |
|
0.618 |
1.3349 |
|
1.000 |
1.3318 |
|
1.618 |
1.3269 |
|
2.618 |
1.3189 |
|
4.250 |
1.3058 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3456 |
1.3453 |
| PP |
1.3447 |
1.3442 |
| S1 |
1.3438 |
1.3430 |
|