CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3123 |
1.3126 |
0.0003 |
0.0% |
1.3218 |
| High |
1.3144 |
1.3280 |
0.0136 |
1.0% |
1.3224 |
| Low |
1.3028 |
1.3091 |
0.0063 |
0.5% |
1.3027 |
| Close |
1.3125 |
1.3248 |
0.0123 |
0.9% |
1.3154 |
| Range |
0.0116 |
0.0189 |
0.0073 |
62.9% |
0.0197 |
| ATR |
0.0144 |
0.0147 |
0.0003 |
2.2% |
0.0000 |
| Volume |
275,478 |
368,975 |
93,497 |
33.9% |
1,522,959 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3773 |
1.3700 |
1.3352 |
|
| R3 |
1.3584 |
1.3511 |
1.3300 |
|
| R2 |
1.3395 |
1.3395 |
1.3283 |
|
| R1 |
1.3322 |
1.3322 |
1.3265 |
1.3359 |
| PP |
1.3206 |
1.3206 |
1.3206 |
1.3225 |
| S1 |
1.3133 |
1.3133 |
1.3231 |
1.3170 |
| S2 |
1.3017 |
1.3017 |
1.3213 |
|
| S3 |
1.2828 |
1.2944 |
1.3196 |
|
| S4 |
1.2639 |
1.2755 |
1.3144 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3726 |
1.3637 |
1.3262 |
|
| R3 |
1.3529 |
1.3440 |
1.3208 |
|
| R2 |
1.3332 |
1.3332 |
1.3190 |
|
| R1 |
1.3243 |
1.3243 |
1.3172 |
1.3189 |
| PP |
1.3135 |
1.3135 |
1.3135 |
1.3108 |
| S1 |
1.3046 |
1.3046 |
1.3136 |
1.2992 |
| S2 |
1.2938 |
1.2938 |
1.3118 |
|
| S3 |
1.2741 |
1.2849 |
1.3100 |
|
| S4 |
1.2544 |
1.2652 |
1.3046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3280 |
1.3027 |
0.0253 |
1.9% |
0.0152 |
1.1% |
87% |
True |
False |
327,061 |
| 10 |
1.3280 |
1.2933 |
0.0347 |
2.6% |
0.0152 |
1.1% |
91% |
True |
False |
312,501 |
| 20 |
1.3280 |
1.2627 |
0.0653 |
4.9% |
0.0149 |
1.1% |
95% |
True |
False |
288,313 |
| 40 |
1.3447 |
1.2627 |
0.0820 |
6.2% |
0.0137 |
1.0% |
76% |
False |
False |
217,845 |
| 60 |
1.3798 |
1.2627 |
0.1171 |
8.8% |
0.0140 |
1.1% |
53% |
False |
False |
146,621 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0149 |
1.1% |
39% |
False |
False |
110,141 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0151 |
1.1% |
39% |
False |
False |
88,170 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
13.9% |
0.0140 |
1.1% |
34% |
False |
False |
73,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4083 |
|
2.618 |
1.3775 |
|
1.618 |
1.3586 |
|
1.000 |
1.3469 |
|
0.618 |
1.3397 |
|
HIGH |
1.3280 |
|
0.618 |
1.3208 |
|
0.500 |
1.3186 |
|
0.382 |
1.3163 |
|
LOW |
1.3091 |
|
0.618 |
1.2974 |
|
1.000 |
1.2902 |
|
1.618 |
1.2785 |
|
2.618 |
1.2596 |
|
4.250 |
1.2288 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3217 |
| PP |
1.3206 |
1.3185 |
| S1 |
1.3186 |
1.3154 |
|