CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3126 |
1.3260 |
0.0134 |
1.0% |
1.3218 |
| High |
1.3280 |
1.3290 |
0.0010 |
0.1% |
1.3224 |
| Low |
1.3091 |
1.3222 |
0.0131 |
1.0% |
1.3027 |
| Close |
1.3248 |
1.3253 |
0.0005 |
0.0% |
1.3154 |
| Range |
0.0189 |
0.0068 |
-0.0121 |
-64.0% |
0.0197 |
| ATR |
0.0147 |
0.0141 |
-0.0006 |
-3.8% |
0.0000 |
| Volume |
368,975 |
272,766 |
-96,209 |
-26.1% |
1,522,959 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3459 |
1.3424 |
1.3290 |
|
| R3 |
1.3391 |
1.3356 |
1.3272 |
|
| R2 |
1.3323 |
1.3323 |
1.3265 |
|
| R1 |
1.3288 |
1.3288 |
1.3259 |
1.3272 |
| PP |
1.3255 |
1.3255 |
1.3255 |
1.3247 |
| S1 |
1.3220 |
1.3220 |
1.3247 |
1.3204 |
| S2 |
1.3187 |
1.3187 |
1.3241 |
|
| S3 |
1.3119 |
1.3152 |
1.3234 |
|
| S4 |
1.3051 |
1.3084 |
1.3216 |
|
|
| 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 |
1.3290 |
1.3028 |
0.0262 |
2.0% |
0.0127 |
1.0% |
86% |
True |
False |
312,854 |
| 10 |
1.3290 |
1.3027 |
0.0263 |
2.0% |
0.0140 |
1.1% |
86% |
True |
False |
303,827 |
| 20 |
1.3290 |
1.2627 |
0.0663 |
5.0% |
0.0149 |
1.1% |
94% |
True |
False |
291,559 |
| 40 |
1.3386 |
1.2627 |
0.0759 |
5.7% |
0.0134 |
1.0% |
82% |
False |
False |
223,808 |
| 60 |
1.3798 |
1.2627 |
0.1171 |
8.8% |
0.0138 |
1.0% |
53% |
False |
False |
151,142 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0149 |
1.1% |
39% |
False |
False |
113,546 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0151 |
1.1% |
39% |
False |
False |
90,898 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
13.9% |
0.0141 |
1.1% |
34% |
False |
False |
75,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3579 |
|
2.618 |
1.3468 |
|
1.618 |
1.3400 |
|
1.000 |
1.3358 |
|
0.618 |
1.3332 |
|
HIGH |
1.3290 |
|
0.618 |
1.3264 |
|
0.500 |
1.3256 |
|
0.382 |
1.3248 |
|
LOW |
1.3222 |
|
0.618 |
1.3180 |
|
1.000 |
1.3154 |
|
1.618 |
1.3112 |
|
2.618 |
1.3044 |
|
4.250 |
1.2933 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3256 |
1.3222 |
| PP |
1.3255 |
1.3190 |
| S1 |
1.3254 |
1.3159 |
|