CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3260 |
1.3253 |
-0.0007 |
-0.1% |
1.3218 |
| High |
1.3290 |
1.3325 |
0.0035 |
0.3% |
1.3224 |
| Low |
1.3222 |
1.3216 |
-0.0006 |
0.0% |
1.3027 |
| Close |
1.3253 |
1.3290 |
0.0037 |
0.3% |
1.3154 |
| Range |
0.0068 |
0.0109 |
0.0041 |
60.3% |
0.0197 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
272,766 |
307,324 |
34,558 |
12.7% |
1,522,959 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3604 |
1.3556 |
1.3350 |
|
| R3 |
1.3495 |
1.3447 |
1.3320 |
|
| R2 |
1.3386 |
1.3386 |
1.3310 |
|
| R1 |
1.3338 |
1.3338 |
1.3300 |
1.3362 |
| PP |
1.3277 |
1.3277 |
1.3277 |
1.3289 |
| S1 |
1.3229 |
1.3229 |
1.3280 |
1.3253 |
| S2 |
1.3168 |
1.3168 |
1.3270 |
|
| S3 |
1.3059 |
1.3120 |
1.3260 |
|
| S4 |
1.2950 |
1.3011 |
1.3230 |
|
|
| 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 |
1.3325 |
1.3028 |
0.0297 |
2.2% |
0.0126 |
1.0% |
88% |
True |
False |
315,957 |
| 10 |
1.3325 |
1.3027 |
0.0298 |
2.2% |
0.0142 |
1.1% |
88% |
True |
False |
306,913 |
| 20 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0148 |
1.1% |
95% |
True |
False |
292,567 |
| 40 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0132 |
1.0% |
95% |
True |
False |
229,720 |
| 60 |
1.3798 |
1.2627 |
0.1171 |
8.8% |
0.0137 |
1.0% |
57% |
False |
False |
156,248 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0148 |
1.1% |
41% |
False |
False |
117,381 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0151 |
1.1% |
41% |
False |
False |
93,970 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
13.9% |
0.0141 |
1.1% |
36% |
False |
False |
78,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3788 |
|
2.618 |
1.3610 |
|
1.618 |
1.3501 |
|
1.000 |
1.3434 |
|
0.618 |
1.3392 |
|
HIGH |
1.3325 |
|
0.618 |
1.3283 |
|
0.500 |
1.3271 |
|
0.382 |
1.3258 |
|
LOW |
1.3216 |
|
0.618 |
1.3149 |
|
1.000 |
1.3107 |
|
1.618 |
1.3040 |
|
2.618 |
1.2931 |
|
4.250 |
1.2753 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3284 |
1.3263 |
| PP |
1.3277 |
1.3235 |
| S1 |
1.3271 |
1.3208 |
|