CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3253 |
1.3288 |
0.0035 |
0.3% |
1.3123 |
| High |
1.3325 |
1.3292 |
-0.0033 |
-0.2% |
1.3325 |
| Low |
1.3216 |
1.3157 |
-0.0059 |
-0.4% |
1.3028 |
| Close |
1.3290 |
1.3172 |
-0.0118 |
-0.9% |
1.3172 |
| Range |
0.0109 |
0.0135 |
0.0026 |
23.9% |
0.0297 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
307,324 |
244,534 |
-62,790 |
-20.4% |
1,469,077 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3612 |
1.3527 |
1.3246 |
|
| R3 |
1.3477 |
1.3392 |
1.3209 |
|
| R2 |
1.3342 |
1.3342 |
1.3197 |
|
| R1 |
1.3257 |
1.3257 |
1.3184 |
1.3232 |
| PP |
1.3207 |
1.3207 |
1.3207 |
1.3195 |
| S1 |
1.3122 |
1.3122 |
1.3160 |
1.3097 |
| S2 |
1.3072 |
1.3072 |
1.3147 |
|
| S3 |
1.2937 |
1.2987 |
1.3135 |
|
| S4 |
1.2802 |
1.2852 |
1.3098 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4066 |
1.3916 |
1.3335 |
|
| R3 |
1.3769 |
1.3619 |
1.3254 |
|
| R2 |
1.3472 |
1.3472 |
1.3226 |
|
| R1 |
1.3322 |
1.3322 |
1.3199 |
1.3397 |
| PP |
1.3175 |
1.3175 |
1.3175 |
1.3213 |
| S1 |
1.3025 |
1.3025 |
1.3145 |
1.3100 |
| S2 |
1.2878 |
1.2878 |
1.3118 |
|
| S3 |
1.2581 |
1.2728 |
1.3090 |
|
| S4 |
1.2284 |
1.2431 |
1.3009 |
|
|
| 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 |
2.3% |
0.0123 |
0.9% |
48% |
False |
False |
293,815 |
| 10 |
1.3325 |
1.3027 |
0.0298 |
2.3% |
0.0139 |
1.1% |
49% |
False |
False |
299,203 |
| 20 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0147 |
1.1% |
78% |
False |
False |
289,072 |
| 40 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0130 |
1.0% |
78% |
False |
False |
232,205 |
| 60 |
1.3630 |
1.2627 |
0.1003 |
7.6% |
0.0136 |
1.0% |
54% |
False |
False |
160,314 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0147 |
1.1% |
34% |
False |
False |
120,426 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0151 |
1.1% |
34% |
False |
False |
96,415 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.0% |
0.0142 |
1.1% |
30% |
False |
False |
80,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3866 |
|
2.618 |
1.3645 |
|
1.618 |
1.3510 |
|
1.000 |
1.3427 |
|
0.618 |
1.3375 |
|
HIGH |
1.3292 |
|
0.618 |
1.3240 |
|
0.500 |
1.3225 |
|
0.382 |
1.3209 |
|
LOW |
1.3157 |
|
0.618 |
1.3074 |
|
1.000 |
1.3022 |
|
1.618 |
1.2939 |
|
2.618 |
1.2804 |
|
4.250 |
1.2583 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3225 |
1.3241 |
| PP |
1.3207 |
1.3218 |
| S1 |
1.3190 |
1.3195 |
|