CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3237 |
1.3175 |
-0.0062 |
-0.5% |
1.3123 |
| High |
1.3285 |
1.3218 |
-0.0067 |
-0.5% |
1.3325 |
| Low |
1.3185 |
1.3080 |
-0.0105 |
-0.8% |
1.3028 |
| Close |
1.3205 |
1.3094 |
-0.0111 |
-0.8% |
1.3172 |
| Range |
0.0100 |
0.0138 |
0.0038 |
38.0% |
0.0297 |
| ATR |
0.0137 |
0.0137 |
0.0000 |
0.1% |
0.0000 |
| Volume |
206,319 |
277,617 |
71,298 |
34.6% |
1,469,077 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3545 |
1.3457 |
1.3170 |
|
| R3 |
1.3407 |
1.3319 |
1.3132 |
|
| R2 |
1.3269 |
1.3269 |
1.3119 |
|
| R1 |
1.3181 |
1.3181 |
1.3107 |
1.3156 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3118 |
| S1 |
1.3043 |
1.3043 |
1.3081 |
1.3018 |
| S2 |
1.2993 |
1.2993 |
1.3069 |
|
| S3 |
1.2855 |
1.2905 |
1.3056 |
|
| S4 |
1.2717 |
1.2767 |
1.3018 |
|
|
| 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 |
1.3080 |
0.0245 |
1.9% |
0.0110 |
0.8% |
6% |
False |
True |
261,712 |
| 10 |
1.3325 |
1.3027 |
0.0298 |
2.3% |
0.0131 |
1.0% |
22% |
False |
False |
294,386 |
| 20 |
1.3325 |
1.2736 |
0.0589 |
4.5% |
0.0136 |
1.0% |
61% |
False |
False |
293,611 |
| 40 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0130 |
1.0% |
67% |
False |
False |
237,725 |
| 60 |
1.3625 |
1.2627 |
0.0998 |
7.6% |
0.0136 |
1.0% |
47% |
False |
False |
168,348 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0147 |
1.1% |
29% |
False |
False |
126,462 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0150 |
1.1% |
29% |
False |
False |
101,251 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.1% |
0.0143 |
1.1% |
25% |
False |
False |
84,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3805 |
|
2.618 |
1.3579 |
|
1.618 |
1.3441 |
|
1.000 |
1.3356 |
|
0.618 |
1.3303 |
|
HIGH |
1.3218 |
|
0.618 |
1.3165 |
|
0.500 |
1.3149 |
|
0.382 |
1.3133 |
|
LOW |
1.3080 |
|
0.618 |
1.2995 |
|
1.000 |
1.2942 |
|
1.618 |
1.2857 |
|
2.618 |
1.2719 |
|
4.250 |
1.2494 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3149 |
1.3186 |
| PP |
1.3131 |
1.3155 |
| S1 |
1.3112 |
1.3125 |
|