CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3175 |
1.3134 |
-0.0041 |
-0.3% |
1.3123 |
| High |
1.3218 |
1.3192 |
-0.0026 |
-0.2% |
1.3325 |
| Low |
1.3080 |
1.3045 |
-0.0035 |
-0.3% |
1.3028 |
| Close |
1.3094 |
1.3063 |
-0.0031 |
-0.2% |
1.3172 |
| Range |
0.0138 |
0.0147 |
0.0009 |
6.5% |
0.0297 |
| ATR |
0.0137 |
0.0138 |
0.0001 |
0.5% |
0.0000 |
| Volume |
277,617 |
318,921 |
41,304 |
14.9% |
1,469,077 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3449 |
1.3144 |
|
| R3 |
1.3394 |
1.3302 |
1.3103 |
|
| R2 |
1.3247 |
1.3247 |
1.3090 |
|
| R1 |
1.3155 |
1.3155 |
1.3076 |
1.3128 |
| PP |
1.3100 |
1.3100 |
1.3100 |
1.3086 |
| S1 |
1.3008 |
1.3008 |
1.3050 |
1.2981 |
| S2 |
1.2953 |
1.2953 |
1.3036 |
|
| S3 |
1.2806 |
1.2861 |
1.3023 |
|
| S4 |
1.2659 |
1.2714 |
1.2982 |
|
|
| 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 |
1.3045 |
0.0280 |
2.1% |
0.0126 |
1.0% |
6% |
False |
True |
270,943 |
| 10 |
1.3325 |
1.3028 |
0.0297 |
2.3% |
0.0126 |
1.0% |
12% |
False |
False |
291,898 |
| 20 |
1.3325 |
1.2841 |
0.0484 |
3.7% |
0.0137 |
1.0% |
46% |
False |
False |
292,047 |
| 40 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0132 |
1.0% |
62% |
False |
False |
240,142 |
| 60 |
1.3625 |
1.2627 |
0.0998 |
7.6% |
0.0136 |
1.0% |
44% |
False |
False |
173,645 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0146 |
1.1% |
27% |
False |
False |
130,441 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0150 |
1.1% |
27% |
False |
False |
104,438 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.1% |
0.0144 |
1.1% |
24% |
False |
False |
87,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3817 |
|
2.618 |
1.3577 |
|
1.618 |
1.3430 |
|
1.000 |
1.3339 |
|
0.618 |
1.3283 |
|
HIGH |
1.3192 |
|
0.618 |
1.3136 |
|
0.500 |
1.3119 |
|
0.382 |
1.3101 |
|
LOW |
1.3045 |
|
0.618 |
1.2954 |
|
1.000 |
1.2898 |
|
1.618 |
1.2807 |
|
2.618 |
1.2660 |
|
4.250 |
1.2420 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3119 |
1.3165 |
| PP |
1.3100 |
1.3131 |
| S1 |
1.3082 |
1.3097 |
|