CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3206 |
1.3230 |
0.0024 |
0.2% |
1.3237 |
| High |
1.3295 |
1.3268 |
-0.0027 |
-0.2% |
1.3285 |
| Low |
1.3159 |
1.3212 |
0.0053 |
0.4% |
1.2975 |
| Close |
1.3247 |
1.3245 |
-0.0002 |
0.0% |
1.3159 |
| Range |
0.0136 |
0.0056 |
-0.0080 |
-58.8% |
0.0310 |
| ATR |
0.0137 |
0.0131 |
-0.0006 |
-4.2% |
0.0000 |
| Volume |
372,799 |
236,309 |
-136,490 |
-36.6% |
1,389,538 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3410 |
1.3383 |
1.3276 |
|
| R3 |
1.3354 |
1.3327 |
1.3260 |
|
| R2 |
1.3298 |
1.3298 |
1.3255 |
|
| R1 |
1.3271 |
1.3271 |
1.3250 |
1.3285 |
| PP |
1.3242 |
1.3242 |
1.3242 |
1.3248 |
| S1 |
1.3215 |
1.3215 |
1.3240 |
1.3229 |
| S2 |
1.3186 |
1.3186 |
1.3235 |
|
| S3 |
1.3130 |
1.3159 |
1.3230 |
|
| S4 |
1.3074 |
1.3103 |
1.3214 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4070 |
1.3924 |
1.3330 |
|
| R3 |
1.3760 |
1.3614 |
1.3244 |
|
| R2 |
1.3450 |
1.3450 |
1.3216 |
|
| R1 |
1.3304 |
1.3304 |
1.3187 |
1.3222 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3099 |
| S1 |
1.2994 |
1.2994 |
1.3131 |
1.2912 |
| S2 |
1.2830 |
1.2830 |
1.3102 |
|
| S3 |
1.2520 |
1.2684 |
1.3074 |
|
| S4 |
1.2210 |
1.2374 |
1.2989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3295 |
1.2975 |
0.0320 |
2.4% |
0.0122 |
0.9% |
84% |
False |
False |
302,942 |
| 10 |
1.3325 |
1.2975 |
0.0350 |
2.6% |
0.0116 |
0.9% |
77% |
False |
False |
282,327 |
| 20 |
1.3325 |
1.2933 |
0.0392 |
3.0% |
0.0134 |
1.0% |
80% |
False |
False |
297,414 |
| 40 |
1.3325 |
1.2627 |
0.0698 |
5.3% |
0.0131 |
1.0% |
89% |
False |
False |
252,531 |
| 60 |
1.3550 |
1.2627 |
0.0923 |
7.0% |
0.0135 |
1.0% |
67% |
False |
False |
193,483 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0145 |
1.1% |
39% |
False |
False |
145,371 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0149 |
1.1% |
39% |
False |
False |
116,384 |
| 120 |
1.4410 |
1.2627 |
0.1783 |
13.5% |
0.0146 |
1.1% |
35% |
False |
False |
97,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3506 |
|
2.618 |
1.3415 |
|
1.618 |
1.3359 |
|
1.000 |
1.3324 |
|
0.618 |
1.3303 |
|
HIGH |
1.3268 |
|
0.618 |
1.3247 |
|
0.500 |
1.3240 |
|
0.382 |
1.3233 |
|
LOW |
1.3212 |
|
0.618 |
1.3177 |
|
1.000 |
1.3156 |
|
1.618 |
1.3121 |
|
2.618 |
1.3065 |
|
4.250 |
1.2974 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3243 |
1.3232 |
| PP |
1.3242 |
1.3219 |
| S1 |
1.3240 |
1.3206 |
|