CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3249 |
1.3370 |
0.0121 |
0.9% |
1.3206 |
| High |
1.3381 |
1.3488 |
0.0107 |
0.8% |
1.3488 |
| Low |
1.3232 |
1.3358 |
0.0126 |
1.0% |
1.3159 |
| Close |
1.3336 |
1.3460 |
0.0124 |
0.9% |
1.3460 |
| Range |
0.0149 |
0.0130 |
-0.0019 |
-12.8% |
0.0329 |
| ATR |
0.0132 |
0.0134 |
0.0001 |
1.1% |
0.0000 |
| Volume |
311,769 |
259,127 |
-52,642 |
-16.9% |
1,180,004 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3825 |
1.3773 |
1.3532 |
|
| R3 |
1.3695 |
1.3643 |
1.3496 |
|
| R2 |
1.3565 |
1.3565 |
1.3484 |
|
| R1 |
1.3513 |
1.3513 |
1.3472 |
1.3539 |
| PP |
1.3435 |
1.3435 |
1.3435 |
1.3449 |
| S1 |
1.3383 |
1.3383 |
1.3448 |
1.3409 |
| S2 |
1.3305 |
1.3305 |
1.3436 |
|
| S3 |
1.3175 |
1.3253 |
1.3424 |
|
| S4 |
1.3045 |
1.3123 |
1.3389 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4356 |
1.4237 |
1.3641 |
|
| R3 |
1.4027 |
1.3908 |
1.3550 |
|
| R2 |
1.3698 |
1.3698 |
1.3520 |
|
| R1 |
1.3579 |
1.3579 |
1.3490 |
1.3639 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3399 |
| S1 |
1.3250 |
1.3250 |
1.3430 |
1.3310 |
| S2 |
1.3040 |
1.3040 |
1.3400 |
|
| S3 |
1.2711 |
1.2921 |
1.3370 |
|
| S4 |
1.2382 |
1.2592 |
1.3279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3488 |
1.3116 |
0.0372 |
2.8% |
0.0111 |
0.8% |
92% |
True |
False |
282,269 |
| 10 |
1.3488 |
1.2975 |
0.0513 |
3.8% |
0.0126 |
0.9% |
95% |
True |
False |
281,407 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.8% |
0.0134 |
1.0% |
95% |
True |
False |
294,160 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.4% |
0.0136 |
1.0% |
97% |
True |
False |
264,865 |
| 60 |
1.3550 |
1.2627 |
0.0923 |
6.9% |
0.0134 |
1.0% |
90% |
False |
False |
202,908 |
| 80 |
1.4150 |
1.2627 |
0.1523 |
11.3% |
0.0144 |
1.1% |
55% |
False |
False |
152,476 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
11.9% |
0.0149 |
1.1% |
52% |
False |
False |
122,091 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
11.9% |
0.0147 |
1.1% |
52% |
False |
False |
101,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4041 |
|
2.618 |
1.3828 |
|
1.618 |
1.3698 |
|
1.000 |
1.3618 |
|
0.618 |
1.3568 |
|
HIGH |
1.3488 |
|
0.618 |
1.3438 |
|
0.500 |
1.3423 |
|
0.382 |
1.3408 |
|
LOW |
1.3358 |
|
0.618 |
1.3278 |
|
1.000 |
1.3228 |
|
1.618 |
1.3148 |
|
2.618 |
1.3018 |
|
4.250 |
1.2806 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3448 |
1.3423 |
| PP |
1.3435 |
1.3387 |
| S1 |
1.3423 |
1.3350 |
|