CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3370 |
1.3460 |
0.0090 |
0.7% |
1.3206 |
| High |
1.3488 |
1.3473 |
-0.0015 |
-0.1% |
1.3488 |
| Low |
1.3358 |
1.3367 |
0.0009 |
0.1% |
1.3159 |
| Close |
1.3460 |
1.3398 |
-0.0062 |
-0.5% |
1.3460 |
| Range |
0.0130 |
0.0106 |
-0.0024 |
-18.5% |
0.0329 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
259,127 |
255,894 |
-3,233 |
-1.2% |
1,180,004 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3670 |
1.3456 |
|
| R3 |
1.3625 |
1.3564 |
1.3427 |
|
| R2 |
1.3519 |
1.3519 |
1.3417 |
|
| R1 |
1.3458 |
1.3458 |
1.3408 |
1.3436 |
| PP |
1.3413 |
1.3413 |
1.3413 |
1.3401 |
| S1 |
1.3352 |
1.3352 |
1.3388 |
1.3330 |
| S2 |
1.3307 |
1.3307 |
1.3379 |
|
| S3 |
1.3201 |
1.3246 |
1.3369 |
|
| S4 |
1.3095 |
1.3140 |
1.3340 |
|
|
| 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 |
1.3159 |
0.0329 |
2.5% |
0.0115 |
0.9% |
73% |
False |
False |
287,179 |
| 10 |
1.3488 |
1.2975 |
0.0513 |
3.8% |
0.0123 |
0.9% |
82% |
False |
False |
282,543 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.8% |
0.0131 |
1.0% |
82% |
False |
False |
290,873 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.4% |
0.0134 |
1.0% |
90% |
False |
False |
267,106 |
| 60 |
1.3550 |
1.2627 |
0.0923 |
6.9% |
0.0134 |
1.0% |
84% |
False |
False |
207,135 |
| 80 |
1.3874 |
1.2627 |
0.1247 |
9.3% |
0.0141 |
1.1% |
62% |
False |
False |
155,669 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.0% |
0.0148 |
1.1% |
48% |
False |
False |
124,650 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.0% |
0.0148 |
1.1% |
48% |
False |
False |
103,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3924 |
|
2.618 |
1.3751 |
|
1.618 |
1.3645 |
|
1.000 |
1.3579 |
|
0.618 |
1.3539 |
|
HIGH |
1.3473 |
|
0.618 |
1.3433 |
|
0.500 |
1.3420 |
|
0.382 |
1.3407 |
|
LOW |
1.3367 |
|
0.618 |
1.3301 |
|
1.000 |
1.3261 |
|
1.618 |
1.3195 |
|
2.618 |
1.3089 |
|
4.250 |
1.2917 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3420 |
1.3385 |
| PP |
1.3413 |
1.3373 |
| S1 |
1.3405 |
1.3360 |
|