CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3089 |
1.3174 |
0.0085 |
0.6% |
1.2902 |
| High |
1.3225 |
1.3198 |
-0.0027 |
-0.2% |
1.3238 |
| Low |
1.3035 |
1.3096 |
0.0061 |
0.5% |
1.2902 |
| Close |
1.3164 |
1.3148 |
-0.0016 |
-0.1% |
1.3212 |
| Range |
0.0190 |
0.0102 |
-0.0088 |
-46.3% |
0.0336 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
343 |
377 |
34 |
9.9% |
1,485 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3403 |
1.3204 |
|
| R3 |
1.3351 |
1.3301 |
1.3176 |
|
| R2 |
1.3249 |
1.3249 |
1.3167 |
|
| R1 |
1.3199 |
1.3199 |
1.3157 |
1.3173 |
| PP |
1.3147 |
1.3147 |
1.3147 |
1.3135 |
| S1 |
1.3097 |
1.3097 |
1.3139 |
1.3071 |
| S2 |
1.3045 |
1.3045 |
1.3129 |
|
| S3 |
1.2943 |
1.2995 |
1.3120 |
|
| S4 |
1.2841 |
1.2893 |
1.3092 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4125 |
1.4005 |
1.3397 |
|
| R3 |
1.3789 |
1.3669 |
1.3304 |
|
| R2 |
1.3453 |
1.3453 |
1.3274 |
|
| R1 |
1.3333 |
1.3333 |
1.3243 |
1.3393 |
| PP |
1.3117 |
1.3117 |
1.3117 |
1.3148 |
| S1 |
1.2997 |
1.2997 |
1.3181 |
1.3057 |
| S2 |
1.2781 |
1.2781 |
1.3150 |
|
| S3 |
1.2445 |
1.2661 |
1.3120 |
|
| S4 |
1.2109 |
1.2325 |
1.3027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3238 |
1.3035 |
0.0203 |
1.5% |
0.0143 |
1.1% |
56% |
False |
False |
455 |
| 10 |
1.3238 |
1.2902 |
0.0336 |
2.6% |
0.0133 |
1.0% |
73% |
False |
False |
375 |
| 20 |
1.3238 |
1.2645 |
0.0593 |
4.5% |
0.0134 |
1.0% |
85% |
False |
False |
401 |
| 40 |
1.3440 |
1.2645 |
0.0795 |
6.0% |
0.0111 |
0.8% |
63% |
False |
False |
268 |
| 60 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0104 |
0.8% |
42% |
False |
False |
183 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0079 |
0.6% |
33% |
False |
False |
138 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0064 |
0.5% |
33% |
False |
False |
112 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0055 |
0.4% |
28% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3632 |
|
2.618 |
1.3465 |
|
1.618 |
1.3363 |
|
1.000 |
1.3300 |
|
0.618 |
1.3261 |
|
HIGH |
1.3198 |
|
0.618 |
1.3159 |
|
0.500 |
1.3147 |
|
0.382 |
1.3135 |
|
LOW |
1.3096 |
|
0.618 |
1.3033 |
|
1.000 |
1.2994 |
|
1.618 |
1.2931 |
|
2.618 |
1.2829 |
|
4.250 |
1.2663 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3148 |
1.3142 |
| PP |
1.3147 |
1.3136 |
| S1 |
1.3147 |
1.3130 |
|