CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3174 |
1.3143 |
-0.0031 |
-0.2% |
1.3188 |
| High |
1.3198 |
1.3208 |
0.0010 |
0.1% |
1.3225 |
| Low |
1.3096 |
1.3077 |
-0.0019 |
-0.1% |
1.3035 |
| Close |
1.3148 |
1.3159 |
0.0011 |
0.1% |
1.3159 |
| Range |
0.0102 |
0.0131 |
0.0029 |
28.4% |
0.0190 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
0.0% |
0.0000 |
| Volume |
377 |
145 |
-232 |
-61.5% |
2,059 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3481 |
1.3231 |
|
| R3 |
1.3410 |
1.3350 |
1.3195 |
|
| R2 |
1.3279 |
1.3279 |
1.3183 |
|
| R1 |
1.3219 |
1.3219 |
1.3171 |
1.3249 |
| PP |
1.3148 |
1.3148 |
1.3148 |
1.3163 |
| S1 |
1.3088 |
1.3088 |
1.3147 |
1.3118 |
| S2 |
1.3017 |
1.3017 |
1.3135 |
|
| S3 |
1.2886 |
1.2957 |
1.3123 |
|
| S4 |
1.2755 |
1.2826 |
1.3087 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3624 |
1.3264 |
|
| R3 |
1.3520 |
1.3434 |
1.3211 |
|
| R2 |
1.3330 |
1.3330 |
1.3194 |
|
| R1 |
1.3244 |
1.3244 |
1.3176 |
1.3192 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3114 |
| S1 |
1.3054 |
1.3054 |
1.3142 |
1.3002 |
| S2 |
1.2950 |
1.2950 |
1.3124 |
|
| S3 |
1.2760 |
1.2864 |
1.3107 |
|
| S4 |
1.2570 |
1.2674 |
1.3055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3225 |
1.3035 |
0.0190 |
1.4% |
0.0138 |
1.0% |
65% |
False |
False |
411 |
| 10 |
1.3238 |
1.2902 |
0.0336 |
2.6% |
0.0137 |
1.0% |
76% |
False |
False |
354 |
| 20 |
1.3238 |
1.2645 |
0.0593 |
4.5% |
0.0132 |
1.0% |
87% |
False |
False |
403 |
| 40 |
1.3440 |
1.2645 |
0.0795 |
6.0% |
0.0114 |
0.9% |
65% |
False |
False |
271 |
| 60 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0105 |
0.8% |
43% |
False |
False |
186 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0081 |
0.6% |
33% |
False |
False |
140 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0066 |
0.5% |
33% |
False |
False |
113 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0056 |
0.4% |
28% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3765 |
|
2.618 |
1.3551 |
|
1.618 |
1.3420 |
|
1.000 |
1.3339 |
|
0.618 |
1.3289 |
|
HIGH |
1.3208 |
|
0.618 |
1.3158 |
|
0.500 |
1.3143 |
|
0.382 |
1.3127 |
|
LOW |
1.3077 |
|
0.618 |
1.2996 |
|
1.000 |
1.2946 |
|
1.618 |
1.2865 |
|
2.618 |
1.2734 |
|
4.250 |
1.2520 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3154 |
1.3149 |
| PP |
1.3148 |
1.3140 |
| S1 |
1.3143 |
1.3130 |
|