CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3244 |
1.3280 |
0.0036 |
0.3% |
1.3131 |
| High |
1.3325 |
1.3286 |
-0.0039 |
-0.3% |
1.3325 |
| Low |
1.3240 |
1.3170 |
-0.0070 |
-0.5% |
1.3039 |
| Close |
1.3295 |
1.3178 |
-0.0117 |
-0.9% |
1.3178 |
| Range |
0.0085 |
0.0116 |
0.0031 |
36.5% |
0.0286 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
0.0% |
0.0000 |
| Volume |
230 |
216 |
-14 |
-6.1% |
1,740 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3559 |
1.3485 |
1.3242 |
|
| R3 |
1.3443 |
1.3369 |
1.3210 |
|
| R2 |
1.3327 |
1.3327 |
1.3199 |
|
| R1 |
1.3253 |
1.3253 |
1.3189 |
1.3232 |
| PP |
1.3211 |
1.3211 |
1.3211 |
1.3201 |
| S1 |
1.3137 |
1.3137 |
1.3167 |
1.3116 |
| S2 |
1.3095 |
1.3095 |
1.3157 |
|
| S3 |
1.2979 |
1.3021 |
1.3146 |
|
| S4 |
1.2863 |
1.2905 |
1.3114 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4039 |
1.3894 |
1.3335 |
|
| R3 |
1.3753 |
1.3608 |
1.3257 |
|
| R2 |
1.3467 |
1.3467 |
1.3230 |
|
| R1 |
1.3322 |
1.3322 |
1.3204 |
1.3395 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3217 |
| S1 |
1.3036 |
1.3036 |
1.3152 |
1.3109 |
| S2 |
1.2895 |
1.2895 |
1.3126 |
|
| S3 |
1.2609 |
1.2750 |
1.3099 |
|
| S4 |
1.2323 |
1.2464 |
1.3021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3325 |
1.3039 |
0.0286 |
2.2% |
0.0108 |
0.8% |
49% |
False |
False |
348 |
| 10 |
1.3325 |
1.3035 |
0.0290 |
2.2% |
0.0123 |
0.9% |
49% |
False |
False |
379 |
| 20 |
1.3325 |
1.2645 |
0.0680 |
5.2% |
0.0133 |
1.0% |
78% |
False |
False |
368 |
| 40 |
1.3325 |
1.2645 |
0.0680 |
5.2% |
0.0115 |
0.9% |
78% |
False |
False |
299 |
| 60 |
1.3641 |
1.2645 |
0.0996 |
7.6% |
0.0105 |
0.8% |
54% |
False |
False |
214 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0087 |
0.7% |
35% |
False |
False |
162 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0071 |
0.5% |
35% |
False |
False |
130 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0060 |
0.5% |
29% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3779 |
|
2.618 |
1.3590 |
|
1.618 |
1.3474 |
|
1.000 |
1.3402 |
|
0.618 |
1.3358 |
|
HIGH |
1.3286 |
|
0.618 |
1.3242 |
|
0.500 |
1.3228 |
|
0.382 |
1.3214 |
|
LOW |
1.3170 |
|
0.618 |
1.3098 |
|
1.000 |
1.3054 |
|
1.618 |
1.2982 |
|
2.618 |
1.2866 |
|
4.250 |
1.2677 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3228 |
1.3248 |
| PP |
1.3211 |
1.3224 |
| S1 |
1.3195 |
1.3201 |
|