CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3280 |
1.3243 |
-0.0037 |
-0.3% |
1.3131 |
| High |
1.3286 |
1.3283 |
-0.0003 |
0.0% |
1.3325 |
| Low |
1.3170 |
1.3194 |
0.0024 |
0.2% |
1.3039 |
| Close |
1.3178 |
1.3210 |
0.0032 |
0.2% |
1.3178 |
| Range |
0.0116 |
0.0089 |
-0.0027 |
-23.3% |
0.0286 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
216 |
383 |
167 |
77.3% |
1,740 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3496 |
1.3442 |
1.3259 |
|
| R3 |
1.3407 |
1.3353 |
1.3234 |
|
| R2 |
1.3318 |
1.3318 |
1.3226 |
|
| R1 |
1.3264 |
1.3264 |
1.3218 |
1.3247 |
| PP |
1.3229 |
1.3229 |
1.3229 |
1.3220 |
| S1 |
1.3175 |
1.3175 |
1.3202 |
1.3158 |
| S2 |
1.3140 |
1.3140 |
1.3194 |
|
| S3 |
1.3051 |
1.3086 |
1.3186 |
|
| S4 |
1.2962 |
1.2997 |
1.3161 |
|
|
| 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 |
1.3099 |
0.0226 |
1.7% |
0.0104 |
0.8% |
49% |
False |
False |
360 |
| 10 |
1.3325 |
1.3035 |
0.0290 |
2.2% |
0.0122 |
0.9% |
60% |
False |
False |
342 |
| 20 |
1.3325 |
1.2658 |
0.0667 |
5.0% |
0.0125 |
0.9% |
83% |
False |
False |
374 |
| 40 |
1.3325 |
1.2645 |
0.0680 |
5.1% |
0.0115 |
0.9% |
83% |
False |
False |
306 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0104 |
0.8% |
62% |
False |
False |
220 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0088 |
0.7% |
37% |
False |
False |
167 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0072 |
0.5% |
37% |
False |
False |
134 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.7% |
0.0060 |
0.5% |
31% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3661 |
|
2.618 |
1.3516 |
|
1.618 |
1.3427 |
|
1.000 |
1.3372 |
|
0.618 |
1.3338 |
|
HIGH |
1.3283 |
|
0.618 |
1.3249 |
|
0.500 |
1.3239 |
|
0.382 |
1.3228 |
|
LOW |
1.3194 |
|
0.618 |
1.3139 |
|
1.000 |
1.3105 |
|
1.618 |
1.3050 |
|
2.618 |
1.2961 |
|
4.250 |
1.2816 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3239 |
1.3248 |
| PP |
1.3229 |
1.3235 |
| S1 |
1.3220 |
1.3223 |
|