CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3179 |
-0.0064 |
-0.5% |
1.3131 |
| High |
1.3283 |
1.3207 |
-0.0076 |
-0.6% |
1.3325 |
| Low |
1.3194 |
1.3089 |
-0.0105 |
-0.8% |
1.3039 |
| Close |
1.3210 |
1.3101 |
-0.0109 |
-0.8% |
1.3178 |
| Range |
0.0089 |
0.0118 |
0.0029 |
32.6% |
0.0286 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
383 |
704 |
321 |
83.8% |
1,740 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3486 |
1.3412 |
1.3166 |
|
| R3 |
1.3368 |
1.3294 |
1.3133 |
|
| R2 |
1.3250 |
1.3250 |
1.3123 |
|
| R1 |
1.3176 |
1.3176 |
1.3112 |
1.3154 |
| PP |
1.3132 |
1.3132 |
1.3132 |
1.3122 |
| S1 |
1.3058 |
1.3058 |
1.3090 |
1.3036 |
| S2 |
1.3014 |
1.3014 |
1.3079 |
|
| S3 |
1.2896 |
1.2940 |
1.3069 |
|
| S4 |
1.2778 |
1.2822 |
1.3036 |
|
|
| 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 |
1.3089 |
0.0236 |
1.8% |
0.0092 |
0.7% |
5% |
False |
True |
396 |
| 10 |
1.3325 |
1.3035 |
0.0290 |
2.2% |
0.0117 |
0.9% |
23% |
False |
False |
369 |
| 20 |
1.3325 |
1.2755 |
0.0570 |
4.4% |
0.0123 |
0.9% |
61% |
False |
False |
380 |
| 40 |
1.3325 |
1.2645 |
0.0680 |
5.2% |
0.0116 |
0.9% |
67% |
False |
False |
319 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0105 |
0.8% |
50% |
False |
False |
231 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0090 |
0.7% |
30% |
False |
False |
175 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0072 |
0.5% |
30% |
False |
False |
141 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0061 |
0.5% |
25% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3709 |
|
2.618 |
1.3516 |
|
1.618 |
1.3398 |
|
1.000 |
1.3325 |
|
0.618 |
1.3280 |
|
HIGH |
1.3207 |
|
0.618 |
1.3162 |
|
0.500 |
1.3148 |
|
0.382 |
1.3134 |
|
LOW |
1.3089 |
|
0.618 |
1.3016 |
|
1.000 |
1.2971 |
|
1.618 |
1.2898 |
|
2.618 |
1.2780 |
|
4.250 |
1.2588 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3148 |
1.3188 |
| PP |
1.3132 |
1.3159 |
| S1 |
1.3117 |
1.3130 |
|