CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3134 |
1.3063 |
-0.0071 |
-0.5% |
1.3131 |
| High |
1.3187 |
1.3152 |
-0.0035 |
-0.3% |
1.3325 |
| Low |
1.3058 |
1.2987 |
-0.0071 |
-0.5% |
1.3039 |
| Close |
1.3070 |
1.3147 |
0.0077 |
0.6% |
1.3178 |
| Range |
0.0129 |
0.0165 |
0.0036 |
27.9% |
0.0286 |
| ATR |
0.0124 |
0.0127 |
0.0003 |
2.4% |
0.0000 |
| Volume |
1,021 |
848 |
-173 |
-16.9% |
1,740 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3590 |
1.3534 |
1.3238 |
|
| R3 |
1.3425 |
1.3369 |
1.3192 |
|
| R2 |
1.3260 |
1.3260 |
1.3177 |
|
| R1 |
1.3204 |
1.3204 |
1.3162 |
1.3232 |
| PP |
1.3095 |
1.3095 |
1.3095 |
1.3110 |
| S1 |
1.3039 |
1.3039 |
1.3132 |
1.3067 |
| S2 |
1.2930 |
1.2930 |
1.3117 |
|
| S3 |
1.2765 |
1.2874 |
1.3102 |
|
| S4 |
1.2600 |
1.2709 |
1.3056 |
|
|
| 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 |
1.3286 |
1.2987 |
0.0299 |
2.3% |
0.0123 |
0.9% |
54% |
False |
True |
634 |
| 10 |
1.3325 |
1.2987 |
0.0338 |
2.6% |
0.0117 |
0.9% |
47% |
False |
True |
484 |
| 20 |
1.3325 |
1.2902 |
0.0423 |
3.2% |
0.0125 |
0.9% |
58% |
False |
False |
430 |
| 40 |
1.3325 |
1.2645 |
0.0680 |
5.2% |
0.0120 |
0.9% |
74% |
False |
False |
356 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0108 |
0.8% |
55% |
False |
False |
262 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0094 |
0.7% |
33% |
False |
False |
199 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0075 |
0.6% |
33% |
False |
False |
160 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0064 |
0.5% |
28% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3853 |
|
2.618 |
1.3584 |
|
1.618 |
1.3419 |
|
1.000 |
1.3317 |
|
0.618 |
1.3254 |
|
HIGH |
1.3152 |
|
0.618 |
1.3089 |
|
0.500 |
1.3070 |
|
0.382 |
1.3050 |
|
LOW |
1.2987 |
|
0.618 |
1.2885 |
|
1.000 |
1.2822 |
|
1.618 |
1.2720 |
|
2.618 |
1.2555 |
|
4.250 |
1.2286 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3121 |
1.3130 |
| PP |
1.3095 |
1.3114 |
| S1 |
1.3070 |
1.3097 |
|