CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3131 |
1.3208 |
0.0077 |
0.6% |
1.3243 |
| High |
1.3202 |
1.3295 |
0.0093 |
0.7% |
1.3283 |
| Low |
1.3130 |
1.3195 |
0.0065 |
0.5% |
1.2987 |
| Close |
1.3165 |
1.3253 |
0.0088 |
0.7% |
1.3165 |
| Range |
0.0072 |
0.0100 |
0.0028 |
38.9% |
0.0296 |
| ATR |
0.0123 |
0.0123 |
0.0001 |
0.4% |
0.0000 |
| Volume |
1,232 |
724 |
-508 |
-41.2% |
4,188 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3500 |
1.3308 |
|
| R3 |
1.3448 |
1.3400 |
1.3281 |
|
| R2 |
1.3348 |
1.3348 |
1.3271 |
|
| R1 |
1.3300 |
1.3300 |
1.3262 |
1.3324 |
| PP |
1.3248 |
1.3248 |
1.3248 |
1.3260 |
| S1 |
1.3200 |
1.3200 |
1.3244 |
1.3224 |
| S2 |
1.3148 |
1.3148 |
1.3235 |
|
| S3 |
1.3048 |
1.3100 |
1.3226 |
|
| S4 |
1.2948 |
1.3000 |
1.3198 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4033 |
1.3895 |
1.3328 |
|
| R3 |
1.3737 |
1.3599 |
1.3246 |
|
| R2 |
1.3441 |
1.3441 |
1.3219 |
|
| R1 |
1.3303 |
1.3303 |
1.3192 |
1.3224 |
| PP |
1.3145 |
1.3145 |
1.3145 |
1.3106 |
| S1 |
1.3007 |
1.3007 |
1.3138 |
1.2928 |
| S2 |
1.2849 |
1.2849 |
1.3111 |
|
| S3 |
1.2553 |
1.2711 |
1.3084 |
|
| S4 |
1.2257 |
1.2415 |
1.3002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3295 |
1.2987 |
0.0308 |
2.3% |
0.0117 |
0.9% |
86% |
True |
False |
905 |
| 10 |
1.3325 |
1.2987 |
0.0338 |
2.6% |
0.0111 |
0.8% |
79% |
False |
False |
633 |
| 20 |
1.3325 |
1.2941 |
0.0384 |
2.9% |
0.0122 |
0.9% |
81% |
False |
False |
502 |
| 40 |
1.3325 |
1.2645 |
0.0680 |
5.1% |
0.0117 |
0.9% |
89% |
False |
False |
400 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0110 |
0.8% |
67% |
False |
False |
294 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0096 |
0.7% |
39% |
False |
False |
223 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0077 |
0.6% |
39% |
False |
False |
179 |
| 120 |
1.4400 |
1.2645 |
0.1755 |
13.2% |
0.0065 |
0.5% |
35% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3720 |
|
2.618 |
1.3557 |
|
1.618 |
1.3457 |
|
1.000 |
1.3395 |
|
0.618 |
1.3357 |
|
HIGH |
1.3295 |
|
0.618 |
1.3257 |
|
0.500 |
1.3245 |
|
0.382 |
1.3233 |
|
LOW |
1.3195 |
|
0.618 |
1.3133 |
|
1.000 |
1.3095 |
|
1.618 |
1.3033 |
|
2.618 |
1.2933 |
|
4.250 |
1.2770 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3250 |
1.3216 |
| PP |
1.3248 |
1.3178 |
| S1 |
1.3245 |
1.3141 |
|