CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3208 |
1.3253 |
0.0045 |
0.3% |
1.3243 |
| High |
1.3295 |
1.3275 |
-0.0020 |
-0.2% |
1.3283 |
| Low |
1.3195 |
1.3227 |
0.0032 |
0.2% |
1.2987 |
| Close |
1.3253 |
1.3252 |
-0.0001 |
0.0% |
1.3165 |
| Range |
0.0100 |
0.0048 |
-0.0052 |
-52.0% |
0.0296 |
| ATR |
0.0123 |
0.0118 |
-0.0005 |
-4.4% |
0.0000 |
| Volume |
724 |
1,118 |
394 |
54.4% |
4,188 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3395 |
1.3372 |
1.3278 |
|
| R3 |
1.3347 |
1.3324 |
1.3265 |
|
| R2 |
1.3299 |
1.3299 |
1.3261 |
|
| R1 |
1.3276 |
1.3276 |
1.3256 |
1.3264 |
| PP |
1.3251 |
1.3251 |
1.3251 |
1.3245 |
| S1 |
1.3228 |
1.3228 |
1.3248 |
1.3216 |
| S2 |
1.3203 |
1.3203 |
1.3243 |
|
| S3 |
1.3155 |
1.3180 |
1.3239 |
|
| S4 |
1.3107 |
1.3132 |
1.3226 |
|
|
| 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% |
0.0103 |
0.8% |
86% |
False |
False |
988 |
| 10 |
1.3325 |
1.2987 |
0.0338 |
2.6% |
0.0097 |
0.7% |
78% |
False |
False |
692 |
| 20 |
1.3325 |
1.2941 |
0.0384 |
2.9% |
0.0119 |
0.9% |
81% |
False |
False |
545 |
| 40 |
1.3325 |
1.2645 |
0.0680 |
5.1% |
0.0116 |
0.9% |
89% |
False |
False |
420 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0109 |
0.8% |
67% |
False |
False |
313 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0096 |
0.7% |
39% |
False |
False |
237 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0077 |
0.6% |
39% |
False |
False |
190 |
| 120 |
1.4331 |
1.2645 |
0.1686 |
12.7% |
0.0065 |
0.5% |
36% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3479 |
|
2.618 |
1.3401 |
|
1.618 |
1.3353 |
|
1.000 |
1.3323 |
|
0.618 |
1.3305 |
|
HIGH |
1.3275 |
|
0.618 |
1.3257 |
|
0.500 |
1.3251 |
|
0.382 |
1.3245 |
|
LOW |
1.3227 |
|
0.618 |
1.3197 |
|
1.000 |
1.3179 |
|
1.618 |
1.3149 |
|
2.618 |
1.3101 |
|
4.250 |
1.3023 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3252 |
1.3239 |
| PP |
1.3251 |
1.3226 |
| S1 |
1.3251 |
1.3213 |
|