CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3253 |
1.3252 |
-0.0001 |
0.0% |
1.3243 |
| High |
1.3275 |
1.3380 |
0.0105 |
0.8% |
1.3283 |
| Low |
1.3227 |
1.3240 |
0.0013 |
0.1% |
1.2987 |
| Close |
1.3252 |
1.3343 |
0.0091 |
0.7% |
1.3165 |
| Range |
0.0048 |
0.0140 |
0.0092 |
191.7% |
0.0296 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.3% |
0.0000 |
| Volume |
1,118 |
595 |
-523 |
-46.8% |
4,188 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3682 |
1.3420 |
|
| R3 |
1.3601 |
1.3542 |
1.3382 |
|
| R2 |
1.3461 |
1.3461 |
1.3369 |
|
| R1 |
1.3402 |
1.3402 |
1.3356 |
1.3432 |
| PP |
1.3321 |
1.3321 |
1.3321 |
1.3336 |
| S1 |
1.3262 |
1.3262 |
1.3330 |
1.3292 |
| S2 |
1.3181 |
1.3181 |
1.3317 |
|
| S3 |
1.3041 |
1.3122 |
1.3305 |
|
| S4 |
1.2901 |
1.2982 |
1.3266 |
|
|
| 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 |
1.3380 |
1.2987 |
0.0393 |
2.9% |
0.0105 |
0.8% |
91% |
True |
False |
903 |
| 10 |
1.3380 |
1.2987 |
0.0393 |
2.9% |
0.0106 |
0.8% |
91% |
True |
False |
707 |
| 20 |
1.3380 |
1.2987 |
0.0393 |
2.9% |
0.0116 |
0.9% |
91% |
True |
False |
566 |
| 40 |
1.3380 |
1.2645 |
0.0735 |
5.5% |
0.0118 |
0.9% |
95% |
True |
False |
434 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.8% |
0.0109 |
0.8% |
77% |
False |
False |
322 |
| 80 |
1.4165 |
1.2645 |
0.1520 |
11.4% |
0.0098 |
0.7% |
46% |
False |
False |
244 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0078 |
0.6% |
45% |
False |
False |
196 |
| 120 |
1.4235 |
1.2645 |
0.1590 |
11.9% |
0.0066 |
0.5% |
44% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3975 |
|
2.618 |
1.3747 |
|
1.618 |
1.3607 |
|
1.000 |
1.3520 |
|
0.618 |
1.3467 |
|
HIGH |
1.3380 |
|
0.618 |
1.3327 |
|
0.500 |
1.3310 |
|
0.382 |
1.3293 |
|
LOW |
1.3240 |
|
0.618 |
1.3153 |
|
1.000 |
1.3100 |
|
1.618 |
1.3013 |
|
2.618 |
1.2873 |
|
4.250 |
1.2645 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3332 |
1.3325 |
| PP |
1.3321 |
1.3306 |
| S1 |
1.3310 |
1.3288 |
|