CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3379 |
1.3470 |
0.0091 |
0.7% |
1.3208 |
| High |
1.3494 |
1.3480 |
-0.0014 |
-0.1% |
1.3494 |
| Low |
1.3366 |
1.3375 |
0.0009 |
0.1% |
1.3195 |
| Close |
1.3467 |
1.3405 |
-0.0062 |
-0.5% |
1.3467 |
| Range |
0.0128 |
0.0105 |
-0.0023 |
-18.0% |
0.0299 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,409 |
2,025 |
616 |
43.7% |
3,846 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3735 |
1.3675 |
1.3463 |
|
| R3 |
1.3630 |
1.3570 |
1.3434 |
|
| R2 |
1.3525 |
1.3525 |
1.3424 |
|
| R1 |
1.3465 |
1.3465 |
1.3415 |
1.3443 |
| PP |
1.3420 |
1.3420 |
1.3420 |
1.3409 |
| S1 |
1.3360 |
1.3360 |
1.3395 |
1.3338 |
| S2 |
1.3315 |
1.3315 |
1.3386 |
|
| S3 |
1.3210 |
1.3255 |
1.3376 |
|
| S4 |
1.3105 |
1.3150 |
1.3347 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4282 |
1.4174 |
1.3631 |
|
| R3 |
1.3983 |
1.3875 |
1.3549 |
|
| R2 |
1.3684 |
1.3684 |
1.3522 |
|
| R1 |
1.3576 |
1.3576 |
1.3494 |
1.3630 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3413 |
| S1 |
1.3277 |
1.3277 |
1.3440 |
1.3331 |
| S2 |
1.3086 |
1.3086 |
1.3412 |
|
| S3 |
1.2787 |
1.2978 |
1.3385 |
|
| S4 |
1.2488 |
1.2679 |
1.3303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3494 |
1.3195 |
0.0299 |
2.2% |
0.0104 |
0.8% |
70% |
False |
False |
1,174 |
| 10 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0109 |
0.8% |
82% |
False |
False |
1,005 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0116 |
0.9% |
82% |
False |
False |
692 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.3% |
0.0120 |
0.9% |
90% |
False |
False |
519 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.8% |
0.0111 |
0.8% |
84% |
False |
False |
379 |
| 80 |
1.3843 |
1.2645 |
0.1198 |
8.9% |
0.0101 |
0.8% |
63% |
False |
False |
287 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.5% |
0.0081 |
0.6% |
49% |
False |
False |
230 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.5% |
0.0068 |
0.5% |
49% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3926 |
|
2.618 |
1.3755 |
|
1.618 |
1.3650 |
|
1.000 |
1.3585 |
|
0.618 |
1.3545 |
|
HIGH |
1.3480 |
|
0.618 |
1.3440 |
|
0.500 |
1.3428 |
|
0.382 |
1.3415 |
|
LOW |
1.3375 |
|
0.618 |
1.3310 |
|
1.000 |
1.3270 |
|
1.618 |
1.3205 |
|
2.618 |
1.3100 |
|
4.250 |
1.2929 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3428 |
1.3392 |
| PP |
1.3420 |
1.3380 |
| S1 |
1.3413 |
1.3367 |
|