CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3468 |
0.0058 |
0.4% |
1.3208 |
| High |
1.3478 |
1.3492 |
0.0014 |
0.1% |
1.3494 |
| Low |
1.3398 |
1.3325 |
-0.0073 |
-0.5% |
1.3195 |
| Close |
1.3465 |
1.3346 |
-0.0119 |
-0.9% |
1.3467 |
| Range |
0.0080 |
0.0167 |
0.0087 |
108.8% |
0.0299 |
| ATR |
0.0118 |
0.0121 |
0.0004 |
3.0% |
0.0000 |
| Volume |
2,914 |
3,328 |
414 |
14.2% |
3,846 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3784 |
1.3438 |
|
| R3 |
1.3722 |
1.3617 |
1.3392 |
|
| R2 |
1.3555 |
1.3555 |
1.3377 |
|
| R1 |
1.3450 |
1.3450 |
1.3361 |
1.3419 |
| PP |
1.3388 |
1.3388 |
1.3388 |
1.3372 |
| S1 |
1.3283 |
1.3283 |
1.3331 |
1.3252 |
| S2 |
1.3221 |
1.3221 |
1.3315 |
|
| S3 |
1.3054 |
1.3116 |
1.3300 |
|
| S4 |
1.2887 |
1.2949 |
1.3254 |
|
|
| 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 |
1.3240 |
0.0254 |
1.9% |
0.0124 |
0.9% |
42% |
False |
False |
2,054 |
| 10 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0113 |
0.8% |
71% |
False |
False |
1,521 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0115 |
0.9% |
71% |
False |
False |
945 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0122 |
0.9% |
83% |
False |
False |
659 |
| 60 |
1.3555 |
1.2645 |
0.0910 |
6.8% |
0.0112 |
0.8% |
77% |
False |
False |
482 |
| 80 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0103 |
0.8% |
59% |
False |
False |
365 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0083 |
0.6% |
45% |
False |
False |
293 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0070 |
0.5% |
45% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4202 |
|
2.618 |
1.3929 |
|
1.618 |
1.3762 |
|
1.000 |
1.3659 |
|
0.618 |
1.3595 |
|
HIGH |
1.3492 |
|
0.618 |
1.3428 |
|
0.500 |
1.3409 |
|
0.382 |
1.3389 |
|
LOW |
1.3325 |
|
0.618 |
1.3222 |
|
1.000 |
1.3158 |
|
1.618 |
1.3055 |
|
2.618 |
1.2888 |
|
4.250 |
1.2615 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3409 |
1.3409 |
| PP |
1.3388 |
1.3388 |
| S1 |
1.3367 |
1.3367 |
|