CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3458 |
1.3322 |
-0.0136 |
-1.0% |
1.3206 |
| High |
1.3487 |
1.3357 |
-0.0130 |
-1.0% |
1.3488 |
| Low |
1.3315 |
1.3282 |
-0.0033 |
-0.2% |
1.3159 |
| Close |
1.3339 |
1.3316 |
-0.0023 |
-0.2% |
1.3460 |
| Range |
0.0172 |
0.0075 |
-0.0097 |
-56.4% |
0.0329 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
340,760 |
244,417 |
-96,343 |
-28.3% |
1,180,004 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3543 |
1.3505 |
1.3357 |
|
| R3 |
1.3468 |
1.3430 |
1.3337 |
|
| R2 |
1.3393 |
1.3393 |
1.3330 |
|
| R1 |
1.3355 |
1.3355 |
1.3323 |
1.3337 |
| PP |
1.3318 |
1.3318 |
1.3318 |
1.3309 |
| S1 |
1.3280 |
1.3280 |
1.3309 |
1.3262 |
| S2 |
1.3243 |
1.3243 |
1.3302 |
|
| S3 |
1.3168 |
1.3205 |
1.3295 |
|
| S4 |
1.3093 |
1.3130 |
1.3275 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4356 |
1.4237 |
1.3641 |
|
| R3 |
1.4027 |
1.3908 |
1.3550 |
|
| R2 |
1.3698 |
1.3698 |
1.3520 |
|
| R1 |
1.3579 |
1.3579 |
1.3490 |
1.3639 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3399 |
| S1 |
1.3250 |
1.3250 |
1.3430 |
1.3310 |
| S2 |
1.3040 |
1.3040 |
1.3400 |
|
| S3 |
1.2711 |
1.2921 |
1.3370 |
|
| S4 |
1.2382 |
1.2592 |
1.3279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3488 |
1.3282 |
0.0206 |
1.5% |
0.0113 |
0.9% |
17% |
False |
True |
269,538 |
| 10 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0118 |
0.9% |
66% |
False |
False |
285,525 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0122 |
0.9% |
66% |
False |
False |
288,712 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0136 |
1.0% |
80% |
False |
False |
278,412 |
| 60 |
1.3496 |
1.2627 |
0.0869 |
6.5% |
0.0130 |
1.0% |
79% |
False |
False |
220,714 |
| 80 |
1.3874 |
1.2627 |
0.1247 |
9.4% |
0.0137 |
1.0% |
55% |
False |
False |
166,041 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.0% |
0.0146 |
1.1% |
43% |
False |
False |
132,957 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.0% |
0.0148 |
1.1% |
43% |
False |
False |
110,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3676 |
|
2.618 |
1.3553 |
|
1.618 |
1.3478 |
|
1.000 |
1.3432 |
|
0.618 |
1.3403 |
|
HIGH |
1.3357 |
|
0.618 |
1.3328 |
|
0.500 |
1.3320 |
|
0.382 |
1.3311 |
|
LOW |
1.3282 |
|
0.618 |
1.3236 |
|
1.000 |
1.3207 |
|
1.618 |
1.3161 |
|
2.618 |
1.3086 |
|
4.250 |
1.2963 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3320 |
1.3385 |
| PP |
1.3318 |
1.3362 |
| S1 |
1.3317 |
1.3339 |
|