CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3317 |
1.3200 |
-0.0117 |
-0.9% |
1.3460 |
| High |
1.3334 |
1.3243 |
-0.0091 |
-0.7% |
1.3487 |
| Low |
1.3188 |
1.3161 |
-0.0027 |
-0.2% |
1.3188 |
| Close |
1.3206 |
1.3227 |
0.0021 |
0.2% |
1.3206 |
| Range |
0.0146 |
0.0082 |
-0.0064 |
-43.8% |
0.0299 |
| ATR |
0.0129 |
0.0125 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
255,366 |
217,913 |
-37,453 |
-14.7% |
1,343,933 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3424 |
1.3272 |
|
| R3 |
1.3374 |
1.3342 |
1.3250 |
|
| R2 |
1.3292 |
1.3292 |
1.3242 |
|
| R1 |
1.3260 |
1.3260 |
1.3235 |
1.3276 |
| PP |
1.3210 |
1.3210 |
1.3210 |
1.3219 |
| S1 |
1.3178 |
1.3178 |
1.3219 |
1.3194 |
| S2 |
1.3128 |
1.3128 |
1.3212 |
|
| S3 |
1.3046 |
1.3096 |
1.3204 |
|
| S4 |
1.2964 |
1.3014 |
1.3182 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4191 |
1.3997 |
1.3370 |
|
| R3 |
1.3892 |
1.3698 |
1.3288 |
|
| R2 |
1.3593 |
1.3593 |
1.3261 |
|
| R1 |
1.3399 |
1.3399 |
1.3233 |
1.3347 |
| PP |
1.3294 |
1.3294 |
1.3294 |
1.3267 |
| S1 |
1.3100 |
1.3100 |
1.3179 |
1.3048 |
| S2 |
1.2995 |
1.2995 |
1.3151 |
|
| S3 |
1.2696 |
1.2801 |
1.3124 |
|
| S4 |
1.2397 |
1.2502 |
1.3042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3487 |
1.3161 |
0.0326 |
2.5% |
0.0112 |
0.8% |
20% |
False |
True |
261,190 |
| 10 |
1.3488 |
1.3159 |
0.0329 |
2.5% |
0.0114 |
0.9% |
21% |
False |
False |
274,185 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0120 |
0.9% |
49% |
False |
False |
280,023 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0133 |
1.0% |
70% |
False |
False |
278,339 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0131 |
1.0% |
70% |
False |
False |
228,436 |
| 80 |
1.3845 |
1.2627 |
0.1218 |
9.2% |
0.0137 |
1.0% |
49% |
False |
False |
171,925 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0144 |
1.1% |
37% |
False |
False |
137,679 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0146 |
1.1% |
37% |
False |
False |
114,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3592 |
|
2.618 |
1.3458 |
|
1.618 |
1.3376 |
|
1.000 |
1.3325 |
|
0.618 |
1.3294 |
|
HIGH |
1.3243 |
|
0.618 |
1.3212 |
|
0.500 |
1.3202 |
|
0.382 |
1.3192 |
|
LOW |
1.3161 |
|
0.618 |
1.3110 |
|
1.000 |
1.3079 |
|
1.618 |
1.3028 |
|
2.618 |
1.2946 |
|
4.250 |
1.2813 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3219 |
1.3259 |
| PP |
1.3210 |
1.3248 |
| S1 |
1.3202 |
1.3238 |
|