CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3216 |
1.3119 |
-0.0097 |
-0.7% |
1.3460 |
| High |
1.3227 |
1.3165 |
-0.0062 |
-0.5% |
1.3487 |
| Low |
1.3104 |
1.3097 |
-0.0007 |
-0.1% |
1.3188 |
| Close |
1.3106 |
1.3149 |
0.0043 |
0.3% |
1.3206 |
| Range |
0.0123 |
0.0068 |
-0.0055 |
-44.7% |
0.0299 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
274,888 |
246,090 |
-28,798 |
-10.5% |
1,343,933 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3313 |
1.3186 |
|
| R3 |
1.3273 |
1.3245 |
1.3168 |
|
| R2 |
1.3205 |
1.3205 |
1.3161 |
|
| R1 |
1.3177 |
1.3177 |
1.3155 |
1.3191 |
| PP |
1.3137 |
1.3137 |
1.3137 |
1.3144 |
| S1 |
1.3109 |
1.3109 |
1.3143 |
1.3123 |
| S2 |
1.3069 |
1.3069 |
1.3137 |
|
| S3 |
1.3001 |
1.3041 |
1.3130 |
|
| S4 |
1.2933 |
1.2973 |
1.3112 |
|
|
| 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 |
1.3357 |
1.3097 |
0.0260 |
2.0% |
0.0099 |
0.8% |
20% |
False |
True |
247,734 |
| 10 |
1.3488 |
1.3097 |
0.0391 |
3.0% |
0.0113 |
0.9% |
13% |
False |
True |
265,372 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0115 |
0.9% |
34% |
False |
False |
273,849 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0132 |
1.0% |
61% |
False |
False |
281,081 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0129 |
1.0% |
61% |
False |
False |
236,513 |
| 80 |
1.3798 |
1.2627 |
0.1171 |
8.9% |
0.0134 |
1.0% |
45% |
False |
False |
178,428 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0142 |
1.1% |
33% |
False |
False |
142,883 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0145 |
1.1% |
33% |
False |
False |
119,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3454 |
|
2.618 |
1.3343 |
|
1.618 |
1.3275 |
|
1.000 |
1.3233 |
|
0.618 |
1.3207 |
|
HIGH |
1.3165 |
|
0.618 |
1.3139 |
|
0.500 |
1.3131 |
|
0.382 |
1.3123 |
|
LOW |
1.3097 |
|
0.618 |
1.3055 |
|
1.000 |
1.3029 |
|
1.618 |
1.2987 |
|
2.618 |
1.2919 |
|
4.250 |
1.2808 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3143 |
1.3170 |
| PP |
1.3137 |
1.3163 |
| S1 |
1.3131 |
1.3156 |
|