CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3081 |
-0.0069 |
-0.5% |
1.3200 |
| High |
1.3192 |
1.3091 |
-0.0101 |
-0.8% |
1.3292 |
| Low |
1.3052 |
1.3011 |
-0.0041 |
-0.3% |
1.3097 |
| Close |
1.3073 |
1.3023 |
-0.0050 |
-0.4% |
1.3107 |
| Range |
0.0140 |
0.0080 |
-0.0060 |
-42.9% |
0.0195 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
316,358 |
264,837 |
-51,521 |
-16.3% |
1,325,932 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3232 |
1.3067 |
|
| R3 |
1.3202 |
1.3152 |
1.3045 |
|
| R2 |
1.3122 |
1.3122 |
1.3038 |
|
| R1 |
1.3072 |
1.3072 |
1.3030 |
1.3057 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3034 |
| S1 |
1.2992 |
1.2992 |
1.3016 |
1.2977 |
| S2 |
1.2962 |
1.2962 |
1.3008 |
|
| S3 |
1.2882 |
1.2912 |
1.3001 |
|
| S4 |
1.2802 |
1.2832 |
1.2979 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3750 |
1.3624 |
1.3214 |
|
| R3 |
1.3555 |
1.3429 |
1.3161 |
|
| R2 |
1.3360 |
1.3360 |
1.3143 |
|
| R1 |
1.3234 |
1.3234 |
1.3125 |
1.3200 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3148 |
| S1 |
1.3039 |
1.3039 |
1.3089 |
1.3005 |
| S2 |
1.2970 |
1.2970 |
1.3071 |
|
| S3 |
1.2775 |
1.2844 |
1.3053 |
|
| S4 |
1.2580 |
1.2649 |
1.3000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3292 |
1.3011 |
0.0281 |
2.2% |
0.0127 |
1.0% |
4% |
False |
True |
277,452 |
| 10 |
1.3357 |
1.3011 |
0.0346 |
2.7% |
0.0113 |
0.9% |
3% |
False |
True |
262,593 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0119 |
0.9% |
9% |
False |
False |
277,784 |
| 40 |
1.3488 |
1.2736 |
0.0752 |
5.8% |
0.0128 |
1.0% |
38% |
False |
False |
285,697 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.6% |
0.0127 |
1.0% |
46% |
False |
False |
251,078 |
| 80 |
1.3625 |
1.2627 |
0.0998 |
7.7% |
0.0132 |
1.0% |
40% |
False |
False |
195,707 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0141 |
1.1% |
25% |
False |
False |
156,727 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0145 |
1.1% |
25% |
False |
False |
130,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3431 |
|
2.618 |
1.3300 |
|
1.618 |
1.3220 |
|
1.000 |
1.3171 |
|
0.618 |
1.3140 |
|
HIGH |
1.3091 |
|
0.618 |
1.3060 |
|
0.500 |
1.3051 |
|
0.382 |
1.3042 |
|
LOW |
1.3011 |
|
0.618 |
1.2962 |
|
1.000 |
1.2931 |
|
1.618 |
1.2882 |
|
2.618 |
1.2802 |
|
4.250 |
1.2671 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3102 |
| PP |
1.3042 |
1.3075 |
| S1 |
1.3032 |
1.3049 |
|