CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3081 |
1.3029 |
-0.0052 |
-0.4% |
1.3200 |
| High |
1.3091 |
1.3120 |
0.0029 |
0.2% |
1.3292 |
| Low |
1.3011 |
1.3004 |
-0.0007 |
-0.1% |
1.3097 |
| Close |
1.3023 |
1.3097 |
0.0074 |
0.6% |
1.3107 |
| Range |
0.0080 |
0.0116 |
0.0036 |
45.0% |
0.0195 |
| ATR |
0.0122 |
0.0122 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
264,837 |
209,904 |
-54,933 |
-20.7% |
1,325,932 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3375 |
1.3161 |
|
| R3 |
1.3306 |
1.3259 |
1.3129 |
|
| R2 |
1.3190 |
1.3190 |
1.3118 |
|
| R1 |
1.3143 |
1.3143 |
1.3108 |
1.3167 |
| PP |
1.3074 |
1.3074 |
1.3074 |
1.3085 |
| S1 |
1.3027 |
1.3027 |
1.3086 |
1.3051 |
| S2 |
1.2958 |
1.2958 |
1.3076 |
|
| S3 |
1.2842 |
1.2911 |
1.3065 |
|
| S4 |
1.2726 |
1.2795 |
1.3033 |
|
|
| 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 |
1.3277 |
1.3004 |
0.0273 |
2.1% |
0.0119 |
0.9% |
34% |
False |
True |
262,520 |
| 10 |
1.3334 |
1.3004 |
0.0330 |
2.5% |
0.0117 |
0.9% |
28% |
False |
True |
259,142 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0117 |
0.9% |
24% |
False |
False |
272,333 |
| 40 |
1.3488 |
1.2841 |
0.0647 |
4.9% |
0.0127 |
1.0% |
40% |
False |
False |
282,190 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.6% |
0.0127 |
1.0% |
55% |
False |
False |
250,872 |
| 80 |
1.3625 |
1.2627 |
0.0998 |
7.6% |
0.0132 |
1.0% |
47% |
False |
False |
198,317 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0140 |
1.1% |
29% |
False |
False |
158,819 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0144 |
1.1% |
29% |
False |
False |
132,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3424 |
|
1.618 |
1.3308 |
|
1.000 |
1.3236 |
|
0.618 |
1.3192 |
|
HIGH |
1.3120 |
|
0.618 |
1.3076 |
|
0.500 |
1.3062 |
|
0.382 |
1.3048 |
|
LOW |
1.3004 |
|
0.618 |
1.2932 |
|
1.000 |
1.2888 |
|
1.618 |
1.2816 |
|
2.618 |
1.2700 |
|
4.250 |
1.2511 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3085 |
1.3098 |
| PP |
1.3074 |
1.3098 |
| S1 |
1.3062 |
1.3097 |
|