CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3029 |
1.3081 |
0.0052 |
0.4% |
1.3115 |
| High |
1.3120 |
1.3187 |
0.0067 |
0.5% |
1.3192 |
| Low |
1.3004 |
1.3049 |
0.0045 |
0.3% |
1.3004 |
| Close |
1.3097 |
1.3173 |
0.0076 |
0.6% |
1.3173 |
| Range |
0.0116 |
0.0138 |
0.0022 |
19.0% |
0.0188 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
1.0% |
0.0000 |
| Volume |
209,904 |
59,104 |
-150,800 |
-71.8% |
1,069,228 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3550 |
1.3500 |
1.3249 |
|
| R3 |
1.3412 |
1.3362 |
1.3211 |
|
| R2 |
1.3274 |
1.3274 |
1.3198 |
|
| R1 |
1.3224 |
1.3224 |
1.3186 |
1.3249 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3149 |
| S1 |
1.3086 |
1.3086 |
1.3160 |
1.3111 |
| S2 |
1.2998 |
1.2998 |
1.3148 |
|
| S3 |
1.2860 |
1.2948 |
1.3135 |
|
| S4 |
1.2722 |
1.2810 |
1.3097 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3687 |
1.3618 |
1.3276 |
|
| R3 |
1.3499 |
1.3430 |
1.3225 |
|
| R2 |
1.3311 |
1.3311 |
1.3207 |
|
| R1 |
1.3242 |
1.3242 |
1.3190 |
1.3277 |
| PP |
1.3123 |
1.3123 |
1.3123 |
1.3140 |
| S1 |
1.3054 |
1.3054 |
1.3156 |
1.3089 |
| S2 |
1.2935 |
1.2935 |
1.3139 |
|
| S3 |
1.2747 |
1.2866 |
1.3121 |
|
| S4 |
1.2559 |
1.2678 |
1.3070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3192 |
1.3004 |
0.0188 |
1.4% |
0.0111 |
0.8% |
90% |
False |
False |
213,845 |
| 10 |
1.3292 |
1.3004 |
0.0288 |
2.2% |
0.0116 |
0.9% |
59% |
False |
False |
239,516 |
| 20 |
1.3488 |
1.3004 |
0.0484 |
3.7% |
0.0115 |
0.9% |
35% |
False |
False |
257,522 |
| 40 |
1.3488 |
1.2880 |
0.0608 |
4.6% |
0.0127 |
1.0% |
48% |
False |
False |
276,676 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0128 |
1.0% |
63% |
False |
False |
249,486 |
| 80 |
1.3576 |
1.2627 |
0.0949 |
7.2% |
0.0131 |
1.0% |
58% |
False |
False |
199,032 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0140 |
1.1% |
34% |
False |
False |
159,407 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0144 |
1.1% |
34% |
False |
False |
132,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3774 |
|
2.618 |
1.3548 |
|
1.618 |
1.3410 |
|
1.000 |
1.3325 |
|
0.618 |
1.3272 |
|
HIGH |
1.3187 |
|
0.618 |
1.3134 |
|
0.500 |
1.3118 |
|
0.382 |
1.3102 |
|
LOW |
1.3049 |
|
0.618 |
1.2964 |
|
1.000 |
1.2911 |
|
1.618 |
1.2826 |
|
2.618 |
1.2688 |
|
4.250 |
1.2463 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3155 |
1.3147 |
| PP |
1.3136 |
1.3121 |
| S1 |
1.3118 |
1.3096 |
|