CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3335 |
1.3322 |
-0.0013 |
-0.1% |
1.3470 |
| High |
1.3362 |
1.3338 |
-0.0024 |
-0.2% |
1.3492 |
| Low |
1.3291 |
1.3197 |
-0.0094 |
-0.7% |
1.3197 |
| Close |
1.3323 |
1.3214 |
-0.0109 |
-0.8% |
1.3214 |
| Range |
0.0071 |
0.0141 |
0.0070 |
98.6% |
0.0295 |
| ATR |
0.0118 |
0.0119 |
0.0002 |
1.4% |
0.0000 |
| Volume |
6,100 |
6,009 |
-91 |
-1.5% |
20,376 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3673 |
1.3584 |
1.3292 |
|
| R3 |
1.3532 |
1.3443 |
1.3253 |
|
| R2 |
1.3391 |
1.3391 |
1.3240 |
|
| R1 |
1.3302 |
1.3302 |
1.3227 |
1.3276 |
| PP |
1.3250 |
1.3250 |
1.3250 |
1.3237 |
| S1 |
1.3161 |
1.3161 |
1.3201 |
1.3135 |
| S2 |
1.3109 |
1.3109 |
1.3188 |
|
| S3 |
1.2968 |
1.3020 |
1.3175 |
|
| S4 |
1.2827 |
1.2879 |
1.3136 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.3995 |
1.3376 |
|
| R3 |
1.3891 |
1.3700 |
1.3295 |
|
| R2 |
1.3596 |
1.3596 |
1.3268 |
|
| R1 |
1.3405 |
1.3405 |
1.3241 |
1.3353 |
| PP |
1.3301 |
1.3301 |
1.3301 |
1.3275 |
| S1 |
1.3110 |
1.3110 |
1.3187 |
1.3058 |
| S2 |
1.3006 |
1.3006 |
1.3160 |
|
| S3 |
1.2711 |
1.2815 |
1.3133 |
|
| S4 |
1.2416 |
1.2520 |
1.3052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3492 |
1.3197 |
0.0295 |
2.2% |
0.0113 |
0.9% |
6% |
False |
True |
4,075 |
| 10 |
1.3494 |
1.3130 |
0.0364 |
2.8% |
0.0105 |
0.8% |
23% |
False |
False |
2,545 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0111 |
0.8% |
45% |
False |
False |
1,514 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0122 |
0.9% |
67% |
False |
False |
958 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0111 |
0.8% |
67% |
False |
False |
683 |
| 80 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0106 |
0.8% |
47% |
False |
False |
516 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0085 |
0.6% |
37% |
False |
False |
414 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0072 |
0.5% |
37% |
False |
False |
345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3937 |
|
2.618 |
1.3707 |
|
1.618 |
1.3566 |
|
1.000 |
1.3479 |
|
0.618 |
1.3425 |
|
HIGH |
1.3338 |
|
0.618 |
1.3284 |
|
0.500 |
1.3268 |
|
0.382 |
1.3251 |
|
LOW |
1.3197 |
|
0.618 |
1.3110 |
|
1.000 |
1.3056 |
|
1.618 |
1.2969 |
|
2.618 |
1.2828 |
|
4.250 |
1.2598 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3268 |
1.3345 |
| PP |
1.3250 |
1.3301 |
| S1 |
1.3232 |
1.3258 |
|