CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3158 |
1.3282 |
0.0124 |
0.9% |
1.3207 |
| High |
1.3299 |
1.3282 |
-0.0017 |
-0.1% |
1.3299 |
| Low |
1.3143 |
1.3104 |
-0.0039 |
-0.3% |
1.3104 |
| Close |
1.3280 |
1.3114 |
-0.0166 |
-1.3% |
1.3114 |
| Range |
0.0156 |
0.0178 |
0.0022 |
14.1% |
0.0195 |
| ATR |
0.0116 |
0.0121 |
0.0004 |
3.8% |
0.0000 |
| Volume |
18,437 |
32,496 |
14,059 |
76.3% |
76,694 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3701 |
1.3585 |
1.3212 |
|
| R3 |
1.3523 |
1.3407 |
1.3163 |
|
| R2 |
1.3345 |
1.3345 |
1.3147 |
|
| R1 |
1.3229 |
1.3229 |
1.3130 |
1.3198 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3151 |
| S1 |
1.3051 |
1.3051 |
1.3098 |
1.3020 |
| S2 |
1.2989 |
1.2989 |
1.3081 |
|
| S3 |
1.2811 |
1.2873 |
1.3065 |
|
| S4 |
1.2633 |
1.2695 |
1.3016 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3757 |
1.3631 |
1.3221 |
|
| R3 |
1.3562 |
1.3436 |
1.3168 |
|
| R2 |
1.3367 |
1.3367 |
1.3150 |
|
| R1 |
1.3241 |
1.3241 |
1.3132 |
1.3207 |
| PP |
1.3172 |
1.3172 |
1.3172 |
1.3155 |
| S1 |
1.3046 |
1.3046 |
1.3096 |
1.3012 |
| S2 |
1.2977 |
1.2977 |
1.3078 |
|
| S3 |
1.2782 |
1.2851 |
1.3060 |
|
| S4 |
1.2587 |
1.2656 |
1.3007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3299 |
1.3104 |
0.0195 |
1.5% |
0.0121 |
0.9% |
5% |
False |
True |
15,338 |
| 10 |
1.3492 |
1.3104 |
0.0388 |
3.0% |
0.0117 |
0.9% |
3% |
False |
True |
9,707 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0114 |
0.9% |
25% |
False |
False |
5,266 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0124 |
0.9% |
55% |
False |
False |
2,817 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0116 |
0.9% |
55% |
False |
False |
1,953 |
| 80 |
1.3762 |
1.2645 |
0.1117 |
8.5% |
0.0108 |
0.8% |
42% |
False |
False |
1,474 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0091 |
0.7% |
30% |
False |
False |
1,180 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0077 |
0.6% |
30% |
False |
False |
984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4039 |
|
2.618 |
1.3748 |
|
1.618 |
1.3570 |
|
1.000 |
1.3460 |
|
0.618 |
1.3392 |
|
HIGH |
1.3282 |
|
0.618 |
1.3214 |
|
0.500 |
1.3193 |
|
0.382 |
1.3172 |
|
LOW |
1.3104 |
|
0.618 |
1.2994 |
|
1.000 |
1.2926 |
|
1.618 |
1.2816 |
|
2.618 |
1.2638 |
|
4.250 |
1.2348 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3193 |
1.3202 |
| PP |
1.3167 |
1.3172 |
| S1 |
1.3140 |
1.3143 |
|