CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3282 |
1.3124 |
-0.0158 |
-1.2% |
1.3207 |
| High |
1.3282 |
1.3167 |
-0.0115 |
-0.9% |
1.3299 |
| Low |
1.3104 |
1.3086 |
-0.0018 |
-0.1% |
1.3104 |
| Close |
1.3114 |
1.3156 |
0.0042 |
0.3% |
1.3114 |
| Range |
0.0178 |
0.0081 |
-0.0097 |
-54.5% |
0.0195 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
32,496 |
38,559 |
6,063 |
18.7% |
76,694 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3379 |
1.3349 |
1.3201 |
|
| R3 |
1.3298 |
1.3268 |
1.3178 |
|
| R2 |
1.3217 |
1.3217 |
1.3171 |
|
| R1 |
1.3187 |
1.3187 |
1.3163 |
1.3202 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3144 |
| S1 |
1.3106 |
1.3106 |
1.3149 |
1.3121 |
| S2 |
1.3055 |
1.3055 |
1.3141 |
|
| S3 |
1.2974 |
1.3025 |
1.3134 |
|
| S4 |
1.2893 |
1.2944 |
1.3111 |
|
|
| 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 |
1.3086 |
0.0213 |
1.6% |
0.0121 |
0.9% |
33% |
False |
True |
22,121 |
| 10 |
1.3492 |
1.3086 |
0.0406 |
3.1% |
0.0114 |
0.9% |
17% |
False |
True |
13,360 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0112 |
0.9% |
33% |
False |
False |
7,183 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0123 |
0.9% |
60% |
False |
False |
3,775 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0114 |
0.9% |
60% |
False |
False |
2,594 |
| 80 |
1.3641 |
1.2645 |
0.0996 |
7.6% |
0.0107 |
0.8% |
51% |
False |
False |
1,956 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0092 |
0.7% |
33% |
False |
False |
1,566 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0078 |
0.6% |
33% |
False |
False |
1,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3511 |
|
2.618 |
1.3379 |
|
1.618 |
1.3298 |
|
1.000 |
1.3248 |
|
0.618 |
1.3217 |
|
HIGH |
1.3167 |
|
0.618 |
1.3136 |
|
0.500 |
1.3127 |
|
0.382 |
1.3117 |
|
LOW |
1.3086 |
|
0.618 |
1.3036 |
|
1.000 |
1.3005 |
|
1.618 |
1.2955 |
|
2.618 |
1.2874 |
|
4.250 |
1.2742 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3146 |
1.3193 |
| PP |
1.3136 |
1.3180 |
| S1 |
1.3127 |
1.3168 |
|