CME Euro FX (E) Future June 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 |
1.3093 |
1.3032 |
-0.0061 |
-0.5% |
1.3207 |
| High |
1.3098 |
1.3126 |
0.0028 |
0.2% |
1.3299 |
| Low |
1.3017 |
1.3009 |
-0.0008 |
-0.1% |
1.3104 |
| Close |
1.3029 |
1.3102 |
0.0073 |
0.6% |
1.3114 |
| Range |
0.0081 |
0.0117 |
0.0036 |
44.4% |
0.0195 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.0% |
0.0000 |
| Volume |
133,751 |
124,923 |
-8,828 |
-6.6% |
76,694 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3430 |
1.3383 |
1.3166 |
|
| R3 |
1.3313 |
1.3266 |
1.3134 |
|
| R2 |
1.3196 |
1.3196 |
1.3123 |
|
| R1 |
1.3149 |
1.3149 |
1.3113 |
1.3173 |
| PP |
1.3079 |
1.3079 |
1.3079 |
1.3091 |
| S1 |
1.3032 |
1.3032 |
1.3091 |
1.3056 |
| S2 |
1.2962 |
1.2962 |
1.3081 |
|
| S3 |
1.2845 |
1.2915 |
1.3070 |
|
| S4 |
1.2728 |
1.2798 |
1.3038 |
|
|
| 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 |
1.3282 |
1.3009 |
0.0273 |
2.1% |
0.0119 |
0.9% |
34% |
False |
True |
85,199 |
| 10 |
1.3338 |
1.3009 |
0.0329 |
2.5% |
0.0116 |
0.9% |
28% |
False |
True |
47,620 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0112 |
0.9% |
23% |
False |
False |
24,824 |
| 40 |
1.3494 |
1.2858 |
0.0636 |
4.9% |
0.0118 |
0.9% |
38% |
False |
False |
12,618 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0115 |
0.9% |
54% |
False |
False |
8,501 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0107 |
0.8% |
50% |
False |
False |
6,392 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0096 |
0.7% |
30% |
False |
False |
5,115 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0080 |
0.6% |
30% |
False |
False |
4,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3623 |
|
2.618 |
1.3432 |
|
1.618 |
1.3315 |
|
1.000 |
1.3243 |
|
0.618 |
1.3198 |
|
HIGH |
1.3126 |
|
0.618 |
1.3081 |
|
0.500 |
1.3068 |
|
0.382 |
1.3054 |
|
LOW |
1.3009 |
|
0.618 |
1.2937 |
|
1.000 |
1.2892 |
|
1.618 |
1.2820 |
|
2.618 |
1.2703 |
|
4.250 |
1.2512 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3091 |
1.3104 |
| PP |
1.3079 |
1.3103 |
| S1 |
1.3068 |
1.3103 |
|