CME Euro FX (E) Future June 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 |
1.3032 |
1.3084 |
0.0052 |
0.4% |
1.3124 |
| High |
1.3126 |
1.3195 |
0.0069 |
0.5% |
1.3199 |
| Low |
1.3009 |
1.3055 |
0.0046 |
0.4% |
1.3009 |
| Close |
1.3102 |
1.3179 |
0.0077 |
0.6% |
1.3179 |
| Range |
0.0117 |
0.0140 |
0.0023 |
19.7% |
0.0190 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.4% |
0.0000 |
| Volume |
124,923 |
249,573 |
124,650 |
99.8% |
643,075 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3511 |
1.3256 |
|
| R3 |
1.3423 |
1.3371 |
1.3218 |
|
| R2 |
1.3283 |
1.3283 |
1.3205 |
|
| R1 |
1.3231 |
1.3231 |
1.3192 |
1.3257 |
| PP |
1.3143 |
1.3143 |
1.3143 |
1.3156 |
| S1 |
1.3091 |
1.3091 |
1.3166 |
1.3117 |
| S2 |
1.3003 |
1.3003 |
1.3153 |
|
| S3 |
1.2863 |
1.2951 |
1.3141 |
|
| S4 |
1.2723 |
1.2811 |
1.3102 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3699 |
1.3629 |
1.3284 |
|
| R3 |
1.3509 |
1.3439 |
1.3231 |
|
| R2 |
1.3319 |
1.3319 |
1.3214 |
|
| R1 |
1.3249 |
1.3249 |
1.3196 |
1.3284 |
| PP |
1.3129 |
1.3129 |
1.3129 |
1.3147 |
| S1 |
1.3059 |
1.3059 |
1.3162 |
1.3094 |
| S2 |
1.2939 |
1.2939 |
1.3144 |
|
| S3 |
1.2749 |
1.2869 |
1.3127 |
|
| S4 |
1.2559 |
1.2679 |
1.3075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3199 |
1.3009 |
0.0190 |
1.4% |
0.0112 |
0.8% |
89% |
False |
False |
128,615 |
| 10 |
1.3299 |
1.3009 |
0.0290 |
2.2% |
0.0116 |
0.9% |
59% |
False |
False |
71,976 |
| 20 |
1.3494 |
1.3009 |
0.0485 |
3.7% |
0.0111 |
0.8% |
35% |
False |
False |
37,261 |
| 40 |
1.3494 |
1.2902 |
0.0592 |
4.5% |
0.0118 |
0.9% |
47% |
False |
False |
18,845 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0117 |
0.9% |
63% |
False |
False |
12,658 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0109 |
0.8% |
59% |
False |
False |
9,511 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0097 |
0.7% |
35% |
False |
False |
7,611 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0081 |
0.6% |
35% |
False |
False |
6,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3790 |
|
2.618 |
1.3562 |
|
1.618 |
1.3422 |
|
1.000 |
1.3335 |
|
0.618 |
1.3282 |
|
HIGH |
1.3195 |
|
0.618 |
1.3142 |
|
0.500 |
1.3125 |
|
0.382 |
1.3108 |
|
LOW |
1.3055 |
|
0.618 |
1.2968 |
|
1.000 |
1.2915 |
|
1.618 |
1.2828 |
|
2.618 |
1.2688 |
|
4.250 |
1.2460 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3161 |
1.3153 |
| PP |
1.3143 |
1.3128 |
| S1 |
1.3125 |
1.3102 |
|