CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3084 |
1.3185 |
0.0101 |
0.8% |
1.3124 |
| High |
1.3195 |
1.3272 |
0.0077 |
0.6% |
1.3199 |
| Low |
1.3055 |
1.3148 |
0.0093 |
0.7% |
1.3009 |
| Close |
1.3179 |
1.3245 |
0.0066 |
0.5% |
1.3179 |
| Range |
0.0140 |
0.0124 |
-0.0016 |
-11.4% |
0.0190 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.3% |
0.0000 |
| Volume |
249,573 |
219,186 |
-30,387 |
-12.2% |
643,075 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3594 |
1.3543 |
1.3313 |
|
| R3 |
1.3470 |
1.3419 |
1.3279 |
|
| R2 |
1.3346 |
1.3346 |
1.3268 |
|
| R1 |
1.3295 |
1.3295 |
1.3256 |
1.3321 |
| PP |
1.3222 |
1.3222 |
1.3222 |
1.3234 |
| S1 |
1.3171 |
1.3171 |
1.3234 |
1.3197 |
| S2 |
1.3098 |
1.3098 |
1.3222 |
|
| S3 |
1.2974 |
1.3047 |
1.3211 |
|
| S4 |
1.2850 |
1.2923 |
1.3177 |
|
|
| 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 |
1.3272 |
1.3009 |
0.0263 |
2.0% |
0.0120 |
0.9% |
90% |
True |
False |
164,740 |
| 10 |
1.3299 |
1.3009 |
0.0290 |
2.2% |
0.0121 |
0.9% |
81% |
False |
False |
93,431 |
| 20 |
1.3494 |
1.3009 |
0.0485 |
3.7% |
0.0113 |
0.9% |
49% |
False |
False |
48,158 |
| 40 |
1.3494 |
1.2902 |
0.0592 |
4.5% |
0.0119 |
0.9% |
58% |
False |
False |
24,316 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0117 |
0.9% |
71% |
False |
False |
16,309 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0110 |
0.8% |
66% |
False |
False |
12,251 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0098 |
0.7% |
39% |
False |
False |
9,803 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0082 |
0.6% |
39% |
False |
False |
8,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3799 |
|
2.618 |
1.3597 |
|
1.618 |
1.3473 |
|
1.000 |
1.3396 |
|
0.618 |
1.3349 |
|
HIGH |
1.3272 |
|
0.618 |
1.3225 |
|
0.500 |
1.3210 |
|
0.382 |
1.3195 |
|
LOW |
1.3148 |
|
0.618 |
1.3071 |
|
1.000 |
1.3024 |
|
1.618 |
1.2947 |
|
2.618 |
1.2823 |
|
4.250 |
1.2621 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3233 |
1.3210 |
| PP |
1.3222 |
1.3175 |
| S1 |
1.3210 |
1.3141 |
|