CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3220 |
1.3206 |
-0.0014 |
-0.1% |
1.3185 |
| High |
1.3261 |
1.3300 |
0.0039 |
0.3% |
1.3300 |
| Low |
1.3140 |
1.3196 |
0.0056 |
0.4% |
1.3140 |
| Close |
1.3188 |
1.3270 |
0.0082 |
0.6% |
1.3270 |
| Range |
0.0121 |
0.0104 |
-0.0017 |
-14.0% |
0.0160 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
240,243 |
237,302 |
-2,941 |
-1.2% |
1,136,188 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3567 |
1.3523 |
1.3327 |
|
| R3 |
1.3463 |
1.3419 |
1.3299 |
|
| R2 |
1.3359 |
1.3359 |
1.3289 |
|
| R1 |
1.3315 |
1.3315 |
1.3280 |
1.3337 |
| PP |
1.3255 |
1.3255 |
1.3255 |
1.3267 |
| S1 |
1.3211 |
1.3211 |
1.3260 |
1.3233 |
| S2 |
1.3151 |
1.3151 |
1.3251 |
|
| S3 |
1.3047 |
1.3107 |
1.3241 |
|
| S4 |
1.2943 |
1.3003 |
1.3213 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3717 |
1.3653 |
1.3358 |
|
| R3 |
1.3557 |
1.3493 |
1.3314 |
|
| R2 |
1.3397 |
1.3397 |
1.3299 |
|
| R1 |
1.3333 |
1.3333 |
1.3285 |
1.3365 |
| PP |
1.3237 |
1.3237 |
1.3237 |
1.3253 |
| S1 |
1.3173 |
1.3173 |
1.3255 |
1.3205 |
| S2 |
1.3077 |
1.3077 |
1.3241 |
|
| S3 |
1.2917 |
1.3013 |
1.3226 |
|
| S4 |
1.2757 |
1.2853 |
1.3182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3300 |
1.3140 |
0.0160 |
1.2% |
0.0107 |
0.8% |
81% |
True |
False |
227,237 |
| 10 |
1.3300 |
1.3009 |
0.0291 |
2.2% |
0.0110 |
0.8% |
90% |
True |
False |
177,926 |
| 20 |
1.3492 |
1.3009 |
0.0483 |
3.6% |
0.0113 |
0.9% |
54% |
False |
False |
93,816 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0116 |
0.9% |
56% |
False |
False |
47,213 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0119 |
0.9% |
74% |
False |
False |
31,584 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0111 |
0.8% |
69% |
False |
False |
23,713 |
| 100 |
1.3916 |
1.2645 |
0.1271 |
9.6% |
0.0102 |
0.8% |
49% |
False |
False |
18,973 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0085 |
0.6% |
41% |
False |
False |
15,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3742 |
|
2.618 |
1.3572 |
|
1.618 |
1.3468 |
|
1.000 |
1.3404 |
|
0.618 |
1.3364 |
|
HIGH |
1.3300 |
|
0.618 |
1.3260 |
|
0.500 |
1.3248 |
|
0.382 |
1.3236 |
|
LOW |
1.3196 |
|
0.618 |
1.3132 |
|
1.000 |
1.3092 |
|
1.618 |
1.3028 |
|
2.618 |
1.2924 |
|
4.250 |
1.2754 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3263 |
1.3253 |
| PP |
1.3255 |
1.3237 |
| S1 |
1.3248 |
1.3220 |
|