CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3271 |
1.3360 |
0.0089 |
0.7% |
1.3185 |
| High |
1.3374 |
1.3391 |
0.0017 |
0.1% |
1.3300 |
| Low |
1.3197 |
1.3319 |
0.0122 |
0.9% |
1.3140 |
| Close |
1.3349 |
1.3341 |
-0.0008 |
-0.1% |
1.3270 |
| Range |
0.0177 |
0.0072 |
-0.0105 |
-59.3% |
0.0160 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
254,722 |
182,079 |
-72,643 |
-28.5% |
1,136,188 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3566 |
1.3526 |
1.3381 |
|
| R3 |
1.3494 |
1.3454 |
1.3361 |
|
| R2 |
1.3422 |
1.3422 |
1.3354 |
|
| R1 |
1.3382 |
1.3382 |
1.3348 |
1.3366 |
| PP |
1.3350 |
1.3350 |
1.3350 |
1.3343 |
| S1 |
1.3310 |
1.3310 |
1.3334 |
1.3294 |
| S2 |
1.3278 |
1.3278 |
1.3328 |
|
| S3 |
1.3206 |
1.3238 |
1.3321 |
|
| S4 |
1.3134 |
1.3166 |
1.3301 |
|
|
| 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 |
1.3391 |
1.3140 |
0.0251 |
1.9% |
0.0116 |
0.9% |
80% |
True |
False |
229,528 |
| 10 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0112 |
0.8% |
87% |
True |
False |
208,123 |
| 20 |
1.3492 |
1.3009 |
0.0483 |
3.6% |
0.0116 |
0.9% |
69% |
False |
False |
115,409 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0116 |
0.9% |
70% |
False |
False |
58,105 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0119 |
0.9% |
82% |
False |
False |
38,858 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.8% |
0.0112 |
0.8% |
76% |
False |
False |
29,173 |
| 100 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0104 |
0.8% |
58% |
False |
False |
23,340 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0087 |
0.7% |
45% |
False |
False |
19,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3697 |
|
2.618 |
1.3579 |
|
1.618 |
1.3507 |
|
1.000 |
1.3463 |
|
0.618 |
1.3435 |
|
HIGH |
1.3391 |
|
0.618 |
1.3363 |
|
0.500 |
1.3355 |
|
0.382 |
1.3347 |
|
LOW |
1.3319 |
|
0.618 |
1.3275 |
|
1.000 |
1.3247 |
|
1.618 |
1.3203 |
|
2.618 |
1.3131 |
|
4.250 |
1.3013 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3355 |
1.3325 |
| PP |
1.3350 |
1.3309 |
| S1 |
1.3346 |
1.3294 |
|