CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3360 |
1.3322 |
-0.0038 |
-0.3% |
1.3185 |
| High |
1.3391 |
1.3379 |
-0.0012 |
-0.1% |
1.3300 |
| Low |
1.3319 |
1.3282 |
-0.0037 |
-0.3% |
1.3140 |
| Close |
1.3341 |
1.3328 |
-0.0013 |
-0.1% |
1.3270 |
| Range |
0.0072 |
0.0097 |
0.0025 |
34.7% |
0.0160 |
| ATR |
0.0117 |
0.0115 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
182,079 |
238,467 |
56,388 |
31.0% |
1,136,188 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3621 |
1.3571 |
1.3381 |
|
| R3 |
1.3524 |
1.3474 |
1.3355 |
|
| R2 |
1.3427 |
1.3427 |
1.3346 |
|
| R1 |
1.3377 |
1.3377 |
1.3337 |
1.3402 |
| PP |
1.3330 |
1.3330 |
1.3330 |
1.3342 |
| S1 |
1.3280 |
1.3280 |
1.3319 |
1.3305 |
| S2 |
1.3233 |
1.3233 |
1.3310 |
|
| S3 |
1.3136 |
1.3183 |
1.3301 |
|
| S4 |
1.3039 |
1.3086 |
1.3275 |
|
|
| 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% |
0.0114 |
0.9% |
75% |
False |
False |
230,562 |
| 10 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0114 |
0.9% |
84% |
False |
False |
218,595 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0113 |
0.8% |
84% |
False |
False |
127,166 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0114 |
0.9% |
67% |
False |
False |
64,056 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0119 |
0.9% |
80% |
False |
False |
42,828 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.8% |
0.0112 |
0.8% |
75% |
False |
False |
32,153 |
| 100 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0105 |
0.8% |
57% |
False |
False |
25,725 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0088 |
0.7% |
44% |
False |
False |
21,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3791 |
|
2.618 |
1.3633 |
|
1.618 |
1.3536 |
|
1.000 |
1.3476 |
|
0.618 |
1.3439 |
|
HIGH |
1.3379 |
|
0.618 |
1.3342 |
|
0.500 |
1.3331 |
|
0.382 |
1.3319 |
|
LOW |
1.3282 |
|
0.618 |
1.3222 |
|
1.000 |
1.3185 |
|
1.618 |
1.3125 |
|
2.618 |
1.3028 |
|
4.250 |
1.2870 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3331 |
1.3317 |
| PP |
1.3330 |
1.3305 |
| S1 |
1.3329 |
1.3294 |
|