CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3322 |
1.3308 |
-0.0014 |
-0.1% |
1.3271 |
| High |
1.3351 |
1.3383 |
0.0032 |
0.2% |
1.3391 |
| Low |
1.3257 |
1.3303 |
0.0046 |
0.3% |
1.3197 |
| Close |
1.3292 |
1.3339 |
0.0047 |
0.4% |
1.3339 |
| Range |
0.0094 |
0.0080 |
-0.0014 |
-14.9% |
0.0194 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
224,951 |
236,035 |
11,084 |
4.9% |
1,136,254 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3540 |
1.3383 |
|
| R3 |
1.3502 |
1.3460 |
1.3361 |
|
| R2 |
1.3422 |
1.3422 |
1.3354 |
|
| R1 |
1.3380 |
1.3380 |
1.3346 |
1.3401 |
| PP |
1.3342 |
1.3342 |
1.3342 |
1.3352 |
| S1 |
1.3300 |
1.3300 |
1.3332 |
1.3321 |
| S2 |
1.3262 |
1.3262 |
1.3324 |
|
| S3 |
1.3182 |
1.3220 |
1.3317 |
|
| S4 |
1.3102 |
1.3140 |
1.3295 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3891 |
1.3809 |
1.3446 |
|
| R3 |
1.3697 |
1.3615 |
1.3392 |
|
| R2 |
1.3503 |
1.3503 |
1.3375 |
|
| R1 |
1.3421 |
1.3421 |
1.3357 |
1.3462 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3330 |
| S1 |
1.3227 |
1.3227 |
1.3321 |
1.3268 |
| S2 |
1.3115 |
1.3115 |
1.3303 |
|
| S3 |
1.2921 |
1.3033 |
1.3286 |
|
| S4 |
1.2727 |
1.2839 |
1.3232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3391 |
1.3197 |
0.0194 |
1.5% |
0.0104 |
0.8% |
73% |
False |
False |
227,250 |
| 10 |
1.3391 |
1.3140 |
0.0251 |
1.9% |
0.0106 |
0.8% |
79% |
False |
False |
227,244 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0111 |
0.8% |
86% |
False |
False |
149,610 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0111 |
0.8% |
69% |
False |
False |
75,562 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0119 |
0.9% |
82% |
False |
False |
50,509 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0111 |
0.8% |
82% |
False |
False |
37,915 |
| 100 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0107 |
0.8% |
58% |
False |
False |
30,335 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0090 |
0.7% |
45% |
False |
False |
25,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3723 |
|
2.618 |
1.3592 |
|
1.618 |
1.3512 |
|
1.000 |
1.3463 |
|
0.618 |
1.3432 |
|
HIGH |
1.3383 |
|
0.618 |
1.3352 |
|
0.500 |
1.3343 |
|
0.382 |
1.3334 |
|
LOW |
1.3303 |
|
0.618 |
1.3254 |
|
1.000 |
1.3223 |
|
1.618 |
1.3174 |
|
2.618 |
1.3094 |
|
4.250 |
1.2963 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3343 |
1.3333 |
| PP |
1.3342 |
1.3326 |
| S1 |
1.3340 |
1.3320 |
|