CME Euro FX (E) Future September 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 |
1.3356 |
1.3332 |
-0.0024 |
-0.2% |
1.3179 |
| High |
1.3396 |
1.3374 |
-0.0022 |
-0.2% |
1.3302 |
| Low |
1.3329 |
1.3300 |
-0.0029 |
-0.2% |
1.3157 |
| Close |
1.3348 |
1.3335 |
-0.0013 |
-0.1% |
1.3277 |
| Range |
0.0067 |
0.0074 |
0.0007 |
10.4% |
0.0145 |
| ATR |
0.0094 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
113 |
83 |
-30 |
-26.5% |
706 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3558 |
1.3521 |
1.3376 |
|
| R3 |
1.3484 |
1.3447 |
1.3355 |
|
| R2 |
1.3410 |
1.3410 |
1.3349 |
|
| R1 |
1.3373 |
1.3373 |
1.3342 |
1.3392 |
| PP |
1.3336 |
1.3336 |
1.3336 |
1.3346 |
| S1 |
1.3299 |
1.3299 |
1.3328 |
1.3318 |
| S2 |
1.3262 |
1.3262 |
1.3321 |
|
| S3 |
1.3188 |
1.3225 |
1.3315 |
|
| S4 |
1.3114 |
1.3151 |
1.3294 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3680 |
1.3624 |
1.3357 |
|
| R3 |
1.3535 |
1.3479 |
1.3317 |
|
| R2 |
1.3390 |
1.3390 |
1.3304 |
|
| R1 |
1.3334 |
1.3334 |
1.3290 |
1.3362 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3260 |
| S1 |
1.3189 |
1.3189 |
1.3264 |
1.3217 |
| S2 |
1.3100 |
1.3100 |
1.3250 |
|
| S3 |
1.2955 |
1.3044 |
1.3237 |
|
| S4 |
1.2810 |
1.2899 |
1.3197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3396 |
1.3157 |
0.0239 |
1.8% |
0.0101 |
0.8% |
74% |
False |
False |
98 |
| 10 |
1.3396 |
1.3054 |
0.0342 |
2.6% |
0.0096 |
0.7% |
82% |
False |
False |
102 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.7% |
0.0081 |
0.6% |
83% |
False |
False |
66 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0069 |
0.5% |
65% |
False |
False |
41 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0054 |
0.4% |
80% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3689 |
|
2.618 |
1.3568 |
|
1.618 |
1.3494 |
|
1.000 |
1.3448 |
|
0.618 |
1.3420 |
|
HIGH |
1.3374 |
|
0.618 |
1.3346 |
|
0.500 |
1.3337 |
|
0.382 |
1.3328 |
|
LOW |
1.3300 |
|
0.618 |
1.3254 |
|
1.000 |
1.3226 |
|
1.618 |
1.3180 |
|
2.618 |
1.3106 |
|
4.250 |
1.2986 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3337 |
1.3324 |
| PP |
1.3336 |
1.3312 |
| S1 |
1.3336 |
1.3301 |
|