CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3332 |
1.3334 |
0.0002 |
0.0% |
1.3179 |
| High |
1.3374 |
1.3353 |
-0.0021 |
-0.2% |
1.3302 |
| Low |
1.3300 |
1.3274 |
-0.0026 |
-0.2% |
1.3157 |
| Close |
1.3335 |
1.3300 |
-0.0035 |
-0.3% |
1.3277 |
| Range |
0.0074 |
0.0079 |
0.0005 |
6.8% |
0.0145 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
83 |
114 |
31 |
37.3% |
706 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3546 |
1.3502 |
1.3343 |
|
| R3 |
1.3467 |
1.3423 |
1.3322 |
|
| R2 |
1.3388 |
1.3388 |
1.3314 |
|
| R1 |
1.3344 |
1.3344 |
1.3307 |
1.3327 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3300 |
| S1 |
1.3265 |
1.3265 |
1.3293 |
1.3248 |
| S2 |
1.3230 |
1.3230 |
1.3286 |
|
| S3 |
1.3151 |
1.3186 |
1.3278 |
|
| S4 |
1.3072 |
1.3107 |
1.3257 |
|
|
| 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 |
1.3203 |
0.0193 |
1.5% |
0.0099 |
0.7% |
50% |
False |
False |
79 |
| 10 |
1.3396 |
1.3063 |
0.0333 |
2.5% |
0.0095 |
0.7% |
71% |
False |
False |
112 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.7% |
0.0083 |
0.6% |
74% |
False |
False |
69 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0068 |
0.5% |
58% |
False |
False |
43 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0055 |
0.4% |
75% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3689 |
|
2.618 |
1.3560 |
|
1.618 |
1.3481 |
|
1.000 |
1.3432 |
|
0.618 |
1.3402 |
|
HIGH |
1.3353 |
|
0.618 |
1.3323 |
|
0.500 |
1.3314 |
|
0.382 |
1.3304 |
|
LOW |
1.3274 |
|
0.618 |
1.3225 |
|
1.000 |
1.3195 |
|
1.618 |
1.3146 |
|
2.618 |
1.3067 |
|
4.250 |
1.2938 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3314 |
1.3335 |
| PP |
1.3309 |
1.3323 |
| S1 |
1.3305 |
1.3312 |
|