CME Euro FX (E) Future September 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 |
1.3334 |
1.3334 |
0.0000 |
0.0% |
1.3291 |
| High |
1.3353 |
1.3384 |
0.0031 |
0.2% |
1.3396 |
| Low |
1.3274 |
1.3331 |
0.0057 |
0.4% |
1.3205 |
| Close |
1.3300 |
1.3347 |
0.0047 |
0.4% |
1.3347 |
| Range |
0.0079 |
0.0053 |
-0.0026 |
-32.9% |
0.0191 |
| ATR |
0.0091 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
114 |
87 |
-27 |
-23.7% |
446 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3513 |
1.3483 |
1.3376 |
|
| R3 |
1.3460 |
1.3430 |
1.3362 |
|
| R2 |
1.3407 |
1.3407 |
1.3357 |
|
| R1 |
1.3377 |
1.3377 |
1.3352 |
1.3392 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3362 |
| S1 |
1.3324 |
1.3324 |
1.3342 |
1.3339 |
| S2 |
1.3301 |
1.3301 |
1.3337 |
|
| S3 |
1.3248 |
1.3271 |
1.3332 |
|
| S4 |
1.3195 |
1.3218 |
1.3318 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3809 |
1.3452 |
|
| R3 |
1.3698 |
1.3618 |
1.3400 |
|
| R2 |
1.3507 |
1.3507 |
1.3382 |
|
| R1 |
1.3427 |
1.3427 |
1.3365 |
1.3467 |
| PP |
1.3316 |
1.3316 |
1.3316 |
1.3336 |
| S1 |
1.3236 |
1.3236 |
1.3329 |
1.3276 |
| S2 |
1.3125 |
1.3125 |
1.3312 |
|
| S3 |
1.2934 |
1.3045 |
1.3294 |
|
| S4 |
1.2743 |
1.2854 |
1.3242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3396 |
1.3205 |
0.0191 |
1.4% |
0.0089 |
0.7% |
74% |
False |
False |
89 |
| 10 |
1.3396 |
1.3157 |
0.0239 |
1.8% |
0.0087 |
0.7% |
79% |
False |
False |
115 |
| 20 |
1.3396 |
1.3032 |
0.0364 |
2.7% |
0.0082 |
0.6% |
87% |
False |
False |
73 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0069 |
0.5% |
68% |
False |
False |
45 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0056 |
0.4% |
81% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3609 |
|
2.618 |
1.3523 |
|
1.618 |
1.3470 |
|
1.000 |
1.3437 |
|
0.618 |
1.3417 |
|
HIGH |
1.3384 |
|
0.618 |
1.3364 |
|
0.500 |
1.3358 |
|
0.382 |
1.3351 |
|
LOW |
1.3331 |
|
0.618 |
1.3298 |
|
1.000 |
1.3278 |
|
1.618 |
1.3245 |
|
2.618 |
1.3192 |
|
4.250 |
1.3106 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3358 |
1.3341 |
| PP |
1.3354 |
1.3335 |
| S1 |
1.3351 |
1.3329 |
|