CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3322 |
1.3317 |
-0.0005 |
0.0% |
1.3460 |
| High |
1.3357 |
1.3334 |
-0.0023 |
-0.2% |
1.3487 |
| Low |
1.3282 |
1.3188 |
-0.0094 |
-0.7% |
1.3188 |
| Close |
1.3316 |
1.3206 |
-0.0110 |
-0.8% |
1.3206 |
| Range |
0.0075 |
0.0146 |
0.0071 |
94.7% |
0.0299 |
| ATR |
0.0127 |
0.0129 |
0.0001 |
1.0% |
0.0000 |
| Volume |
244,417 |
255,366 |
10,949 |
4.5% |
1,343,933 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3681 |
1.3589 |
1.3286 |
|
| R3 |
1.3535 |
1.3443 |
1.3246 |
|
| R2 |
1.3389 |
1.3389 |
1.3233 |
|
| R1 |
1.3297 |
1.3297 |
1.3219 |
1.3270 |
| PP |
1.3243 |
1.3243 |
1.3243 |
1.3229 |
| S1 |
1.3151 |
1.3151 |
1.3193 |
1.3124 |
| S2 |
1.3097 |
1.3097 |
1.3179 |
|
| S3 |
1.2951 |
1.3005 |
1.3166 |
|
| S4 |
1.2805 |
1.2859 |
1.3126 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4191 |
1.3997 |
1.3370 |
|
| R3 |
1.3892 |
1.3698 |
1.3288 |
|
| R2 |
1.3593 |
1.3593 |
1.3261 |
|
| R1 |
1.3399 |
1.3399 |
1.3233 |
1.3347 |
| PP |
1.3294 |
1.3294 |
1.3294 |
1.3267 |
| S1 |
1.3100 |
1.3100 |
1.3179 |
1.3048 |
| S2 |
1.2995 |
1.2995 |
1.3151 |
|
| S3 |
1.2696 |
1.2801 |
1.3124 |
|
| S4 |
1.2397 |
1.2502 |
1.3042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3487 |
1.3188 |
0.0299 |
2.3% |
0.0116 |
0.9% |
6% |
False |
True |
268,786 |
| 10 |
1.3488 |
1.3116 |
0.0372 |
2.8% |
0.0114 |
0.9% |
24% |
False |
False |
275,528 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0124 |
0.9% |
45% |
False |
False |
286,889 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0135 |
1.0% |
67% |
False |
False |
279,445 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0131 |
1.0% |
67% |
False |
False |
224,878 |
| 80 |
1.3845 |
1.2627 |
0.1218 |
9.2% |
0.0137 |
1.0% |
48% |
False |
False |
169,207 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0146 |
1.1% |
36% |
False |
False |
135,507 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0147 |
1.1% |
36% |
False |
False |
112,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3955 |
|
2.618 |
1.3716 |
|
1.618 |
1.3570 |
|
1.000 |
1.3480 |
|
0.618 |
1.3424 |
|
HIGH |
1.3334 |
|
0.618 |
1.3278 |
|
0.500 |
1.3261 |
|
0.382 |
1.3244 |
|
LOW |
1.3188 |
|
0.618 |
1.3098 |
|
1.000 |
1.3042 |
|
1.618 |
1.2952 |
|
2.618 |
1.2806 |
|
4.250 |
1.2568 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3261 |
1.3338 |
| PP |
1.3243 |
1.3294 |
| S1 |
1.3224 |
1.3250 |
|