CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3216 |
0.0016 |
0.1% |
1.3460 |
| High |
1.3243 |
1.3227 |
-0.0016 |
-0.1% |
1.3487 |
| Low |
1.3161 |
1.3104 |
-0.0057 |
-0.4% |
1.3188 |
| Close |
1.3227 |
1.3106 |
-0.0121 |
-0.9% |
1.3206 |
| Range |
0.0082 |
0.0123 |
0.0041 |
50.0% |
0.0299 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
217,913 |
274,888 |
56,975 |
26.1% |
1,343,933 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3433 |
1.3174 |
|
| R3 |
1.3392 |
1.3310 |
1.3140 |
|
| R2 |
1.3269 |
1.3269 |
1.3129 |
|
| R1 |
1.3187 |
1.3187 |
1.3117 |
1.3167 |
| PP |
1.3146 |
1.3146 |
1.3146 |
1.3135 |
| S1 |
1.3064 |
1.3064 |
1.3095 |
1.3044 |
| S2 |
1.3023 |
1.3023 |
1.3083 |
|
| S3 |
1.2900 |
1.2941 |
1.3072 |
|
| S4 |
1.2777 |
1.2818 |
1.3038 |
|
|
| 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 |
1.3104 |
0.0383 |
2.9% |
0.0120 |
0.9% |
1% |
False |
True |
266,668 |
| 10 |
1.3488 |
1.3104 |
0.0384 |
2.9% |
0.0112 |
0.9% |
1% |
False |
True |
264,393 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0121 |
0.9% |
26% |
False |
False |
279,993 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.6% |
0.0133 |
1.0% |
56% |
False |
False |
279,554 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.6% |
0.0131 |
1.0% |
56% |
False |
False |
232,834 |
| 80 |
1.3844 |
1.2627 |
0.1217 |
9.3% |
0.0137 |
1.0% |
39% |
False |
False |
175,357 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0144 |
1.1% |
30% |
False |
False |
140,424 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0146 |
1.1% |
30% |
False |
False |
117,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3750 |
|
2.618 |
1.3549 |
|
1.618 |
1.3426 |
|
1.000 |
1.3350 |
|
0.618 |
1.3303 |
|
HIGH |
1.3227 |
|
0.618 |
1.3180 |
|
0.500 |
1.3166 |
|
0.382 |
1.3151 |
|
LOW |
1.3104 |
|
0.618 |
1.3028 |
|
1.000 |
1.2981 |
|
1.618 |
1.2905 |
|
2.618 |
1.2782 |
|
4.250 |
1.2581 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3166 |
1.3219 |
| PP |
1.3146 |
1.3181 |
| S1 |
1.3126 |
1.3144 |
|