CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3119 |
1.3150 |
0.0031 |
0.2% |
1.3460 |
| High |
1.3165 |
1.3292 |
0.0127 |
1.0% |
1.3487 |
| Low |
1.3097 |
1.3136 |
0.0039 |
0.3% |
1.3188 |
| Close |
1.3149 |
1.3273 |
0.0124 |
0.9% |
1.3206 |
| Range |
0.0068 |
0.0156 |
0.0088 |
129.4% |
0.0299 |
| ATR |
0.0121 |
0.0124 |
0.0002 |
2.1% |
0.0000 |
| Volume |
246,090 |
284,564 |
38,474 |
15.6% |
1,343,933 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3643 |
1.3359 |
|
| R3 |
1.3546 |
1.3487 |
1.3316 |
|
| R2 |
1.3390 |
1.3390 |
1.3302 |
|
| R1 |
1.3331 |
1.3331 |
1.3287 |
1.3361 |
| PP |
1.3234 |
1.3234 |
1.3234 |
1.3248 |
| S1 |
1.3175 |
1.3175 |
1.3259 |
1.3205 |
| S2 |
1.3078 |
1.3078 |
1.3244 |
|
| S3 |
1.2922 |
1.3019 |
1.3230 |
|
| S4 |
1.2766 |
1.2863 |
1.3187 |
|
|
| 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 |
1.3334 |
1.3097 |
0.0237 |
1.8% |
0.0115 |
0.9% |
74% |
False |
False |
255,764 |
| 10 |
1.3488 |
1.3097 |
0.0391 |
2.9% |
0.0114 |
0.9% |
45% |
False |
False |
262,651 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0119 |
0.9% |
58% |
False |
False |
274,439 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0134 |
1.0% |
75% |
False |
False |
282,999 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0129 |
1.0% |
75% |
False |
False |
240,685 |
| 80 |
1.3798 |
1.2627 |
0.1171 |
8.8% |
0.0134 |
1.0% |
55% |
False |
False |
181,967 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0143 |
1.1% |
40% |
False |
False |
145,724 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0146 |
1.1% |
40% |
False |
False |
121,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3955 |
|
2.618 |
1.3700 |
|
1.618 |
1.3544 |
|
1.000 |
1.3448 |
|
0.618 |
1.3388 |
|
HIGH |
1.3292 |
|
0.618 |
1.3232 |
|
0.500 |
1.3214 |
|
0.382 |
1.3196 |
|
LOW |
1.3136 |
|
0.618 |
1.3040 |
|
1.000 |
1.2980 |
|
1.618 |
1.2884 |
|
2.618 |
1.2728 |
|
4.250 |
1.2473 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3253 |
1.3247 |
| PP |
1.3234 |
1.3221 |
| S1 |
1.3214 |
1.3195 |
|