CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3274 |
0.0124 |
0.9% |
1.3200 |
| High |
1.3292 |
1.3277 |
-0.0015 |
-0.1% |
1.3292 |
| Low |
1.3136 |
1.3097 |
-0.0039 |
-0.3% |
1.3097 |
| Close |
1.3273 |
1.3107 |
-0.0166 |
-1.3% |
1.3107 |
| Range |
0.0156 |
0.0180 |
0.0024 |
15.4% |
0.0195 |
| ATR |
0.0124 |
0.0128 |
0.0004 |
3.3% |
0.0000 |
| Volume |
284,564 |
302,477 |
17,913 |
6.3% |
1,325,932 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3700 |
1.3584 |
1.3206 |
|
| R3 |
1.3520 |
1.3404 |
1.3157 |
|
| R2 |
1.3340 |
1.3340 |
1.3140 |
|
| R1 |
1.3224 |
1.3224 |
1.3124 |
1.3192 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3145 |
| S1 |
1.3044 |
1.3044 |
1.3091 |
1.3012 |
| S2 |
1.2980 |
1.2980 |
1.3074 |
|
| S3 |
1.2800 |
1.2864 |
1.3058 |
|
| S4 |
1.2620 |
1.2684 |
1.3008 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3750 |
1.3624 |
1.3214 |
|
| R3 |
1.3555 |
1.3429 |
1.3161 |
|
| R2 |
1.3360 |
1.3360 |
1.3143 |
|
| R1 |
1.3234 |
1.3234 |
1.3125 |
1.3200 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3148 |
| S1 |
1.3039 |
1.3039 |
1.3089 |
1.3005 |
| S2 |
1.2970 |
1.2970 |
1.3071 |
|
| S3 |
1.2775 |
1.2844 |
1.3053 |
|
| S4 |
1.2580 |
1.2649 |
1.3000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3292 |
1.3097 |
0.0195 |
1.5% |
0.0122 |
0.9% |
5% |
False |
True |
265,186 |
| 10 |
1.3487 |
1.3097 |
0.0390 |
3.0% |
0.0119 |
0.9% |
3% |
False |
True |
266,986 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0123 |
0.9% |
26% |
False |
False |
274,197 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.6% |
0.0135 |
1.0% |
56% |
False |
False |
283,382 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.6% |
0.0129 |
1.0% |
56% |
False |
False |
244,546 |
| 80 |
1.3798 |
1.2627 |
0.1171 |
8.9% |
0.0133 |
1.0% |
41% |
False |
False |
185,735 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0143 |
1.1% |
30% |
False |
False |
148,744 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0146 |
1.1% |
30% |
False |
False |
124,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4042 |
|
2.618 |
1.3748 |
|
1.618 |
1.3568 |
|
1.000 |
1.3457 |
|
0.618 |
1.3388 |
|
HIGH |
1.3277 |
|
0.618 |
1.3208 |
|
0.500 |
1.3187 |
|
0.382 |
1.3166 |
|
LOW |
1.3097 |
|
0.618 |
1.2986 |
|
1.000 |
1.2917 |
|
1.618 |
1.2806 |
|
2.618 |
1.2626 |
|
4.250 |
1.2332 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3187 |
1.3195 |
| PP |
1.3160 |
1.3165 |
| S1 |
1.3134 |
1.3136 |
|