CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3274 |
1.3115 |
-0.0159 |
-1.2% |
1.3200 |
| High |
1.3277 |
1.3160 |
-0.0117 |
-0.9% |
1.3292 |
| Low |
1.3097 |
1.3080 |
-0.0017 |
-0.1% |
1.3097 |
| Close |
1.3107 |
1.3149 |
0.0042 |
0.3% |
1.3107 |
| Range |
0.0180 |
0.0080 |
-0.0100 |
-55.6% |
0.0195 |
| ATR |
0.0128 |
0.0124 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
302,477 |
219,025 |
-83,452 |
-27.6% |
1,325,932 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3370 |
1.3339 |
1.3193 |
|
| R3 |
1.3290 |
1.3259 |
1.3171 |
|
| R2 |
1.3210 |
1.3210 |
1.3164 |
|
| R1 |
1.3179 |
1.3179 |
1.3156 |
1.3195 |
| PP |
1.3130 |
1.3130 |
1.3130 |
1.3137 |
| S1 |
1.3099 |
1.3099 |
1.3142 |
1.3115 |
| S2 |
1.3050 |
1.3050 |
1.3134 |
|
| S3 |
1.2970 |
1.3019 |
1.3127 |
|
| S4 |
1.2890 |
1.2939 |
1.3105 |
|
|
| 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 |
1.3080 |
0.0212 |
1.6% |
0.0121 |
0.9% |
33% |
False |
True |
265,408 |
| 10 |
1.3487 |
1.3080 |
0.0407 |
3.1% |
0.0117 |
0.9% |
17% |
False |
True |
263,299 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0120 |
0.9% |
34% |
False |
False |
272,921 |
| 40 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0133 |
1.0% |
61% |
False |
False |
280,996 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.5% |
0.0126 |
1.0% |
61% |
False |
False |
245,777 |
| 80 |
1.3630 |
1.2627 |
0.1003 |
7.6% |
0.0132 |
1.0% |
52% |
False |
False |
188,465 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0142 |
1.1% |
33% |
False |
False |
150,925 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0146 |
1.1% |
33% |
False |
False |
125,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3500 |
|
2.618 |
1.3369 |
|
1.618 |
1.3289 |
|
1.000 |
1.3240 |
|
0.618 |
1.3209 |
|
HIGH |
1.3160 |
|
0.618 |
1.3129 |
|
0.500 |
1.3120 |
|
0.382 |
1.3111 |
|
LOW |
1.3080 |
|
0.618 |
1.3031 |
|
1.000 |
1.3000 |
|
1.618 |
1.2951 |
|
2.618 |
1.2871 |
|
4.250 |
1.2740 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3139 |
1.3186 |
| PP |
1.3130 |
1.3174 |
| S1 |
1.3120 |
1.3161 |
|