CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3115 |
1.3150 |
0.0035 |
0.3% |
1.3200 |
| High |
1.3160 |
1.3192 |
0.0032 |
0.2% |
1.3292 |
| Low |
1.3080 |
1.3052 |
-0.0028 |
-0.2% |
1.3097 |
| Close |
1.3149 |
1.3073 |
-0.0076 |
-0.6% |
1.3107 |
| Range |
0.0080 |
0.0140 |
0.0060 |
75.0% |
0.0195 |
| ATR |
0.0124 |
0.0125 |
0.0001 |
0.9% |
0.0000 |
| Volume |
219,025 |
316,358 |
97,333 |
44.4% |
1,325,932 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3526 |
1.3439 |
1.3150 |
|
| R3 |
1.3386 |
1.3299 |
1.3112 |
|
| R2 |
1.3246 |
1.3246 |
1.3099 |
|
| R1 |
1.3159 |
1.3159 |
1.3086 |
1.3133 |
| PP |
1.3106 |
1.3106 |
1.3106 |
1.3092 |
| S1 |
1.3019 |
1.3019 |
1.3060 |
1.2993 |
| S2 |
1.2966 |
1.2966 |
1.3047 |
|
| S3 |
1.2826 |
1.2879 |
1.3035 |
|
| S4 |
1.2686 |
1.2739 |
1.2996 |
|
|
| 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 |
1.3052 |
0.0240 |
1.8% |
0.0125 |
1.0% |
9% |
False |
True |
273,702 |
| 10 |
1.3487 |
1.3052 |
0.0435 |
3.3% |
0.0122 |
0.9% |
5% |
False |
True |
270,185 |
| 20 |
1.3488 |
1.2975 |
0.0513 |
3.9% |
0.0122 |
0.9% |
19% |
False |
False |
278,423 |
| 40 |
1.3488 |
1.2628 |
0.0860 |
6.6% |
0.0130 |
1.0% |
52% |
False |
False |
279,076 |
| 60 |
1.3488 |
1.2627 |
0.0861 |
6.6% |
0.0127 |
1.0% |
52% |
False |
False |
248,981 |
| 80 |
1.3625 |
1.2627 |
0.0998 |
7.6% |
0.0132 |
1.0% |
45% |
False |
False |
192,416 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0142 |
1.1% |
28% |
False |
False |
154,082 |
| 120 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0146 |
1.1% |
28% |
False |
False |
128,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3787 |
|
2.618 |
1.3559 |
|
1.618 |
1.3419 |
|
1.000 |
1.3332 |
|
0.618 |
1.3279 |
|
HIGH |
1.3192 |
|
0.618 |
1.3139 |
|
0.500 |
1.3122 |
|
0.382 |
1.3105 |
|
LOW |
1.3052 |
|
0.618 |
1.2965 |
|
1.000 |
1.2912 |
|
1.618 |
1.2825 |
|
2.618 |
1.2685 |
|
4.250 |
1.2457 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3122 |
1.3165 |
| PP |
1.3106 |
1.3134 |
| S1 |
1.3089 |
1.3104 |
|