CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3468 |
1.3335 |
-0.0133 |
-1.0% |
1.3208 |
| High |
1.3492 |
1.3362 |
-0.0130 |
-1.0% |
1.3494 |
| Low |
1.3325 |
1.3291 |
-0.0034 |
-0.3% |
1.3195 |
| Close |
1.3346 |
1.3323 |
-0.0023 |
-0.2% |
1.3467 |
| Range |
0.0167 |
0.0071 |
-0.0096 |
-57.5% |
0.0299 |
| ATR |
0.0121 |
0.0118 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
3,328 |
6,100 |
2,772 |
83.3% |
3,846 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3538 |
1.3502 |
1.3362 |
|
| R3 |
1.3467 |
1.3431 |
1.3343 |
|
| R2 |
1.3396 |
1.3396 |
1.3336 |
|
| R1 |
1.3360 |
1.3360 |
1.3330 |
1.3343 |
| PP |
1.3325 |
1.3325 |
1.3325 |
1.3317 |
| S1 |
1.3289 |
1.3289 |
1.3316 |
1.3272 |
| S2 |
1.3254 |
1.3254 |
1.3310 |
|
| S3 |
1.3183 |
1.3218 |
1.3303 |
|
| S4 |
1.3112 |
1.3147 |
1.3284 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4282 |
1.4174 |
1.3631 |
|
| R3 |
1.3983 |
1.3875 |
1.3549 |
|
| R2 |
1.3684 |
1.3684 |
1.3522 |
|
| R1 |
1.3576 |
1.3576 |
1.3494 |
1.3630 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3413 |
| S1 |
1.3277 |
1.3277 |
1.3440 |
1.3331 |
| S2 |
1.3086 |
1.3086 |
1.3412 |
|
| S3 |
1.2787 |
1.2978 |
1.3385 |
|
| S4 |
1.2488 |
1.2679 |
1.3303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3494 |
1.3291 |
0.0203 |
1.5% |
0.0110 |
0.8% |
16% |
False |
True |
3,155 |
| 10 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0108 |
0.8% |
66% |
False |
False |
2,029 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0109 |
0.8% |
66% |
False |
False |
1,233 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0123 |
0.9% |
80% |
False |
False |
810 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0110 |
0.8% |
80% |
False |
False |
583 |
| 80 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0104 |
0.8% |
57% |
False |
False |
441 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0084 |
0.6% |
44% |
False |
False |
354 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0071 |
0.5% |
44% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3664 |
|
2.618 |
1.3548 |
|
1.618 |
1.3477 |
|
1.000 |
1.3433 |
|
0.618 |
1.3406 |
|
HIGH |
1.3362 |
|
0.618 |
1.3335 |
|
0.500 |
1.3327 |
|
0.382 |
1.3318 |
|
LOW |
1.3291 |
|
0.618 |
1.3247 |
|
1.000 |
1.3220 |
|
1.618 |
1.3176 |
|
2.618 |
1.3105 |
|
4.250 |
1.2989 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3327 |
1.3392 |
| PP |
1.3325 |
1.3369 |
| S1 |
1.3324 |
1.3346 |
|