CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3322 |
1.3207 |
-0.0115 |
-0.9% |
1.3470 |
| High |
1.3338 |
1.3248 |
-0.0090 |
-0.7% |
1.3492 |
| Low |
1.3197 |
1.3170 |
-0.0027 |
-0.2% |
1.3197 |
| Close |
1.3214 |
1.3235 |
0.0021 |
0.2% |
1.3214 |
| Range |
0.0141 |
0.0078 |
-0.0063 |
-44.7% |
0.0295 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
6,009 |
4,645 |
-1,364 |
-22.7% |
20,376 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3421 |
1.3278 |
|
| R3 |
1.3374 |
1.3343 |
1.3256 |
|
| R2 |
1.3296 |
1.3296 |
1.3249 |
|
| R1 |
1.3265 |
1.3265 |
1.3242 |
1.3281 |
| PP |
1.3218 |
1.3218 |
1.3218 |
1.3225 |
| S1 |
1.3187 |
1.3187 |
1.3228 |
1.3203 |
| S2 |
1.3140 |
1.3140 |
1.3221 |
|
| S3 |
1.3062 |
1.3109 |
1.3214 |
|
| S4 |
1.2984 |
1.3031 |
1.3192 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.3995 |
1.3376 |
|
| R3 |
1.3891 |
1.3700 |
1.3295 |
|
| R2 |
1.3596 |
1.3596 |
1.3268 |
|
| R1 |
1.3405 |
1.3405 |
1.3241 |
1.3353 |
| PP |
1.3301 |
1.3301 |
1.3301 |
1.3275 |
| S1 |
1.3110 |
1.3110 |
1.3187 |
1.3058 |
| S2 |
1.3006 |
1.3006 |
1.3160 |
|
| S3 |
1.2711 |
1.2815 |
1.3133 |
|
| S4 |
1.2416 |
1.2520 |
1.3052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3492 |
1.3170 |
0.0322 |
2.4% |
0.0107 |
0.8% |
20% |
False |
True |
4,599 |
| 10 |
1.3494 |
1.3170 |
0.0324 |
2.4% |
0.0106 |
0.8% |
20% |
False |
True |
2,886 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0109 |
0.8% |
49% |
False |
False |
1,739 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0120 |
0.9% |
69% |
False |
False |
1,071 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0112 |
0.8% |
69% |
False |
False |
760 |
| 80 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0106 |
0.8% |
49% |
False |
False |
574 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0086 |
0.7% |
38% |
False |
False |
460 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0073 |
0.6% |
38% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3580 |
|
2.618 |
1.3452 |
|
1.618 |
1.3374 |
|
1.000 |
1.3326 |
|
0.618 |
1.3296 |
|
HIGH |
1.3248 |
|
0.618 |
1.3218 |
|
0.500 |
1.3209 |
|
0.382 |
1.3200 |
|
LOW |
1.3170 |
|
0.618 |
1.3122 |
|
1.000 |
1.3092 |
|
1.618 |
1.3044 |
|
2.618 |
1.2966 |
|
4.250 |
1.2839 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3226 |
1.3266 |
| PP |
1.3218 |
1.3256 |
| S1 |
1.3209 |
1.3245 |
|