CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3207 |
1.3234 |
0.0027 |
0.2% |
1.3470 |
| High |
1.3248 |
1.3235 |
-0.0013 |
-0.1% |
1.3492 |
| Low |
1.3170 |
1.3110 |
-0.0060 |
-0.5% |
1.3197 |
| Close |
1.3235 |
1.3113 |
-0.0122 |
-0.9% |
1.3214 |
| Range |
0.0078 |
0.0125 |
0.0047 |
60.3% |
0.0295 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.5% |
0.0000 |
| Volume |
4,645 |
10,270 |
5,625 |
121.1% |
20,376 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3528 |
1.3445 |
1.3182 |
|
| R3 |
1.3403 |
1.3320 |
1.3147 |
|
| R2 |
1.3278 |
1.3278 |
1.3136 |
|
| R1 |
1.3195 |
1.3195 |
1.3124 |
1.3174 |
| PP |
1.3153 |
1.3153 |
1.3153 |
1.3142 |
| S1 |
1.3070 |
1.3070 |
1.3102 |
1.3049 |
| S2 |
1.3028 |
1.3028 |
1.3090 |
|
| S3 |
1.2903 |
1.2945 |
1.3079 |
|
| S4 |
1.2778 |
1.2820 |
1.3044 |
|
|
| 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 |
1.3110 |
0.0382 |
2.9% |
0.0116 |
0.9% |
1% |
False |
True |
6,070 |
| 10 |
1.3494 |
1.3110 |
0.0384 |
2.9% |
0.0108 |
0.8% |
1% |
False |
True |
3,841 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0109 |
0.8% |
25% |
False |
False |
2,237 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0121 |
0.9% |
55% |
False |
False |
1,320 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0113 |
0.9% |
55% |
False |
False |
931 |
| 80 |
1.3785 |
1.2645 |
0.1140 |
8.7% |
0.0107 |
0.8% |
41% |
False |
False |
702 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0087 |
0.7% |
30% |
False |
False |
563 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0074 |
0.6% |
30% |
False |
False |
470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3766 |
|
2.618 |
1.3562 |
|
1.618 |
1.3437 |
|
1.000 |
1.3360 |
|
0.618 |
1.3312 |
|
HIGH |
1.3235 |
|
0.618 |
1.3187 |
|
0.500 |
1.3173 |
|
0.382 |
1.3158 |
|
LOW |
1.3110 |
|
0.618 |
1.3033 |
|
1.000 |
1.2985 |
|
1.618 |
1.2908 |
|
2.618 |
1.2783 |
|
4.250 |
1.2579 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3173 |
1.3224 |
| PP |
1.3153 |
1.3187 |
| S1 |
1.3133 |
1.3150 |
|