CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3234 |
1.3124 |
-0.0110 |
-0.8% |
1.3470 |
| High |
1.3235 |
1.3172 |
-0.0063 |
-0.5% |
1.3492 |
| Low |
1.3110 |
1.3105 |
-0.0005 |
0.0% |
1.3197 |
| Close |
1.3113 |
1.3156 |
0.0043 |
0.3% |
1.3214 |
| Range |
0.0125 |
0.0067 |
-0.0058 |
-46.4% |
0.0295 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
10,270 |
10,846 |
576 |
5.6% |
20,376 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3345 |
1.3318 |
1.3193 |
|
| R3 |
1.3278 |
1.3251 |
1.3174 |
|
| R2 |
1.3211 |
1.3211 |
1.3168 |
|
| R1 |
1.3184 |
1.3184 |
1.3162 |
1.3198 |
| PP |
1.3144 |
1.3144 |
1.3144 |
1.3151 |
| S1 |
1.3117 |
1.3117 |
1.3150 |
1.3131 |
| S2 |
1.3077 |
1.3077 |
1.3144 |
|
| S3 |
1.3010 |
1.3050 |
1.3138 |
|
| S4 |
1.2943 |
1.2983 |
1.3119 |
|
|
| 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 |
1.3362 |
1.3105 |
0.0257 |
2.0% |
0.0096 |
0.7% |
20% |
False |
True |
7,574 |
| 10 |
1.3494 |
1.3105 |
0.0389 |
3.0% |
0.0110 |
0.8% |
13% |
False |
True |
4,814 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0104 |
0.8% |
33% |
False |
False |
2,753 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0120 |
0.9% |
60% |
False |
False |
1,587 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0112 |
0.9% |
60% |
False |
False |
1,112 |
| 80 |
1.3785 |
1.2645 |
0.1140 |
8.7% |
0.0107 |
0.8% |
45% |
False |
False |
838 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0088 |
0.7% |
33% |
False |
False |
671 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0074 |
0.6% |
33% |
False |
False |
560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3457 |
|
2.618 |
1.3347 |
|
1.618 |
1.3280 |
|
1.000 |
1.3239 |
|
0.618 |
1.3213 |
|
HIGH |
1.3172 |
|
0.618 |
1.3146 |
|
0.500 |
1.3139 |
|
0.382 |
1.3131 |
|
LOW |
1.3105 |
|
0.618 |
1.3064 |
|
1.000 |
1.3038 |
|
1.618 |
1.2997 |
|
2.618 |
1.2930 |
|
4.250 |
1.2820 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3150 |
1.3177 |
| PP |
1.3144 |
1.3170 |
| S1 |
1.3139 |
1.3163 |
|