CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3124 |
1.3158 |
0.0034 |
0.3% |
1.3470 |
| High |
1.3172 |
1.3299 |
0.0127 |
1.0% |
1.3492 |
| Low |
1.3105 |
1.3143 |
0.0038 |
0.3% |
1.3197 |
| Close |
1.3156 |
1.3280 |
0.0124 |
0.9% |
1.3214 |
| Range |
0.0067 |
0.0156 |
0.0089 |
132.8% |
0.0295 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.7% |
0.0000 |
| Volume |
10,846 |
18,437 |
7,591 |
70.0% |
20,376 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3709 |
1.3650 |
1.3366 |
|
| R3 |
1.3553 |
1.3494 |
1.3323 |
|
| R2 |
1.3397 |
1.3397 |
1.3309 |
|
| R1 |
1.3338 |
1.3338 |
1.3294 |
1.3368 |
| PP |
1.3241 |
1.3241 |
1.3241 |
1.3255 |
| S1 |
1.3182 |
1.3182 |
1.3266 |
1.3212 |
| S2 |
1.3085 |
1.3085 |
1.3251 |
|
| S3 |
1.2929 |
1.3026 |
1.3237 |
|
| S4 |
1.2773 |
1.2870 |
1.3194 |
|
|
| 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 |
1.3338 |
1.3105 |
0.0233 |
1.8% |
0.0113 |
0.9% |
75% |
False |
False |
10,041 |
| 10 |
1.3494 |
1.3105 |
0.0389 |
2.9% |
0.0112 |
0.8% |
45% |
False |
False |
6,598 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0109 |
0.8% |
58% |
False |
False |
3,652 |
| 40 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0122 |
0.9% |
75% |
False |
False |
2,039 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0114 |
0.9% |
75% |
False |
False |
1,413 |
| 80 |
1.3785 |
1.2645 |
0.1140 |
8.6% |
0.0107 |
0.8% |
56% |
False |
False |
1,068 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0090 |
0.7% |
41% |
False |
False |
856 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0076 |
0.6% |
41% |
False |
False |
714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3962 |
|
2.618 |
1.3707 |
|
1.618 |
1.3551 |
|
1.000 |
1.3455 |
|
0.618 |
1.3395 |
|
HIGH |
1.3299 |
|
0.618 |
1.3239 |
|
0.500 |
1.3221 |
|
0.382 |
1.3203 |
|
LOW |
1.3143 |
|
0.618 |
1.3047 |
|
1.000 |
1.2987 |
|
1.618 |
1.2891 |
|
2.618 |
1.2735 |
|
4.250 |
1.2480 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3260 |
1.3254 |
| PP |
1.3241 |
1.3228 |
| S1 |
1.3221 |
1.3202 |
|