CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3124 |
1.3158 |
0.0034 |
0.3% |
1.3207 |
| High |
1.3167 |
1.3199 |
0.0032 |
0.2% |
1.3299 |
| Low |
1.3086 |
1.3059 |
-0.0027 |
-0.2% |
1.3104 |
| Close |
1.3156 |
1.3080 |
-0.0076 |
-0.6% |
1.3114 |
| Range |
0.0081 |
0.0140 |
0.0059 |
72.8% |
0.0195 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.3% |
0.0000 |
| Volume |
38,559 |
96,269 |
57,710 |
149.7% |
76,694 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3533 |
1.3446 |
1.3157 |
|
| R3 |
1.3393 |
1.3306 |
1.3119 |
|
| R2 |
1.3253 |
1.3253 |
1.3106 |
|
| R1 |
1.3166 |
1.3166 |
1.3093 |
1.3140 |
| PP |
1.3113 |
1.3113 |
1.3113 |
1.3099 |
| S1 |
1.3026 |
1.3026 |
1.3067 |
1.3000 |
| S2 |
1.2973 |
1.2973 |
1.3054 |
|
| S3 |
1.2833 |
1.2886 |
1.3042 |
|
| S4 |
1.2693 |
1.2746 |
1.3003 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3757 |
1.3631 |
1.3221 |
|
| R3 |
1.3562 |
1.3436 |
1.3168 |
|
| R2 |
1.3367 |
1.3367 |
1.3150 |
|
| R1 |
1.3241 |
1.3241 |
1.3132 |
1.3207 |
| PP |
1.3172 |
1.3172 |
1.3172 |
1.3155 |
| S1 |
1.3046 |
1.3046 |
1.3096 |
1.3012 |
| S2 |
1.2977 |
1.2977 |
1.3078 |
|
| S3 |
1.2782 |
1.2851 |
1.3060 |
|
| S4 |
1.2587 |
1.2656 |
1.3007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3299 |
1.3059 |
0.0240 |
1.8% |
0.0124 |
1.0% |
9% |
False |
True |
39,321 |
| 10 |
1.3492 |
1.3059 |
0.0433 |
3.3% |
0.0120 |
0.9% |
5% |
False |
True |
22,695 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0114 |
0.9% |
18% |
False |
False |
11,977 |
| 40 |
1.3494 |
1.2658 |
0.0836 |
6.4% |
0.0120 |
0.9% |
50% |
False |
False |
6,176 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0115 |
0.9% |
51% |
False |
False |
4,196 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0107 |
0.8% |
48% |
False |
False |
3,159 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0094 |
0.7% |
28% |
False |
False |
2,529 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0079 |
0.6% |
28% |
False |
False |
2,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3794 |
|
2.618 |
1.3566 |
|
1.618 |
1.3426 |
|
1.000 |
1.3339 |
|
0.618 |
1.3286 |
|
HIGH |
1.3199 |
|
0.618 |
1.3146 |
|
0.500 |
1.3129 |
|
0.382 |
1.3112 |
|
LOW |
1.3059 |
|
0.618 |
1.2972 |
|
1.000 |
1.2919 |
|
1.618 |
1.2832 |
|
2.618 |
1.2692 |
|
4.250 |
1.2464 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3129 |
1.3171 |
| PP |
1.3113 |
1.3140 |
| S1 |
1.3096 |
1.3110 |
|