CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3158 |
1.3093 |
-0.0065 |
-0.5% |
1.3207 |
| High |
1.3199 |
1.3098 |
-0.0101 |
-0.8% |
1.3299 |
| Low |
1.3059 |
1.3017 |
-0.0042 |
-0.3% |
1.3104 |
| Close |
1.3080 |
1.3029 |
-0.0051 |
-0.4% |
1.3114 |
| Range |
0.0140 |
0.0081 |
-0.0059 |
-42.1% |
0.0195 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
96,269 |
133,751 |
37,482 |
38.9% |
76,694 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3291 |
1.3241 |
1.3074 |
|
| R3 |
1.3210 |
1.3160 |
1.3051 |
|
| R2 |
1.3129 |
1.3129 |
1.3044 |
|
| R1 |
1.3079 |
1.3079 |
1.3036 |
1.3064 |
| PP |
1.3048 |
1.3048 |
1.3048 |
1.3040 |
| S1 |
1.2998 |
1.2998 |
1.3022 |
1.2983 |
| S2 |
1.2967 |
1.2967 |
1.3014 |
|
| S3 |
1.2886 |
1.2917 |
1.3007 |
|
| S4 |
1.2805 |
1.2836 |
1.2984 |
|
|
| 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 |
1.3017 |
0.0282 |
2.2% |
0.0127 |
1.0% |
4% |
False |
True |
63,902 |
| 10 |
1.3362 |
1.3017 |
0.0345 |
2.6% |
0.0112 |
0.9% |
3% |
False |
True |
35,738 |
| 20 |
1.3494 |
1.2987 |
0.0507 |
3.9% |
0.0113 |
0.9% |
8% |
False |
False |
18,629 |
| 40 |
1.3494 |
1.2755 |
0.0739 |
5.7% |
0.0118 |
0.9% |
37% |
False |
False |
9,505 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.5% |
0.0115 |
0.9% |
45% |
False |
False |
6,423 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0107 |
0.8% |
42% |
False |
False |
4,831 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0094 |
0.7% |
25% |
False |
False |
3,866 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0079 |
0.6% |
25% |
False |
False |
3,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3442 |
|
2.618 |
1.3310 |
|
1.618 |
1.3229 |
|
1.000 |
1.3179 |
|
0.618 |
1.3148 |
|
HIGH |
1.3098 |
|
0.618 |
1.3067 |
|
0.500 |
1.3058 |
|
0.382 |
1.3048 |
|
LOW |
1.3017 |
|
0.618 |
1.2967 |
|
1.000 |
1.2936 |
|
1.618 |
1.2886 |
|
2.618 |
1.2805 |
|
4.250 |
1.2673 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3058 |
1.3108 |
| PP |
1.3048 |
1.3082 |
| S1 |
1.3039 |
1.3055 |
|