CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3185 |
1.3244 |
0.0059 |
0.4% |
1.3124 |
| High |
1.3272 |
1.3259 |
-0.0013 |
-0.1% |
1.3199 |
| Low |
1.3148 |
1.3178 |
0.0030 |
0.2% |
1.3009 |
| Close |
1.3245 |
1.3236 |
-0.0009 |
-0.1% |
1.3179 |
| Range |
0.0124 |
0.0081 |
-0.0043 |
-34.7% |
0.0190 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
219,186 |
206,161 |
-13,025 |
-5.9% |
643,075 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3433 |
1.3281 |
|
| R3 |
1.3386 |
1.3352 |
1.3258 |
|
| R2 |
1.3305 |
1.3305 |
1.3251 |
|
| R1 |
1.3271 |
1.3271 |
1.3243 |
1.3248 |
| PP |
1.3224 |
1.3224 |
1.3224 |
1.3213 |
| S1 |
1.3190 |
1.3190 |
1.3229 |
1.3167 |
| S2 |
1.3143 |
1.3143 |
1.3221 |
|
| S3 |
1.3062 |
1.3109 |
1.3214 |
|
| S4 |
1.2981 |
1.3028 |
1.3191 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3699 |
1.3629 |
1.3284 |
|
| R3 |
1.3509 |
1.3439 |
1.3231 |
|
| R2 |
1.3319 |
1.3319 |
1.3214 |
|
| R1 |
1.3249 |
1.3249 |
1.3196 |
1.3284 |
| PP |
1.3129 |
1.3129 |
1.3129 |
1.3147 |
| S1 |
1.3059 |
1.3059 |
1.3162 |
1.3094 |
| S2 |
1.2939 |
1.2939 |
1.3144 |
|
| S3 |
1.2749 |
1.2869 |
1.3127 |
|
| S4 |
1.2559 |
1.2679 |
1.3075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3272 |
1.3009 |
0.0263 |
2.0% |
0.0109 |
0.8% |
86% |
False |
False |
186,718 |
| 10 |
1.3299 |
1.3009 |
0.0290 |
2.2% |
0.0117 |
0.9% |
78% |
False |
False |
113,020 |
| 20 |
1.3494 |
1.3009 |
0.0485 |
3.7% |
0.0112 |
0.8% |
47% |
False |
False |
58,430 |
| 40 |
1.3494 |
1.2941 |
0.0553 |
4.2% |
0.0117 |
0.9% |
53% |
False |
False |
29,466 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0116 |
0.9% |
70% |
False |
False |
19,744 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0110 |
0.8% |
65% |
False |
False |
14,828 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0099 |
0.7% |
38% |
False |
False |
11,865 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0083 |
0.6% |
38% |
False |
False |
9,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3603 |
|
2.618 |
1.3471 |
|
1.618 |
1.3390 |
|
1.000 |
1.3340 |
|
0.618 |
1.3309 |
|
HIGH |
1.3259 |
|
0.618 |
1.3228 |
|
0.500 |
1.3219 |
|
0.382 |
1.3209 |
|
LOW |
1.3178 |
|
0.618 |
1.3128 |
|
1.000 |
1.3097 |
|
1.618 |
1.3047 |
|
2.618 |
1.2966 |
|
4.250 |
1.2834 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3230 |
1.3212 |
| PP |
1.3224 |
1.3188 |
| S1 |
1.3219 |
1.3164 |
|