CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3244 |
1.3229 |
-0.0015 |
-0.1% |
1.3124 |
| High |
1.3259 |
1.3292 |
0.0033 |
0.2% |
1.3199 |
| Low |
1.3178 |
1.3185 |
0.0007 |
0.1% |
1.3009 |
| Close |
1.3236 |
1.3210 |
-0.0026 |
-0.2% |
1.3179 |
| Range |
0.0081 |
0.0107 |
0.0026 |
32.1% |
0.0190 |
| ATR |
0.0116 |
0.0116 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
206,161 |
233,296 |
27,135 |
13.2% |
643,075 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3550 |
1.3487 |
1.3269 |
|
| R3 |
1.3443 |
1.3380 |
1.3239 |
|
| R2 |
1.3336 |
1.3336 |
1.3230 |
|
| R1 |
1.3273 |
1.3273 |
1.3220 |
1.3251 |
| PP |
1.3229 |
1.3229 |
1.3229 |
1.3218 |
| S1 |
1.3166 |
1.3166 |
1.3200 |
1.3144 |
| S2 |
1.3122 |
1.3122 |
1.3190 |
|
| S3 |
1.3015 |
1.3059 |
1.3181 |
|
| S4 |
1.2908 |
1.2952 |
1.3151 |
|
|
| 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 |
1.3292 |
1.3009 |
0.0283 |
2.1% |
0.0114 |
0.9% |
71% |
True |
False |
206,627 |
| 10 |
1.3299 |
1.3009 |
0.0290 |
2.2% |
0.0121 |
0.9% |
69% |
False |
False |
135,265 |
| 20 |
1.3494 |
1.3009 |
0.0485 |
3.7% |
0.0115 |
0.9% |
41% |
False |
False |
70,039 |
| 40 |
1.3494 |
1.2941 |
0.0553 |
4.2% |
0.0117 |
0.9% |
49% |
False |
False |
35,292 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0116 |
0.9% |
67% |
False |
False |
23,627 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0111 |
0.8% |
62% |
False |
False |
17,744 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0100 |
0.8% |
37% |
False |
False |
14,197 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0083 |
0.6% |
37% |
False |
False |
11,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3747 |
|
2.618 |
1.3572 |
|
1.618 |
1.3465 |
|
1.000 |
1.3399 |
|
0.618 |
1.3358 |
|
HIGH |
1.3292 |
|
0.618 |
1.3251 |
|
0.500 |
1.3239 |
|
0.382 |
1.3226 |
|
LOW |
1.3185 |
|
0.618 |
1.3119 |
|
1.000 |
1.3078 |
|
1.618 |
1.3012 |
|
2.618 |
1.2905 |
|
4.250 |
1.2730 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3239 |
1.3220 |
| PP |
1.3229 |
1.3217 |
| S1 |
1.3220 |
1.3213 |
|