CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3229 |
1.3220 |
-0.0009 |
-0.1% |
1.3124 |
| High |
1.3292 |
1.3261 |
-0.0031 |
-0.2% |
1.3199 |
| Low |
1.3185 |
1.3140 |
-0.0045 |
-0.3% |
1.3009 |
| Close |
1.3210 |
1.3188 |
-0.0022 |
-0.2% |
1.3179 |
| Range |
0.0107 |
0.0121 |
0.0014 |
13.1% |
0.0190 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.3% |
0.0000 |
| Volume |
233,296 |
240,243 |
6,947 |
3.0% |
643,075 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3559 |
1.3495 |
1.3255 |
|
| R3 |
1.3438 |
1.3374 |
1.3221 |
|
| R2 |
1.3317 |
1.3317 |
1.3210 |
|
| R1 |
1.3253 |
1.3253 |
1.3199 |
1.3225 |
| PP |
1.3196 |
1.3196 |
1.3196 |
1.3182 |
| S1 |
1.3132 |
1.3132 |
1.3177 |
1.3104 |
| S2 |
1.3075 |
1.3075 |
1.3166 |
|
| S3 |
1.2954 |
1.3011 |
1.3155 |
|
| S4 |
1.2833 |
1.2890 |
1.3121 |
|
|
| 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 |
1.3055 |
0.0237 |
1.8% |
0.0115 |
0.9% |
56% |
False |
False |
229,691 |
| 10 |
1.3292 |
1.3009 |
0.0283 |
2.1% |
0.0117 |
0.9% |
63% |
False |
False |
157,445 |
| 20 |
1.3494 |
1.3009 |
0.0485 |
3.7% |
0.0114 |
0.9% |
37% |
False |
False |
82,022 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0115 |
0.9% |
40% |
False |
False |
41,294 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0117 |
0.9% |
64% |
False |
False |
27,630 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0110 |
0.8% |
60% |
False |
False |
20,747 |
| 100 |
1.4165 |
1.2645 |
0.1520 |
11.5% |
0.0101 |
0.8% |
36% |
False |
False |
16,600 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0084 |
0.6% |
35% |
False |
False |
13,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3775 |
|
2.618 |
1.3578 |
|
1.618 |
1.3457 |
|
1.000 |
1.3382 |
|
0.618 |
1.3336 |
|
HIGH |
1.3261 |
|
0.618 |
1.3215 |
|
0.500 |
1.3201 |
|
0.382 |
1.3186 |
|
LOW |
1.3140 |
|
0.618 |
1.3065 |
|
1.000 |
1.3019 |
|
1.618 |
1.2944 |
|
2.618 |
1.2823 |
|
4.250 |
1.2626 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3201 |
1.3216 |
| PP |
1.3196 |
1.3207 |
| S1 |
1.3192 |
1.3197 |
|