CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3206 |
1.3271 |
0.0065 |
0.5% |
1.3185 |
| High |
1.3300 |
1.3374 |
0.0074 |
0.6% |
1.3300 |
| Low |
1.3196 |
1.3197 |
0.0001 |
0.0% |
1.3140 |
| Close |
1.3270 |
1.3349 |
0.0079 |
0.6% |
1.3270 |
| Range |
0.0104 |
0.0177 |
0.0073 |
70.2% |
0.0160 |
| ATR |
0.0116 |
0.0120 |
0.0004 |
3.8% |
0.0000 |
| Volume |
237,302 |
254,722 |
17,420 |
7.3% |
1,136,188 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3838 |
1.3770 |
1.3446 |
|
| R3 |
1.3661 |
1.3593 |
1.3398 |
|
| R2 |
1.3484 |
1.3484 |
1.3381 |
|
| R1 |
1.3416 |
1.3416 |
1.3365 |
1.3450 |
| PP |
1.3307 |
1.3307 |
1.3307 |
1.3324 |
| S1 |
1.3239 |
1.3239 |
1.3333 |
1.3273 |
| S2 |
1.3130 |
1.3130 |
1.3317 |
|
| S3 |
1.2953 |
1.3062 |
1.3300 |
|
| S4 |
1.2776 |
1.2885 |
1.3252 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3717 |
1.3653 |
1.3358 |
|
| R3 |
1.3557 |
1.3493 |
1.3314 |
|
| R2 |
1.3397 |
1.3397 |
1.3299 |
|
| R1 |
1.3333 |
1.3333 |
1.3285 |
1.3365 |
| PP |
1.3237 |
1.3237 |
1.3237 |
1.3253 |
| S1 |
1.3173 |
1.3173 |
1.3255 |
1.3205 |
| S2 |
1.3077 |
1.3077 |
1.3241 |
|
| S3 |
1.2917 |
1.3013 |
1.3226 |
|
| S4 |
1.2757 |
1.2853 |
1.3182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3374 |
1.3140 |
0.0234 |
1.8% |
0.0118 |
0.9% |
89% |
True |
False |
234,344 |
| 10 |
1.3374 |
1.3009 |
0.0365 |
2.7% |
0.0119 |
0.9% |
93% |
True |
False |
199,542 |
| 20 |
1.3492 |
1.3009 |
0.0483 |
3.6% |
0.0117 |
0.9% |
70% |
False |
False |
106,451 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0116 |
0.9% |
71% |
False |
False |
53,572 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0119 |
0.9% |
83% |
False |
False |
35,830 |
| 80 |
1.3555 |
1.2645 |
0.0910 |
6.8% |
0.0113 |
0.8% |
77% |
False |
False |
26,897 |
| 100 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0104 |
0.8% |
59% |
False |
False |
21,520 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0087 |
0.7% |
46% |
False |
False |
17,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4126 |
|
2.618 |
1.3837 |
|
1.618 |
1.3660 |
|
1.000 |
1.3551 |
|
0.618 |
1.3483 |
|
HIGH |
1.3374 |
|
0.618 |
1.3306 |
|
0.500 |
1.3286 |
|
0.382 |
1.3265 |
|
LOW |
1.3197 |
|
0.618 |
1.3088 |
|
1.000 |
1.3020 |
|
1.618 |
1.2911 |
|
2.618 |
1.2734 |
|
4.250 |
1.2445 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3328 |
1.3318 |
| PP |
1.3307 |
1.3288 |
| S1 |
1.3286 |
1.3257 |
|