CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3322 |
1.3322 |
0.0000 |
0.0% |
1.3185 |
| High |
1.3379 |
1.3351 |
-0.0028 |
-0.2% |
1.3300 |
| Low |
1.3282 |
1.3257 |
-0.0025 |
-0.2% |
1.3140 |
| Close |
1.3328 |
1.3292 |
-0.0036 |
-0.3% |
1.3270 |
| Range |
0.0097 |
0.0094 |
-0.0003 |
-3.1% |
0.0160 |
| ATR |
0.0115 |
0.0114 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
238,467 |
224,951 |
-13,516 |
-5.7% |
1,136,188 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3531 |
1.3344 |
|
| R3 |
1.3488 |
1.3437 |
1.3318 |
|
| R2 |
1.3394 |
1.3394 |
1.3309 |
|
| R1 |
1.3343 |
1.3343 |
1.3301 |
1.3322 |
| PP |
1.3300 |
1.3300 |
1.3300 |
1.3289 |
| S1 |
1.3249 |
1.3249 |
1.3283 |
1.3228 |
| S2 |
1.3206 |
1.3206 |
1.3275 |
|
| S3 |
1.3112 |
1.3155 |
1.3266 |
|
| S4 |
1.3018 |
1.3061 |
1.3240 |
|
|
| 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 |
1.3391 |
1.3196 |
0.0195 |
1.5% |
0.0109 |
0.8% |
49% |
False |
False |
227,504 |
| 10 |
1.3391 |
1.3055 |
0.0336 |
2.5% |
0.0112 |
0.8% |
71% |
False |
False |
228,598 |
| 20 |
1.3391 |
1.3009 |
0.0382 |
2.9% |
0.0114 |
0.9% |
74% |
False |
False |
138,109 |
| 40 |
1.3494 |
1.2987 |
0.0507 |
3.8% |
0.0112 |
0.8% |
60% |
False |
False |
69,671 |
| 60 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0120 |
0.9% |
76% |
False |
False |
46,576 |
| 80 |
1.3494 |
1.2645 |
0.0849 |
6.4% |
0.0111 |
0.8% |
76% |
False |
False |
34,965 |
| 100 |
1.3843 |
1.2645 |
0.1198 |
9.0% |
0.0106 |
0.8% |
54% |
False |
False |
27,975 |
| 120 |
1.4188 |
1.2645 |
0.1543 |
11.6% |
0.0089 |
0.7% |
42% |
False |
False |
23,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3751 |
|
2.618 |
1.3597 |
|
1.618 |
1.3503 |
|
1.000 |
1.3445 |
|
0.618 |
1.3409 |
|
HIGH |
1.3351 |
|
0.618 |
1.3315 |
|
0.500 |
1.3304 |
|
0.382 |
1.3293 |
|
LOW |
1.3257 |
|
0.618 |
1.3199 |
|
1.000 |
1.3163 |
|
1.618 |
1.3105 |
|
2.618 |
1.3011 |
|
4.250 |
1.2858 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3304 |
1.3324 |
| PP |
1.3300 |
1.3313 |
| S1 |
1.3296 |
1.3303 |
|