CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3291 |
1.3356 |
0.0065 |
0.5% |
1.3179 |
| High |
1.3379 |
1.3396 |
0.0017 |
0.1% |
1.3302 |
| Low |
1.3205 |
1.3329 |
0.0124 |
0.9% |
1.3157 |
| Close |
1.3356 |
1.3348 |
-0.0008 |
-0.1% |
1.3277 |
| Range |
0.0174 |
0.0067 |
-0.0107 |
-61.5% |
0.0145 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
49 |
113 |
64 |
130.6% |
706 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3559 |
1.3520 |
1.3385 |
|
| R3 |
1.3492 |
1.3453 |
1.3366 |
|
| R2 |
1.3425 |
1.3425 |
1.3360 |
|
| R1 |
1.3386 |
1.3386 |
1.3354 |
1.3372 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3351 |
| S1 |
1.3319 |
1.3319 |
1.3342 |
1.3305 |
| S2 |
1.3291 |
1.3291 |
1.3336 |
|
| S3 |
1.3224 |
1.3252 |
1.3330 |
|
| S4 |
1.3157 |
1.3185 |
1.3311 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3680 |
1.3624 |
1.3357 |
|
| R3 |
1.3535 |
1.3479 |
1.3317 |
|
| R2 |
1.3390 |
1.3390 |
1.3304 |
|
| R1 |
1.3334 |
1.3334 |
1.3290 |
1.3362 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3260 |
| S1 |
1.3189 |
1.3189 |
1.3264 |
1.3217 |
| S2 |
1.3100 |
1.3100 |
1.3250 |
|
| S3 |
1.2955 |
1.3044 |
1.3237 |
|
| S4 |
1.2810 |
1.2899 |
1.3197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3396 |
1.3157 |
0.0239 |
1.8% |
0.0102 |
0.8% |
80% |
True |
False |
102 |
| 10 |
1.3396 |
1.3032 |
0.0364 |
2.7% |
0.0093 |
0.7% |
87% |
True |
False |
103 |
| 20 |
1.3450 |
1.3032 |
0.0418 |
3.1% |
0.0082 |
0.6% |
76% |
False |
False |
63 |
| 40 |
1.3500 |
1.3023 |
0.0477 |
3.6% |
0.0067 |
0.5% |
68% |
False |
False |
39 |
| 60 |
1.3500 |
1.2690 |
0.0810 |
6.1% |
0.0053 |
0.4% |
81% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3571 |
|
1.618 |
1.3504 |
|
1.000 |
1.3463 |
|
0.618 |
1.3437 |
|
HIGH |
1.3396 |
|
0.618 |
1.3370 |
|
0.500 |
1.3363 |
|
0.382 |
1.3355 |
|
LOW |
1.3329 |
|
0.618 |
1.3288 |
|
1.000 |
1.3262 |
|
1.618 |
1.3221 |
|
2.618 |
1.3154 |
|
4.250 |
1.3044 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3363 |
1.3332 |
| PP |
1.3358 |
1.3316 |
| S1 |
1.3353 |
1.3300 |
|