CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2773 |
1.2778 |
0.0005 |
0.0% |
1.3047 |
| High |
1.2824 |
1.2794 |
-0.0030 |
-0.2% |
1.3085 |
| Low |
1.2747 |
1.2664 |
-0.0083 |
-0.7% |
1.2703 |
| Close |
1.2795 |
1.2700 |
-0.0095 |
-0.7% |
1.2729 |
| Range |
0.0077 |
0.0130 |
0.0053 |
68.8% |
0.0382 |
| ATR |
0.0127 |
0.0128 |
0.0000 |
0.2% |
0.0000 |
| Volume |
207,842 |
287,171 |
79,329 |
38.2% |
834,595 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3109 |
1.3035 |
1.2772 |
|
| R3 |
1.2979 |
1.2905 |
1.2736 |
|
| R2 |
1.2849 |
1.2849 |
1.2724 |
|
| R1 |
1.2775 |
1.2775 |
1.2712 |
1.2747 |
| PP |
1.2719 |
1.2719 |
1.2719 |
1.2706 |
| S1 |
1.2645 |
1.2645 |
1.2688 |
1.2617 |
| S2 |
1.2589 |
1.2589 |
1.2676 |
|
| S3 |
1.2459 |
1.2515 |
1.2664 |
|
| S4 |
1.2329 |
1.2385 |
1.2629 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3985 |
1.3739 |
1.2939 |
|
| R3 |
1.3603 |
1.3357 |
1.2834 |
|
| R2 |
1.3221 |
1.3221 |
1.2799 |
|
| R1 |
1.2975 |
1.2975 |
1.2764 |
1.2907 |
| PP |
1.2839 |
1.2839 |
1.2839 |
1.2805 |
| S1 |
1.2593 |
1.2593 |
1.2694 |
1.2525 |
| S2 |
1.2457 |
1.2457 |
1.2659 |
|
| S3 |
1.2075 |
1.2211 |
1.2624 |
|
| S4 |
1.1693 |
1.1829 |
1.2519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2952 |
1.2664 |
0.0288 |
2.3% |
0.0123 |
1.0% |
13% |
False |
True |
233,694 |
| 10 |
1.3095 |
1.2664 |
0.0431 |
3.4% |
0.0122 |
1.0% |
8% |
False |
True |
192,920 |
| 20 |
1.3254 |
1.2664 |
0.0590 |
4.6% |
0.0116 |
0.9% |
6% |
False |
True |
166,874 |
| 40 |
1.3798 |
1.2664 |
0.1134 |
8.9% |
0.0132 |
1.0% |
3% |
False |
True |
88,088 |
| 60 |
1.4231 |
1.2664 |
0.1567 |
12.3% |
0.0148 |
1.2% |
2% |
False |
True |
58,985 |
| 80 |
1.4231 |
1.2664 |
0.1567 |
12.3% |
0.0151 |
1.2% |
2% |
False |
True |
44,321 |
| 100 |
1.4472 |
1.2664 |
0.1808 |
14.2% |
0.0140 |
1.1% |
2% |
False |
True |
35,465 |
| 120 |
1.4472 |
1.2664 |
0.1808 |
14.2% |
0.0129 |
1.0% |
2% |
False |
True |
29,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3347 |
|
2.618 |
1.3134 |
|
1.618 |
1.3004 |
|
1.000 |
1.2924 |
|
0.618 |
1.2874 |
|
HIGH |
1.2794 |
|
0.618 |
1.2744 |
|
0.500 |
1.2729 |
|
0.382 |
1.2714 |
|
LOW |
1.2664 |
|
0.618 |
1.2584 |
|
1.000 |
1.2534 |
|
1.618 |
1.2454 |
|
2.618 |
1.2324 |
|
4.250 |
1.2112 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2729 |
1.2744 |
| PP |
1.2719 |
1.2729 |
| S1 |
1.2710 |
1.2715 |
|