CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2778 |
1.2713 |
-0.0065 |
-0.5% |
1.3047 |
| High |
1.2794 |
1.2848 |
0.0054 |
0.4% |
1.3085 |
| Low |
1.2664 |
1.2702 |
0.0038 |
0.3% |
1.2703 |
| Close |
1.2700 |
1.2832 |
0.0132 |
1.0% |
1.2729 |
| Range |
0.0130 |
0.0146 |
0.0016 |
12.3% |
0.0382 |
| ATR |
0.0128 |
0.0129 |
0.0001 |
1.1% |
0.0000 |
| Volume |
287,171 |
314,433 |
27,262 |
9.5% |
834,595 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3232 |
1.3178 |
1.2912 |
|
| R3 |
1.3086 |
1.3032 |
1.2872 |
|
| R2 |
1.2940 |
1.2940 |
1.2859 |
|
| R1 |
1.2886 |
1.2886 |
1.2845 |
1.2913 |
| PP |
1.2794 |
1.2794 |
1.2794 |
1.2808 |
| S1 |
1.2740 |
1.2740 |
1.2819 |
1.2767 |
| S2 |
1.2648 |
1.2648 |
1.2805 |
|
| S3 |
1.2502 |
1.2594 |
1.2792 |
|
| S4 |
1.2356 |
1.2448 |
1.2752 |
|
|
| 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 |
1.2848 |
1.2664 |
0.0184 |
1.4% |
0.0118 |
0.9% |
91% |
True |
False |
244,150 |
| 10 |
1.3085 |
1.2664 |
0.0421 |
3.3% |
0.0119 |
0.9% |
40% |
False |
False |
207,736 |
| 20 |
1.3224 |
1.2664 |
0.0560 |
4.4% |
0.0112 |
0.9% |
30% |
False |
False |
175,338 |
| 40 |
1.3630 |
1.2664 |
0.0966 |
7.5% |
0.0130 |
1.0% |
17% |
False |
False |
95,934 |
| 60 |
1.4231 |
1.2664 |
0.1567 |
12.2% |
0.0147 |
1.1% |
11% |
False |
False |
64,210 |
| 80 |
1.4231 |
1.2664 |
0.1567 |
12.2% |
0.0152 |
1.2% |
11% |
False |
False |
48,250 |
| 100 |
1.4472 |
1.2664 |
0.1808 |
14.1% |
0.0141 |
1.1% |
9% |
False |
False |
38,609 |
| 120 |
1.4472 |
1.2664 |
0.1808 |
14.1% |
0.0130 |
1.0% |
9% |
False |
False |
32,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3469 |
|
2.618 |
1.3230 |
|
1.618 |
1.3084 |
|
1.000 |
1.2994 |
|
0.618 |
1.2938 |
|
HIGH |
1.2848 |
|
0.618 |
1.2792 |
|
0.500 |
1.2775 |
|
0.382 |
1.2758 |
|
LOW |
1.2702 |
|
0.618 |
1.2612 |
|
1.000 |
1.2556 |
|
1.618 |
1.2466 |
|
2.618 |
1.2320 |
|
4.250 |
1.2082 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2813 |
1.2807 |
| PP |
1.2794 |
1.2781 |
| S1 |
1.2775 |
1.2756 |
|