CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2713 |
1.2815 |
0.0102 |
0.8% |
1.2700 |
| High |
1.2848 |
1.2884 |
0.0036 |
0.3% |
1.2884 |
| Low |
1.2702 |
1.2627 |
-0.0075 |
-0.6% |
1.2627 |
| Close |
1.2832 |
1.2672 |
-0.0160 |
-1.2% |
1.2672 |
| Range |
0.0146 |
0.0257 |
0.0111 |
76.0% |
0.0257 |
| ATR |
0.0129 |
0.0138 |
0.0009 |
7.1% |
0.0000 |
| Volume |
314,433 |
393,159 |
78,726 |
25.0% |
1,387,613 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3499 |
1.3342 |
1.2813 |
|
| R3 |
1.3242 |
1.3085 |
1.2743 |
|
| R2 |
1.2985 |
1.2985 |
1.2719 |
|
| R1 |
1.2828 |
1.2828 |
1.2696 |
1.2778 |
| PP |
1.2728 |
1.2728 |
1.2728 |
1.2703 |
| S1 |
1.2571 |
1.2571 |
1.2648 |
1.2521 |
| S2 |
1.2471 |
1.2471 |
1.2625 |
|
| S3 |
1.2214 |
1.2314 |
1.2601 |
|
| S4 |
1.1957 |
1.2057 |
1.2531 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3499 |
1.3342 |
1.2813 |
|
| R3 |
1.3242 |
1.3085 |
1.2743 |
|
| R2 |
1.2985 |
1.2985 |
1.2719 |
|
| R1 |
1.2828 |
1.2828 |
1.2696 |
1.2778 |
| PP |
1.2728 |
1.2728 |
1.2728 |
1.2703 |
| S1 |
1.2571 |
1.2571 |
1.2648 |
1.2521 |
| S2 |
1.2471 |
1.2471 |
1.2625 |
|
| S3 |
1.2214 |
1.2314 |
1.2601 |
|
| S4 |
1.1957 |
1.2057 |
1.2531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2884 |
1.2627 |
0.0257 |
2.0% |
0.0146 |
1.1% |
18% |
True |
True |
277,522 |
| 10 |
1.3085 |
1.2627 |
0.0458 |
3.6% |
0.0134 |
1.1% |
10% |
False |
True |
233,467 |
| 20 |
1.3224 |
1.2627 |
0.0597 |
4.7% |
0.0119 |
0.9% |
8% |
False |
True |
188,789 |
| 40 |
1.3625 |
1.2627 |
0.0998 |
7.9% |
0.0134 |
1.1% |
5% |
False |
True |
105,755 |
| 60 |
1.4231 |
1.2627 |
0.1604 |
12.7% |
0.0149 |
1.2% |
3% |
False |
True |
70,752 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.7% |
0.0154 |
1.2% |
3% |
False |
True |
53,165 |
| 100 |
1.4472 |
1.2627 |
0.1845 |
14.6% |
0.0143 |
1.1% |
2% |
False |
True |
42,540 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.6% |
0.0132 |
1.0% |
2% |
False |
True |
35,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3976 |
|
2.618 |
1.3557 |
|
1.618 |
1.3300 |
|
1.000 |
1.3141 |
|
0.618 |
1.3043 |
|
HIGH |
1.2884 |
|
0.618 |
1.2786 |
|
0.500 |
1.2756 |
|
0.382 |
1.2725 |
|
LOW |
1.2627 |
|
0.618 |
1.2468 |
|
1.000 |
1.2370 |
|
1.618 |
1.2211 |
|
2.618 |
1.1954 |
|
4.250 |
1.1535 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2756 |
1.2756 |
| PP |
1.2728 |
1.2728 |
| S1 |
1.2700 |
1.2700 |
|