CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2857 |
1.2969 |
0.0112 |
0.9% |
1.2642 |
| High |
1.2975 |
1.2989 |
0.0014 |
0.1% |
1.2989 |
| Low |
1.2841 |
1.2889 |
0.0048 |
0.4% |
1.2628 |
| Close |
1.2937 |
1.2925 |
-0.0012 |
-0.1% |
1.2925 |
| Range |
0.0134 |
0.0100 |
-0.0034 |
-25.4% |
0.0361 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
279,668 |
238,415 |
-41,253 |
-14.8% |
868,268 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3234 |
1.3180 |
1.2980 |
|
| R3 |
1.3134 |
1.3080 |
1.2953 |
|
| R2 |
1.3034 |
1.3034 |
1.2943 |
|
| R1 |
1.2980 |
1.2980 |
1.2934 |
1.2957 |
| PP |
1.2934 |
1.2934 |
1.2934 |
1.2923 |
| S1 |
1.2880 |
1.2880 |
1.2916 |
1.2857 |
| S2 |
1.2834 |
1.2834 |
1.2907 |
|
| S3 |
1.2734 |
1.2780 |
1.2898 |
|
| S4 |
1.2634 |
1.2680 |
1.2870 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3930 |
1.3789 |
1.3124 |
|
| R3 |
1.3569 |
1.3428 |
1.3024 |
|
| R2 |
1.3208 |
1.3208 |
1.2991 |
|
| R1 |
1.3067 |
1.3067 |
1.2958 |
1.3138 |
| PP |
1.2847 |
1.2847 |
1.2847 |
1.2883 |
| S1 |
1.2706 |
1.2706 |
1.2892 |
1.2777 |
| S2 |
1.2486 |
1.2486 |
1.2859 |
|
| S3 |
1.2125 |
1.2345 |
1.2826 |
|
| S4 |
1.1764 |
1.1984 |
1.2726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2989 |
1.2627 |
0.0362 |
2.8% |
0.0164 |
1.3% |
82% |
True |
False |
252,285 |
| 10 |
1.2989 |
1.2627 |
0.0362 |
2.8% |
0.0141 |
1.1% |
82% |
True |
False |
248,217 |
| 20 |
1.3224 |
1.2627 |
0.0597 |
4.6% |
0.0128 |
1.0% |
50% |
False |
False |
197,594 |
| 40 |
1.3576 |
1.2627 |
0.0949 |
7.3% |
0.0135 |
1.0% |
31% |
False |
False |
127,329 |
| 60 |
1.4231 |
1.2627 |
0.1604 |
12.4% |
0.0148 |
1.1% |
19% |
False |
False |
85,196 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.4% |
0.0152 |
1.2% |
19% |
False |
False |
64,002 |
| 100 |
1.4472 |
1.2627 |
0.1845 |
14.3% |
0.0146 |
1.1% |
16% |
False |
False |
51,223 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.3% |
0.0136 |
1.0% |
16% |
False |
False |
42,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3414 |
|
2.618 |
1.3251 |
|
1.618 |
1.3151 |
|
1.000 |
1.3089 |
|
0.618 |
1.3051 |
|
HIGH |
1.2989 |
|
0.618 |
1.2951 |
|
0.500 |
1.2939 |
|
0.382 |
1.2927 |
|
LOW |
1.2889 |
|
0.618 |
1.2827 |
|
1.000 |
1.2789 |
|
1.618 |
1.2727 |
|
2.618 |
1.2627 |
|
4.250 |
1.2464 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2939 |
1.2904 |
| PP |
1.2934 |
1.2883 |
| S1 |
1.2930 |
1.2863 |
|