CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2969 |
1.2885 |
-0.0084 |
-0.6% |
1.2642 |
| High |
1.2989 |
1.3056 |
0.0067 |
0.5% |
1.2989 |
| Low |
1.2889 |
1.2880 |
-0.0009 |
-0.1% |
1.2628 |
| Close |
1.2925 |
1.3020 |
0.0095 |
0.7% |
1.2925 |
| Range |
0.0100 |
0.0176 |
0.0076 |
76.0% |
0.0361 |
| ATR |
0.0139 |
0.0142 |
0.0003 |
1.9% |
0.0000 |
| Volume |
238,415 |
266,080 |
27,665 |
11.6% |
868,268 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3513 |
1.3443 |
1.3117 |
|
| R3 |
1.3337 |
1.3267 |
1.3068 |
|
| R2 |
1.3161 |
1.3161 |
1.3052 |
|
| R1 |
1.3091 |
1.3091 |
1.3036 |
1.3126 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.3003 |
| S1 |
1.2915 |
1.2915 |
1.3004 |
1.2950 |
| S2 |
1.2809 |
1.2809 |
1.2988 |
|
| S3 |
1.2633 |
1.2739 |
1.2972 |
|
| S4 |
1.2457 |
1.2563 |
1.2923 |
|
|
| 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 |
1.3056 |
1.2628 |
0.0428 |
3.3% |
0.0147 |
1.1% |
92% |
True |
False |
226,869 |
| 10 |
1.3056 |
1.2627 |
0.0429 |
3.3% |
0.0147 |
1.1% |
92% |
True |
False |
252,196 |
| 20 |
1.3133 |
1.2627 |
0.0506 |
3.9% |
0.0128 |
1.0% |
78% |
False |
False |
199,615 |
| 40 |
1.3550 |
1.2627 |
0.0923 |
7.1% |
0.0138 |
1.1% |
43% |
False |
False |
133,951 |
| 60 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0150 |
1.1% |
25% |
False |
False |
89,624 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0153 |
1.2% |
25% |
False |
False |
67,328 |
| 100 |
1.4458 |
1.2627 |
0.1831 |
14.1% |
0.0148 |
1.1% |
21% |
False |
False |
53,883 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.2% |
0.0136 |
1.0% |
21% |
False |
False |
44,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3804 |
|
2.618 |
1.3517 |
|
1.618 |
1.3341 |
|
1.000 |
1.3232 |
|
0.618 |
1.3165 |
|
HIGH |
1.3056 |
|
0.618 |
1.2989 |
|
0.500 |
1.2968 |
|
0.382 |
1.2947 |
|
LOW |
1.2880 |
|
0.618 |
1.2771 |
|
1.000 |
1.2704 |
|
1.618 |
1.2595 |
|
2.618 |
1.2419 |
|
4.250 |
1.2132 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.2996 |
| PP |
1.2985 |
1.2972 |
| S1 |
1.2968 |
1.2949 |
|