CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2885 |
1.3017 |
0.0132 |
1.0% |
1.2642 |
| High |
1.3056 |
1.3066 |
0.0010 |
0.1% |
1.2989 |
| Low |
1.2880 |
1.2956 |
0.0076 |
0.6% |
1.2628 |
| Close |
1.3020 |
1.3025 |
0.0005 |
0.0% |
1.2925 |
| Range |
0.0176 |
0.0110 |
-0.0066 |
-37.5% |
0.0361 |
| ATR |
0.0142 |
0.0139 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
266,080 |
304,301 |
38,221 |
14.4% |
868,268 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3346 |
1.3295 |
1.3086 |
|
| R3 |
1.3236 |
1.3185 |
1.3055 |
|
| R2 |
1.3126 |
1.3126 |
1.3045 |
|
| R1 |
1.3075 |
1.3075 |
1.3035 |
1.3101 |
| PP |
1.3016 |
1.3016 |
1.3016 |
1.3028 |
| S1 |
1.2965 |
1.2965 |
1.3015 |
1.2991 |
| S2 |
1.2906 |
1.2906 |
1.3005 |
|
| S3 |
1.2796 |
1.2855 |
1.2995 |
|
| S4 |
1.2686 |
1.2745 |
1.2965 |
|
|
| 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 |
1.3066 |
1.2736 |
0.0330 |
2.5% |
0.0131 |
1.0% |
88% |
True |
False |
287,729 |
| 10 |
1.3066 |
1.2627 |
0.0439 |
3.4% |
0.0146 |
1.1% |
91% |
True |
False |
264,125 |
| 20 |
1.3109 |
1.2627 |
0.0482 |
3.7% |
0.0128 |
1.0% |
83% |
False |
False |
207,647 |
| 40 |
1.3550 |
1.2627 |
0.0923 |
7.1% |
0.0135 |
1.0% |
43% |
False |
False |
141,517 |
| 60 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0149 |
1.1% |
25% |
False |
False |
94,690 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0152 |
1.2% |
25% |
False |
False |
71,126 |
| 100 |
1.4410 |
1.2627 |
0.1783 |
13.7% |
0.0148 |
1.1% |
22% |
False |
False |
56,926 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.2% |
0.0136 |
1.0% |
22% |
False |
False |
47,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3534 |
|
2.618 |
1.3354 |
|
1.618 |
1.3244 |
|
1.000 |
1.3176 |
|
0.618 |
1.3134 |
|
HIGH |
1.3066 |
|
0.618 |
1.3024 |
|
0.500 |
1.3011 |
|
0.382 |
1.2998 |
|
LOW |
1.2956 |
|
0.618 |
1.2888 |
|
1.000 |
1.2846 |
|
1.618 |
1.2778 |
|
2.618 |
1.2668 |
|
4.250 |
1.2489 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.3008 |
| PP |
1.3016 |
1.2990 |
| S1 |
1.3011 |
1.2973 |
|