CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3017 |
1.3034 |
0.0017 |
0.1% |
1.2642 |
| High |
1.3066 |
1.3124 |
0.0058 |
0.4% |
1.2989 |
| Low |
1.2956 |
1.2933 |
-0.0023 |
-0.2% |
1.2628 |
| Close |
1.3025 |
1.3087 |
0.0062 |
0.5% |
1.2925 |
| Range |
0.0110 |
0.0191 |
0.0081 |
73.6% |
0.0361 |
| ATR |
0.0139 |
0.0143 |
0.0004 |
2.6% |
0.0000 |
| Volume |
304,301 |
359,506 |
55,205 |
18.1% |
868,268 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3621 |
1.3545 |
1.3192 |
|
| R3 |
1.3430 |
1.3354 |
1.3140 |
|
| R2 |
1.3239 |
1.3239 |
1.3122 |
|
| R1 |
1.3163 |
1.3163 |
1.3105 |
1.3201 |
| PP |
1.3048 |
1.3048 |
1.3048 |
1.3067 |
| S1 |
1.2972 |
1.2972 |
1.3069 |
1.3010 |
| S2 |
1.2857 |
1.2857 |
1.3052 |
|
| S3 |
1.2666 |
1.2781 |
1.3034 |
|
| S4 |
1.2475 |
1.2590 |
1.2982 |
|
|
| 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 |
1.3124 |
1.2841 |
0.0283 |
2.2% |
0.0142 |
1.1% |
87% |
True |
False |
289,594 |
| 10 |
1.3124 |
1.2627 |
0.0497 |
3.8% |
0.0157 |
1.2% |
93% |
True |
False |
279,291 |
| 20 |
1.3124 |
1.2627 |
0.0497 |
3.8% |
0.0134 |
1.0% |
93% |
True |
False |
221,747 |
| 40 |
1.3550 |
1.2627 |
0.0923 |
7.1% |
0.0135 |
1.0% |
50% |
False |
False |
150,456 |
| 60 |
1.4180 |
1.2627 |
0.1553 |
11.9% |
0.0146 |
1.1% |
30% |
False |
False |
100,669 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0153 |
1.2% |
29% |
False |
False |
75,619 |
| 100 |
1.4309 |
1.2627 |
0.1682 |
12.9% |
0.0149 |
1.1% |
27% |
False |
False |
60,521 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.1% |
0.0137 |
1.1% |
25% |
False |
False |
50,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3936 |
|
2.618 |
1.3624 |
|
1.618 |
1.3433 |
|
1.000 |
1.3315 |
|
0.618 |
1.3242 |
|
HIGH |
1.3124 |
|
0.618 |
1.3051 |
|
0.500 |
1.3029 |
|
0.382 |
1.3006 |
|
LOW |
1.2933 |
|
0.618 |
1.2815 |
|
1.000 |
1.2742 |
|
1.618 |
1.2624 |
|
2.618 |
1.2433 |
|
4.250 |
1.2121 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3068 |
1.3059 |
| PP |
1.3048 |
1.3030 |
| S1 |
1.3029 |
1.3002 |
|