CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3034 |
1.3103 |
0.0069 |
0.5% |
1.2642 |
| High |
1.3124 |
1.3186 |
0.0062 |
0.5% |
1.2989 |
| Low |
1.2933 |
1.3093 |
0.0160 |
1.2% |
1.2628 |
| Close |
1.3087 |
1.3110 |
0.0023 |
0.2% |
1.2925 |
| Range |
0.0191 |
0.0093 |
-0.0098 |
-51.3% |
0.0361 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
359,506 |
276,464 |
-83,042 |
-23.1% |
868,268 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3409 |
1.3352 |
1.3161 |
|
| R3 |
1.3316 |
1.3259 |
1.3136 |
|
| R2 |
1.3223 |
1.3223 |
1.3127 |
|
| R1 |
1.3166 |
1.3166 |
1.3119 |
1.3195 |
| PP |
1.3130 |
1.3130 |
1.3130 |
1.3144 |
| S1 |
1.3073 |
1.3073 |
1.3101 |
1.3102 |
| S2 |
1.3037 |
1.3037 |
1.3093 |
|
| S3 |
1.2944 |
1.2980 |
1.3084 |
|
| S4 |
1.2851 |
1.2887 |
1.3059 |
|
|
| 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 |
1.3186 |
1.2880 |
0.0306 |
2.3% |
0.0134 |
1.0% |
75% |
True |
False |
288,953 |
| 10 |
1.3186 |
1.2627 |
0.0559 |
4.3% |
0.0153 |
1.2% |
86% |
True |
False |
278,221 |
| 20 |
1.3186 |
1.2627 |
0.0559 |
4.3% |
0.0137 |
1.0% |
86% |
True |
False |
235,570 |
| 40 |
1.3550 |
1.2627 |
0.0923 |
7.0% |
0.0135 |
1.0% |
52% |
False |
False |
157,282 |
| 60 |
1.4150 |
1.2627 |
0.1523 |
11.6% |
0.0147 |
1.1% |
32% |
False |
False |
105,248 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0152 |
1.2% |
30% |
False |
False |
79,074 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0150 |
1.1% |
30% |
False |
False |
63,286 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.1% |
0.0137 |
1.0% |
26% |
False |
False |
52,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3581 |
|
2.618 |
1.3429 |
|
1.618 |
1.3336 |
|
1.000 |
1.3279 |
|
0.618 |
1.3243 |
|
HIGH |
1.3186 |
|
0.618 |
1.3150 |
|
0.500 |
1.3140 |
|
0.382 |
1.3129 |
|
LOW |
1.3093 |
|
0.618 |
1.3036 |
|
1.000 |
1.3000 |
|
1.618 |
1.2943 |
|
2.618 |
1.2850 |
|
4.250 |
1.2698 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3140 |
1.3093 |
| PP |
1.3130 |
1.3076 |
| S1 |
1.3120 |
1.3060 |
|