CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3103 |
1.3107 |
0.0004 |
0.0% |
1.2885 |
| High |
1.3186 |
1.3237 |
0.0051 |
0.4% |
1.3237 |
| Low |
1.3093 |
1.3078 |
-0.0015 |
-0.1% |
1.2880 |
| Close |
1.3110 |
1.3207 |
0.0097 |
0.7% |
1.3207 |
| Range |
0.0093 |
0.0159 |
0.0066 |
71.0% |
0.0357 |
| ATR |
0.0140 |
0.0141 |
0.0001 |
1.0% |
0.0000 |
| Volume |
276,464 |
321,632 |
45,168 |
16.3% |
1,527,983 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3651 |
1.3588 |
1.3294 |
|
| R3 |
1.3492 |
1.3429 |
1.3251 |
|
| R2 |
1.3333 |
1.3333 |
1.3236 |
|
| R1 |
1.3270 |
1.3270 |
1.3222 |
1.3302 |
| PP |
1.3174 |
1.3174 |
1.3174 |
1.3190 |
| S1 |
1.3111 |
1.3111 |
1.3192 |
1.3143 |
| S2 |
1.3015 |
1.3015 |
1.3178 |
|
| S3 |
1.2856 |
1.2952 |
1.3163 |
|
| S4 |
1.2697 |
1.2793 |
1.3120 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4179 |
1.4050 |
1.3403 |
|
| R3 |
1.3822 |
1.3693 |
1.3305 |
|
| R2 |
1.3465 |
1.3465 |
1.3272 |
|
| R1 |
1.3336 |
1.3336 |
1.3240 |
1.3401 |
| PP |
1.3108 |
1.3108 |
1.3108 |
1.3140 |
| S1 |
1.2979 |
1.2979 |
1.3174 |
1.3044 |
| S2 |
1.2751 |
1.2751 |
1.3142 |
|
| S3 |
1.2394 |
1.2622 |
1.3109 |
|
| S4 |
1.2037 |
1.2265 |
1.3011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3237 |
1.2880 |
0.0357 |
2.7% |
0.0146 |
1.1% |
92% |
True |
False |
305,596 |
| 10 |
1.3237 |
1.2627 |
0.0610 |
4.6% |
0.0155 |
1.2% |
95% |
True |
False |
278,941 |
| 20 |
1.3237 |
1.2627 |
0.0610 |
4.6% |
0.0137 |
1.0% |
95% |
True |
False |
243,338 |
| 40 |
1.3550 |
1.2627 |
0.0923 |
7.0% |
0.0135 |
1.0% |
63% |
False |
False |
165,266 |
| 60 |
1.3874 |
1.2627 |
0.1247 |
9.4% |
0.0144 |
1.1% |
47% |
False |
False |
110,601 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0152 |
1.2% |
36% |
False |
False |
83,094 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.1% |
0.0151 |
1.1% |
36% |
False |
False |
66,502 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.0% |
0.0138 |
1.0% |
31% |
False |
False |
55,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3913 |
|
2.618 |
1.3653 |
|
1.618 |
1.3494 |
|
1.000 |
1.3396 |
|
0.618 |
1.3335 |
|
HIGH |
1.3237 |
|
0.618 |
1.3176 |
|
0.500 |
1.3158 |
|
0.382 |
1.3139 |
|
LOW |
1.3078 |
|
0.618 |
1.2980 |
|
1.000 |
1.2919 |
|
1.618 |
1.2821 |
|
2.618 |
1.2662 |
|
4.250 |
1.2402 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3191 |
1.3166 |
| PP |
1.3174 |
1.3126 |
| S1 |
1.3158 |
1.3085 |
|