CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3218 |
1.3143 |
-0.0075 |
-0.6% |
1.2885 |
| High |
1.3224 |
1.3216 |
-0.0008 |
-0.1% |
1.3237 |
| Low |
1.3078 |
1.3043 |
-0.0035 |
-0.3% |
1.2880 |
| Close |
1.3126 |
1.3086 |
-0.0040 |
-0.3% |
1.3207 |
| Range |
0.0146 |
0.0173 |
0.0027 |
18.5% |
0.0357 |
| ATR |
0.0142 |
0.0144 |
0.0002 |
1.6% |
0.0000 |
| Volume |
216,933 |
315,174 |
98,241 |
45.3% |
1,527,983 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3634 |
1.3533 |
1.3181 |
|
| R3 |
1.3461 |
1.3360 |
1.3134 |
|
| R2 |
1.3288 |
1.3288 |
1.3118 |
|
| R1 |
1.3187 |
1.3187 |
1.3102 |
1.3151 |
| PP |
1.3115 |
1.3115 |
1.3115 |
1.3097 |
| S1 |
1.3014 |
1.3014 |
1.3070 |
1.2978 |
| S2 |
1.2942 |
1.2942 |
1.3054 |
|
| S3 |
1.2769 |
1.2841 |
1.3038 |
|
| S4 |
1.2596 |
1.2668 |
1.2991 |
|
|
| 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 |
1.2933 |
0.0304 |
2.3% |
0.0152 |
1.2% |
50% |
False |
False |
297,941 |
| 10 |
1.3237 |
1.2736 |
0.0501 |
3.8% |
0.0142 |
1.1% |
70% |
False |
False |
292,835 |
| 20 |
1.3237 |
1.2627 |
0.0610 |
4.7% |
0.0143 |
1.1% |
75% |
False |
False |
257,528 |
| 40 |
1.3550 |
1.2627 |
0.0923 |
7.1% |
0.0134 |
1.0% |
50% |
False |
False |
178,288 |
| 60 |
1.3874 |
1.2627 |
0.1247 |
9.5% |
0.0143 |
1.1% |
37% |
False |
False |
119,428 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0152 |
1.2% |
29% |
False |
False |
89,737 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.3% |
0.0153 |
1.2% |
29% |
False |
False |
71,823 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.1% |
0.0137 |
1.0% |
25% |
False |
False |
59,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3951 |
|
2.618 |
1.3669 |
|
1.618 |
1.3496 |
|
1.000 |
1.3389 |
|
0.618 |
1.3323 |
|
HIGH |
1.3216 |
|
0.618 |
1.3150 |
|
0.500 |
1.3130 |
|
0.382 |
1.3109 |
|
LOW |
1.3043 |
|
0.618 |
1.2936 |
|
1.000 |
1.2870 |
|
1.618 |
1.2763 |
|
2.618 |
1.2590 |
|
4.250 |
1.2308 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3130 |
1.3140 |
| PP |
1.3115 |
1.3122 |
| S1 |
1.3101 |
1.3104 |
|