CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2690 |
-0.0110 |
-0.9% |
1.3070 |
| High |
1.2830 |
1.2800 |
-0.0030 |
-0.2% |
1.3092 |
| Low |
1.2727 |
1.2690 |
-0.0037 |
-0.3% |
1.2727 |
| Close |
1.2743 |
1.2775 |
0.0032 |
0.3% |
1.2743 |
| Range |
0.0103 |
0.0110 |
0.0007 |
6.8% |
0.0365 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.1% |
0.0000 |
| Volume |
305 |
166 |
-139 |
-45.6% |
578 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3040 |
1.2836 |
|
| R3 |
1.2975 |
1.2930 |
1.2805 |
|
| R2 |
1.2865 |
1.2865 |
1.2795 |
|
| R1 |
1.2820 |
1.2820 |
1.2785 |
1.2843 |
| PP |
1.2755 |
1.2755 |
1.2755 |
1.2766 |
| S1 |
1.2710 |
1.2710 |
1.2765 |
1.2733 |
| S2 |
1.2645 |
1.2645 |
1.2755 |
|
| S3 |
1.2535 |
1.2600 |
1.2745 |
|
| S4 |
1.2425 |
1.2490 |
1.2715 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3949 |
1.3711 |
1.2944 |
|
| R3 |
1.3584 |
1.3346 |
1.2843 |
|
| R2 |
1.3219 |
1.3219 |
1.2810 |
|
| R1 |
1.2981 |
1.2981 |
1.2776 |
1.2918 |
| PP |
1.2854 |
1.2854 |
1.2854 |
1.2822 |
| S1 |
1.2616 |
1.2616 |
1.2710 |
1.2553 |
| S2 |
1.2489 |
1.2489 |
1.2676 |
|
| S3 |
1.2124 |
1.2251 |
1.2643 |
|
| S4 |
1.1759 |
1.1886 |
1.2542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3092 |
1.2690 |
0.0402 |
3.1% |
0.0114 |
0.9% |
21% |
False |
True |
148 |
| 10 |
1.3110 |
1.2690 |
0.0420 |
3.3% |
0.0096 |
0.8% |
20% |
False |
True |
146 |
| 20 |
1.3410 |
1.2690 |
0.0720 |
5.6% |
0.0098 |
0.8% |
12% |
False |
True |
161 |
| 40 |
1.3785 |
1.2690 |
0.1095 |
8.6% |
0.0094 |
0.7% |
8% |
False |
True |
89 |
| 60 |
1.4188 |
1.2690 |
0.1498 |
11.7% |
0.0067 |
0.5% |
6% |
False |
True |
60 |
| 80 |
1.4188 |
1.2690 |
0.1498 |
11.7% |
0.0052 |
0.4% |
6% |
False |
True |
46 |
| 100 |
1.4458 |
1.2690 |
0.1768 |
13.8% |
0.0043 |
0.3% |
5% |
False |
True |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3268 |
|
2.618 |
1.3088 |
|
1.618 |
1.2978 |
|
1.000 |
1.2910 |
|
0.618 |
1.2868 |
|
HIGH |
1.2800 |
|
0.618 |
1.2758 |
|
0.500 |
1.2745 |
|
0.382 |
1.2732 |
|
LOW |
1.2690 |
|
0.618 |
1.2622 |
|
1.000 |
1.2580 |
|
1.618 |
1.2512 |
|
2.618 |
1.2402 |
|
4.250 |
1.2223 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2765 |
1.2829 |
| PP |
1.2755 |
1.2811 |
| S1 |
1.2745 |
1.2793 |
|