CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2690 |
1.2803 |
0.0113 |
0.9% |
1.3070 |
| High |
1.2800 |
1.2830 |
0.0030 |
0.2% |
1.3092 |
| Low |
1.2690 |
1.2780 |
0.0090 |
0.7% |
1.2727 |
| Close |
1.2775 |
1.2805 |
0.0030 |
0.2% |
1.2743 |
| Range |
0.0110 |
0.0050 |
-0.0060 |
-54.5% |
0.0365 |
| ATR |
0.0108 |
0.0105 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
166 |
373 |
207 |
124.7% |
578 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2955 |
1.2930 |
1.2833 |
|
| R3 |
1.2905 |
1.2880 |
1.2819 |
|
| R2 |
1.2855 |
1.2855 |
1.2814 |
|
| R1 |
1.2830 |
1.2830 |
1.2810 |
1.2843 |
| PP |
1.2805 |
1.2805 |
1.2805 |
1.2811 |
| S1 |
1.2780 |
1.2780 |
1.2800 |
1.2793 |
| S2 |
1.2755 |
1.2755 |
1.2796 |
|
| S3 |
1.2705 |
1.2730 |
1.2791 |
|
| S4 |
1.2655 |
1.2680 |
1.2778 |
|
|
| 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 |
1.3071 |
1.2690 |
0.0381 |
3.0% |
0.0116 |
0.9% |
30% |
False |
False |
210 |
| 10 |
1.3107 |
1.2690 |
0.0417 |
3.3% |
0.0096 |
0.7% |
28% |
False |
False |
178 |
| 20 |
1.3276 |
1.2690 |
0.0586 |
4.6% |
0.0098 |
0.8% |
20% |
False |
False |
162 |
| 40 |
1.3785 |
1.2690 |
0.1095 |
8.6% |
0.0092 |
0.7% |
11% |
False |
False |
98 |
| 60 |
1.4188 |
1.2690 |
0.1498 |
11.7% |
0.0068 |
0.5% |
8% |
False |
False |
67 |
| 80 |
1.4188 |
1.2690 |
0.1498 |
11.7% |
0.0052 |
0.4% |
8% |
False |
False |
51 |
| 100 |
1.4458 |
1.2690 |
0.1768 |
13.8% |
0.0044 |
0.3% |
7% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3043 |
|
2.618 |
1.2961 |
|
1.618 |
1.2911 |
|
1.000 |
1.2880 |
|
0.618 |
1.2861 |
|
HIGH |
1.2830 |
|
0.618 |
1.2811 |
|
0.500 |
1.2805 |
|
0.382 |
1.2799 |
|
LOW |
1.2780 |
|
0.618 |
1.2749 |
|
1.000 |
1.2730 |
|
1.618 |
1.2699 |
|
2.618 |
1.2649 |
|
4.250 |
1.2568 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2805 |
1.2790 |
| PP |
1.2805 |
1.2775 |
| S1 |
1.2805 |
1.2760 |
|