CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2770 |
1.2717 |
-0.0053 |
-0.4% |
1.3070 |
| High |
1.2800 |
1.2854 |
0.0054 |
0.4% |
1.3092 |
| Low |
1.2684 |
1.2717 |
0.0033 |
0.3% |
1.2727 |
| Close |
1.2709 |
1.2840 |
0.0131 |
1.0% |
1.2743 |
| Range |
0.0116 |
0.0137 |
0.0021 |
18.1% |
0.0365 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.7% |
0.0000 |
| Volume |
1,361 |
233 |
-1,128 |
-82.9% |
578 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3215 |
1.3164 |
1.2915 |
|
| R3 |
1.3078 |
1.3027 |
1.2878 |
|
| R2 |
1.2941 |
1.2941 |
1.2865 |
|
| R1 |
1.2890 |
1.2890 |
1.2853 |
1.2916 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2816 |
| S1 |
1.2753 |
1.2753 |
1.2827 |
1.2779 |
| S2 |
1.2667 |
1.2667 |
1.2815 |
|
| S3 |
1.2530 |
1.2616 |
1.2802 |
|
| S4 |
1.2393 |
1.2479 |
1.2765 |
|
|
| 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 |
1.2854 |
1.2684 |
0.0170 |
1.3% |
0.0103 |
0.8% |
92% |
True |
False |
487 |
| 10 |
1.3092 |
1.2684 |
0.0408 |
3.2% |
0.0105 |
0.8% |
38% |
False |
False |
334 |
| 20 |
1.3237 |
1.2684 |
0.0553 |
4.3% |
0.0097 |
0.8% |
28% |
False |
False |
230 |
| 40 |
1.3641 |
1.2684 |
0.0957 |
7.5% |
0.0091 |
0.7% |
16% |
False |
False |
137 |
| 60 |
1.4188 |
1.2684 |
0.1504 |
11.7% |
0.0072 |
0.6% |
10% |
False |
False |
93 |
| 80 |
1.4188 |
1.2684 |
0.1504 |
11.7% |
0.0055 |
0.4% |
10% |
False |
False |
71 |
| 100 |
1.4458 |
1.2684 |
0.1774 |
13.8% |
0.0045 |
0.4% |
9% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3436 |
|
2.618 |
1.3213 |
|
1.618 |
1.3076 |
|
1.000 |
1.2991 |
|
0.618 |
1.2939 |
|
HIGH |
1.2854 |
|
0.618 |
1.2802 |
|
0.500 |
1.2786 |
|
0.382 |
1.2769 |
|
LOW |
1.2717 |
|
0.618 |
1.2632 |
|
1.000 |
1.2580 |
|
1.618 |
1.2495 |
|
2.618 |
1.2358 |
|
4.250 |
1.2135 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2822 |
1.2816 |
| PP |
1.2804 |
1.2793 |
| S1 |
1.2786 |
1.2769 |
|