CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2864 |
0.0109 |
0.9% |
1.2690 |
| High |
1.2880 |
1.2990 |
0.0110 |
0.9% |
1.2891 |
| Low |
1.2755 |
1.2858 |
0.0103 |
0.8% |
1.2645 |
| Close |
1.2848 |
1.2945 |
0.0097 |
0.8% |
1.2683 |
| Range |
0.0125 |
0.0132 |
0.0007 |
5.6% |
0.0246 |
| ATR |
0.0123 |
0.0125 |
0.0001 |
1.1% |
0.0000 |
| Volume |
389 |
484 |
95 |
24.4% |
2,398 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3268 |
1.3018 |
|
| R3 |
1.3195 |
1.3136 |
1.2981 |
|
| R2 |
1.3063 |
1.3063 |
1.2969 |
|
| R1 |
1.3004 |
1.3004 |
1.2957 |
1.3034 |
| PP |
1.2931 |
1.2931 |
1.2931 |
1.2946 |
| S1 |
1.2872 |
1.2872 |
1.2933 |
1.2902 |
| S2 |
1.2799 |
1.2799 |
1.2921 |
|
| S3 |
1.2667 |
1.2740 |
1.2909 |
|
| S4 |
1.2535 |
1.2608 |
1.2872 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3478 |
1.3326 |
1.2818 |
|
| R3 |
1.3232 |
1.3080 |
1.2751 |
|
| R2 |
1.2986 |
1.2986 |
1.2728 |
|
| R1 |
1.2834 |
1.2834 |
1.2706 |
1.2787 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2716 |
| S1 |
1.2588 |
1.2588 |
1.2660 |
1.2541 |
| S2 |
1.2494 |
1.2494 |
1.2638 |
|
| S3 |
1.2248 |
1.2342 |
1.2615 |
|
| S4 |
1.2002 |
1.2096 |
1.2548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2990 |
1.2645 |
0.0345 |
2.7% |
0.0161 |
1.2% |
87% |
True |
False |
392 |
| 10 |
1.2990 |
1.2645 |
0.0345 |
2.7% |
0.0135 |
1.0% |
87% |
True |
False |
427 |
| 20 |
1.3237 |
1.2645 |
0.0592 |
4.6% |
0.0115 |
0.9% |
51% |
False |
False |
283 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0100 |
0.8% |
33% |
False |
False |
178 |
| 60 |
1.4188 |
1.2645 |
0.1543 |
11.9% |
0.0083 |
0.6% |
19% |
False |
False |
122 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.9% |
0.0062 |
0.5% |
19% |
False |
False |
92 |
| 100 |
1.4458 |
1.2645 |
0.1813 |
14.0% |
0.0052 |
0.4% |
17% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3551 |
|
2.618 |
1.3336 |
|
1.618 |
1.3204 |
|
1.000 |
1.3122 |
|
0.618 |
1.3072 |
|
HIGH |
1.2990 |
|
0.618 |
1.2940 |
|
0.500 |
1.2924 |
|
0.382 |
1.2908 |
|
LOW |
1.2858 |
|
0.618 |
1.2776 |
|
1.000 |
1.2726 |
|
1.618 |
1.2644 |
|
2.618 |
1.2512 |
|
4.250 |
1.2297 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2938 |
1.2905 |
| PP |
1.2931 |
1.2864 |
| S1 |
1.2924 |
1.2824 |
|