CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3046 |
1.3112 |
0.0066 |
0.5% |
1.2658 |
| High |
1.3128 |
1.3188 |
0.0060 |
0.5% |
1.2994 |
| Low |
1.2941 |
1.3105 |
0.0164 |
1.3% |
1.2658 |
| Close |
1.3094 |
1.3115 |
0.0021 |
0.2% |
1.2933 |
| Range |
0.0187 |
0.0083 |
-0.0104 |
-55.6% |
0.0336 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
163 |
545 |
382 |
234.4% |
1,824 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3385 |
1.3333 |
1.3161 |
|
| R3 |
1.3302 |
1.3250 |
1.3138 |
|
| R2 |
1.3219 |
1.3219 |
1.3130 |
|
| R1 |
1.3167 |
1.3167 |
1.3123 |
1.3193 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3149 |
| S1 |
1.3084 |
1.3084 |
1.3107 |
1.3110 |
| S2 |
1.3053 |
1.3053 |
1.3100 |
|
| S3 |
1.2970 |
1.3001 |
1.3092 |
|
| S4 |
1.2887 |
1.2918 |
1.3069 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3870 |
1.3737 |
1.3118 |
|
| R3 |
1.3534 |
1.3401 |
1.3025 |
|
| R2 |
1.3198 |
1.3198 |
1.2995 |
|
| R1 |
1.3065 |
1.3065 |
1.2964 |
1.3132 |
| PP |
1.2862 |
1.2862 |
1.2862 |
1.2895 |
| S1 |
1.2729 |
1.2729 |
1.2902 |
1.2796 |
| S2 |
1.2526 |
1.2526 |
1.2871 |
|
| S3 |
1.2190 |
1.2393 |
1.2841 |
|
| S4 |
1.1854 |
1.2057 |
1.2748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3188 |
1.2902 |
0.0286 |
2.2% |
0.0122 |
0.9% |
74% |
True |
False |
296 |
| 10 |
1.3188 |
1.2645 |
0.0543 |
4.1% |
0.0142 |
1.1% |
87% |
True |
False |
344 |
| 20 |
1.3188 |
1.2645 |
0.0543 |
4.1% |
0.0124 |
0.9% |
87% |
True |
False |
328 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0106 |
0.8% |
52% |
False |
False |
214 |
| 60 |
1.3916 |
1.2645 |
0.1271 |
9.7% |
0.0093 |
0.7% |
37% |
False |
False |
146 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0070 |
0.5% |
30% |
False |
False |
110 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0057 |
0.4% |
30% |
False |
False |
89 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0049 |
0.4% |
26% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3541 |
|
2.618 |
1.3405 |
|
1.618 |
1.3322 |
|
1.000 |
1.3271 |
|
0.618 |
1.3239 |
|
HIGH |
1.3188 |
|
0.618 |
1.3156 |
|
0.500 |
1.3147 |
|
0.382 |
1.3137 |
|
LOW |
1.3105 |
|
0.618 |
1.3054 |
|
1.000 |
1.3022 |
|
1.618 |
1.2971 |
|
2.618 |
1.2888 |
|
4.250 |
1.2752 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3147 |
1.3098 |
| PP |
1.3136 |
1.3081 |
| S1 |
1.3126 |
1.3065 |
|