CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3116 |
1.3188 |
0.0072 |
0.5% |
1.2902 |
| High |
1.3238 |
1.3190 |
-0.0048 |
-0.4% |
1.3238 |
| Low |
1.3083 |
1.3091 |
0.0008 |
0.1% |
1.2902 |
| Close |
1.3212 |
1.3133 |
-0.0079 |
-0.6% |
1.3212 |
| Range |
0.0155 |
0.0099 |
-0.0056 |
-36.1% |
0.0336 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
365 |
756 |
391 |
107.1% |
1,485 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3435 |
1.3383 |
1.3187 |
|
| R3 |
1.3336 |
1.3284 |
1.3160 |
|
| R2 |
1.3237 |
1.3237 |
1.3151 |
|
| R1 |
1.3185 |
1.3185 |
1.3142 |
1.3162 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3126 |
| S1 |
1.3086 |
1.3086 |
1.3124 |
1.3063 |
| S2 |
1.3039 |
1.3039 |
1.3115 |
|
| S3 |
1.2940 |
1.2987 |
1.3106 |
|
| S4 |
1.2841 |
1.2888 |
1.3079 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4125 |
1.4005 |
1.3397 |
|
| R3 |
1.3789 |
1.3669 |
1.3304 |
|
| R2 |
1.3453 |
1.3453 |
1.3274 |
|
| R1 |
1.3333 |
1.3333 |
1.3243 |
1.3393 |
| PP |
1.3117 |
1.3117 |
1.3117 |
1.3148 |
| S1 |
1.2997 |
1.2997 |
1.3181 |
1.3057 |
| S2 |
1.2781 |
1.2781 |
1.3150 |
|
| S3 |
1.2445 |
1.2661 |
1.3120 |
|
| S4 |
1.2109 |
1.2325 |
1.3027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3238 |
1.2941 |
0.0297 |
2.3% |
0.0126 |
1.0% |
65% |
False |
False |
417 |
| 10 |
1.3238 |
1.2658 |
0.0580 |
4.4% |
0.0129 |
1.0% |
82% |
False |
False |
406 |
| 20 |
1.3238 |
1.2645 |
0.0593 |
4.5% |
0.0124 |
0.9% |
82% |
False |
False |
365 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0108 |
0.8% |
54% |
False |
False |
241 |
| 60 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0097 |
0.7% |
41% |
False |
False |
164 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0073 |
0.6% |
32% |
False |
False |
124 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0060 |
0.5% |
32% |
False |
False |
100 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0052 |
0.4% |
27% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3611 |
|
2.618 |
1.3449 |
|
1.618 |
1.3350 |
|
1.000 |
1.3289 |
|
0.618 |
1.3251 |
|
HIGH |
1.3190 |
|
0.618 |
1.3152 |
|
0.500 |
1.3141 |
|
0.382 |
1.3129 |
|
LOW |
1.3091 |
|
0.618 |
1.3030 |
|
1.000 |
1.2992 |
|
1.618 |
1.2931 |
|
2.618 |
1.2832 |
|
4.250 |
1.2670 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3141 |
1.3161 |
| PP |
1.3138 |
1.3151 |
| S1 |
1.3136 |
1.3142 |
|