CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2690 |
-0.0110 |
-0.9% |
1.2800 |
| High |
1.2852 |
1.2700 |
-0.0152 |
-1.2% |
1.2852 |
| Low |
1.2800 |
1.2690 |
-0.0110 |
-0.9% |
1.2690 |
| Close |
1.2852 |
1.2698 |
-0.0154 |
-1.2% |
1.2698 |
| Range |
0.0052 |
0.0010 |
-0.0042 |
-80.8% |
0.0162 |
| ATR |
|
|
|
|
|
| Volume |
1 |
8 |
7 |
700.0% |
21 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2726 |
1.2722 |
1.2704 |
|
| R3 |
1.2716 |
1.2712 |
1.2701 |
|
| R2 |
1.2706 |
1.2706 |
1.2700 |
|
| R1 |
1.2702 |
1.2702 |
1.2699 |
1.2704 |
| PP |
1.2696 |
1.2696 |
1.2696 |
1.2697 |
| S1 |
1.2692 |
1.2692 |
1.2697 |
1.2694 |
| S2 |
1.2686 |
1.2686 |
1.2696 |
|
| S3 |
1.2676 |
1.2682 |
1.2695 |
|
| S4 |
1.2666 |
1.2672 |
1.2693 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3233 |
1.3127 |
1.2787 |
|
| R3 |
1.3071 |
1.2965 |
1.2743 |
|
| R2 |
1.2909 |
1.2909 |
1.2728 |
|
| R1 |
1.2803 |
1.2803 |
1.2713 |
1.2775 |
| PP |
1.2747 |
1.2747 |
1.2747 |
1.2733 |
| S1 |
1.2641 |
1.2641 |
1.2683 |
1.2613 |
| S2 |
1.2585 |
1.2585 |
1.2668 |
|
| S3 |
1.2423 |
1.2479 |
1.2653 |
|
| S4 |
1.2261 |
1.2317 |
1.2609 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2743 |
|
2.618 |
1.2726 |
|
1.618 |
1.2716 |
|
1.000 |
1.2710 |
|
0.618 |
1.2706 |
|
HIGH |
1.2700 |
|
0.618 |
1.2696 |
|
0.500 |
1.2695 |
|
0.382 |
1.2694 |
|
LOW |
1.2690 |
|
0.618 |
1.2684 |
|
1.000 |
1.2680 |
|
1.618 |
1.2674 |
|
2.618 |
1.2664 |
|
4.250 |
1.2648 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2697 |
1.2771 |
| PP |
1.2696 |
1.2747 |
| S1 |
1.2695 |
1.2722 |
|