CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2945 |
1.3025 |
0.0080 |
0.6% |
1.2765 |
| High |
1.2945 |
1.3042 |
0.0097 |
0.7% |
1.2956 |
| Low |
1.2945 |
1.3025 |
0.0080 |
0.6% |
1.2745 |
| Close |
1.2945 |
1.3042 |
0.0097 |
0.7% |
1.2945 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0211 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.1% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
28 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3087 |
1.3082 |
1.3051 |
|
| R3 |
1.3070 |
1.3065 |
1.3047 |
|
| R2 |
1.3053 |
1.3053 |
1.3045 |
|
| R1 |
1.3048 |
1.3048 |
1.3044 |
1.3051 |
| PP |
1.3036 |
1.3036 |
1.3036 |
1.3038 |
| S1 |
1.3031 |
1.3031 |
1.3040 |
1.3034 |
| S2 |
1.3019 |
1.3019 |
1.3039 |
|
| S3 |
1.3002 |
1.3014 |
1.3037 |
|
| S4 |
1.2985 |
1.2997 |
1.3033 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3441 |
1.3061 |
|
| R3 |
1.3304 |
1.3230 |
1.3003 |
|
| R2 |
1.3093 |
1.3093 |
1.2984 |
|
| R1 |
1.3019 |
1.3019 |
1.2964 |
1.3056 |
| PP |
1.2882 |
1.2882 |
1.2882 |
1.2901 |
| S1 |
1.2808 |
1.2808 |
1.2926 |
1.2845 |
| S2 |
1.2671 |
1.2671 |
1.2906 |
|
| S3 |
1.2460 |
1.2597 |
1.2887 |
|
| S4 |
1.2249 |
1.2386 |
1.2829 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3114 |
|
2.618 |
1.3087 |
|
1.618 |
1.3070 |
|
1.000 |
1.3059 |
|
0.618 |
1.3053 |
|
HIGH |
1.3042 |
|
0.618 |
1.3036 |
|
0.500 |
1.3034 |
|
0.382 |
1.3031 |
|
LOW |
1.3025 |
|
0.618 |
1.3014 |
|
1.000 |
1.3008 |
|
1.618 |
1.2997 |
|
2.618 |
1.2980 |
|
4.250 |
1.2953 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3039 |
1.3026 |
| PP |
1.3036 |
1.3010 |
| S1 |
1.3034 |
1.2994 |
|