CME Euro FX (E) Future September 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 |
1.3219 |
1.3229 |
0.0010 |
0.1% |
1.3025 |
| High |
1.3219 |
1.3229 |
0.0010 |
0.1% |
1.3219 |
| Low |
1.3219 |
1.3141 |
-0.0078 |
-0.6% |
1.2982 |
| Close |
1.3219 |
1.3141 |
-0.0078 |
-0.6% |
1.3219 |
| Range |
0.0000 |
0.0088 |
0.0088 |
|
0.0237 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.5% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3434 |
1.3376 |
1.3189 |
|
| R3 |
1.3346 |
1.3288 |
1.3165 |
|
| R2 |
1.3258 |
1.3258 |
1.3157 |
|
| R1 |
1.3200 |
1.3200 |
1.3149 |
1.3185 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3163 |
| S1 |
1.3112 |
1.3112 |
1.3133 |
1.3097 |
| S2 |
1.3082 |
1.3082 |
1.3125 |
|
| S3 |
1.2994 |
1.3024 |
1.3117 |
|
| S4 |
1.2906 |
1.2936 |
1.3093 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3851 |
1.3772 |
1.3349 |
|
| R3 |
1.3614 |
1.3535 |
1.3284 |
|
| R2 |
1.3377 |
1.3377 |
1.3262 |
|
| R1 |
1.3298 |
1.3298 |
1.3241 |
1.3338 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3160 |
| S1 |
1.3061 |
1.3061 |
1.3197 |
1.3101 |
| S2 |
1.2903 |
1.2903 |
1.3176 |
|
| S3 |
1.2666 |
1.2824 |
1.3154 |
|
| S4 |
1.2429 |
1.2587 |
1.3089 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3603 |
|
2.618 |
1.3459 |
|
1.618 |
1.3371 |
|
1.000 |
1.3317 |
|
0.618 |
1.3283 |
|
HIGH |
1.3229 |
|
0.618 |
1.3195 |
|
0.500 |
1.3185 |
|
0.382 |
1.3175 |
|
LOW |
1.3141 |
|
0.618 |
1.3087 |
|
1.000 |
1.3053 |
|
1.618 |
1.2999 |
|
2.618 |
1.2911 |
|
4.250 |
1.2767 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3185 |
1.3169 |
| PP |
1.3170 |
1.3160 |
| S1 |
1.3156 |
1.3150 |
|