CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2961 |
1.3047 |
0.0086 |
0.7% |
1.3089 |
| High |
1.3008 |
1.3085 |
0.0077 |
0.6% |
1.3097 |
| Low |
1.2915 |
1.3020 |
0.0105 |
0.8% |
1.2869 |
| Close |
1.2968 |
1.3063 |
0.0095 |
0.7% |
1.2968 |
| Range |
0.0093 |
0.0065 |
-0.0028 |
-30.1% |
0.0228 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
112,465 |
132,102 |
19,637 |
17.5% |
414,586 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3251 |
1.3222 |
1.3099 |
|
| R3 |
1.3186 |
1.3157 |
1.3081 |
|
| R2 |
1.3121 |
1.3121 |
1.3075 |
|
| R1 |
1.3092 |
1.3092 |
1.3069 |
1.3107 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3063 |
| S1 |
1.3027 |
1.3027 |
1.3057 |
1.3042 |
| S2 |
1.2991 |
1.2991 |
1.3051 |
|
| S3 |
1.2926 |
1.2962 |
1.3045 |
|
| S4 |
1.2861 |
1.2897 |
1.3027 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3662 |
1.3543 |
1.3093 |
|
| R3 |
1.3434 |
1.3315 |
1.3031 |
|
| R2 |
1.3206 |
1.3206 |
1.3010 |
|
| R1 |
1.3087 |
1.3087 |
1.2989 |
1.3033 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.2951 |
| S1 |
1.2859 |
1.2859 |
1.2947 |
1.2805 |
| S2 |
1.2750 |
1.2750 |
1.2926 |
|
| S3 |
1.2522 |
1.2631 |
1.2905 |
|
| S4 |
1.2294 |
1.2403 |
1.2843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3097 |
1.2869 |
0.0228 |
1.7% |
0.0093 |
0.7% |
85% |
False |
False |
109,337 |
| 10 |
1.3224 |
1.2869 |
0.0355 |
2.7% |
0.0102 |
0.8% |
55% |
False |
False |
132,443 |
| 20 |
1.3496 |
1.2869 |
0.0627 |
4.8% |
0.0120 |
0.9% |
31% |
False |
False |
105,318 |
| 40 |
1.3874 |
1.2869 |
0.1005 |
7.7% |
0.0139 |
1.1% |
19% |
False |
False |
53,670 |
| 60 |
1.4231 |
1.2869 |
0.1362 |
10.4% |
0.0153 |
1.2% |
14% |
False |
False |
35,987 |
| 80 |
1.4231 |
1.2869 |
0.1362 |
10.4% |
0.0154 |
1.2% |
14% |
False |
False |
27,047 |
| 100 |
1.4472 |
1.2869 |
0.1603 |
12.3% |
0.0135 |
1.0% |
12% |
False |
False |
21,640 |
| 120 |
1.4472 |
1.2869 |
0.1603 |
12.3% |
0.0124 |
1.0% |
12% |
False |
False |
18,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3361 |
|
2.618 |
1.3255 |
|
1.618 |
1.3190 |
|
1.000 |
1.3150 |
|
0.618 |
1.3125 |
|
HIGH |
1.3085 |
|
0.618 |
1.3060 |
|
0.500 |
1.3053 |
|
0.382 |
1.3045 |
|
LOW |
1.3020 |
|
0.618 |
1.2980 |
|
1.000 |
1.2955 |
|
1.618 |
1.2915 |
|
2.618 |
1.2850 |
|
4.250 |
1.2744 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3060 |
1.3034 |
| PP |
1.3056 |
1.3006 |
| S1 |
1.3053 |
1.2977 |
|