CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3059 |
1.2948 |
-0.0111 |
-0.8% |
1.3089 |
| High |
1.3063 |
1.2952 |
-0.0111 |
-0.8% |
1.3097 |
| Low |
1.2904 |
1.2777 |
-0.0127 |
-1.0% |
1.2869 |
| Close |
1.2944 |
1.2792 |
-0.0152 |
-1.2% |
1.2968 |
| Range |
0.0159 |
0.0175 |
0.0016 |
10.1% |
0.0228 |
| ATR |
0.0130 |
0.0134 |
0.0003 |
2.4% |
0.0000 |
| Volume |
214,044 |
262,153 |
48,109 |
22.5% |
414,586 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3365 |
1.3254 |
1.2888 |
|
| R3 |
1.3190 |
1.3079 |
1.2840 |
|
| R2 |
1.3015 |
1.3015 |
1.2824 |
|
| R1 |
1.2904 |
1.2904 |
1.2808 |
1.2872 |
| PP |
1.2840 |
1.2840 |
1.2840 |
1.2825 |
| S1 |
1.2729 |
1.2729 |
1.2776 |
1.2697 |
| S2 |
1.2665 |
1.2665 |
1.2760 |
|
| S3 |
1.2490 |
1.2554 |
1.2744 |
|
| S4 |
1.2315 |
1.2379 |
1.2696 |
|
|
| 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 |
1.3085 |
1.2777 |
0.0308 |
2.4% |
0.0120 |
0.9% |
5% |
False |
True |
171,322 |
| 10 |
1.3224 |
1.2777 |
0.0447 |
3.5% |
0.0116 |
0.9% |
3% |
False |
True |
146,971 |
| 20 |
1.3468 |
1.2777 |
0.0691 |
5.4% |
0.0126 |
1.0% |
2% |
False |
True |
128,629 |
| 40 |
1.3845 |
1.2777 |
0.1068 |
8.3% |
0.0141 |
1.1% |
1% |
False |
True |
65,511 |
| 60 |
1.4231 |
1.2777 |
0.1454 |
11.4% |
0.0151 |
1.2% |
1% |
False |
True |
43,905 |
| 80 |
1.4231 |
1.2777 |
0.1454 |
11.4% |
0.0152 |
1.2% |
1% |
False |
True |
32,995 |
| 100 |
1.4472 |
1.2777 |
0.1695 |
13.3% |
0.0139 |
1.1% |
1% |
False |
True |
26,402 |
| 120 |
1.4472 |
1.2777 |
0.1695 |
13.3% |
0.0126 |
1.0% |
1% |
False |
True |
22,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3696 |
|
2.618 |
1.3410 |
|
1.618 |
1.3235 |
|
1.000 |
1.3127 |
|
0.618 |
1.3060 |
|
HIGH |
1.2952 |
|
0.618 |
1.2885 |
|
0.500 |
1.2865 |
|
0.382 |
1.2844 |
|
LOW |
1.2777 |
|
0.618 |
1.2669 |
|
1.000 |
1.2602 |
|
1.618 |
1.2494 |
|
2.618 |
1.2319 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2865 |
1.2931 |
| PP |
1.2840 |
1.2885 |
| S1 |
1.2816 |
1.2838 |
|