CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2798 |
1.2700 |
-0.0098 |
-0.8% |
1.3047 |
| High |
1.2820 |
1.2791 |
-0.0029 |
-0.2% |
1.3085 |
| Low |
1.2703 |
1.2673 |
-0.0030 |
-0.2% |
1.2703 |
| Close |
1.2729 |
1.2761 |
0.0032 |
0.3% |
1.2729 |
| Range |
0.0117 |
0.0118 |
0.0001 |
0.9% |
0.0382 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
226,296 |
185,008 |
-41,288 |
-18.2% |
834,595 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3096 |
1.3046 |
1.2826 |
|
| R3 |
1.2978 |
1.2928 |
1.2793 |
|
| R2 |
1.2860 |
1.2860 |
1.2783 |
|
| R1 |
1.2810 |
1.2810 |
1.2772 |
1.2835 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2754 |
| S1 |
1.2692 |
1.2692 |
1.2750 |
1.2717 |
| S2 |
1.2624 |
1.2624 |
1.2739 |
|
| S3 |
1.2506 |
1.2574 |
1.2729 |
|
| S4 |
1.2388 |
1.2456 |
1.2696 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3985 |
1.3739 |
1.2939 |
|
| R3 |
1.3603 |
1.3357 |
1.2834 |
|
| R2 |
1.3221 |
1.3221 |
1.2799 |
|
| R1 |
1.2975 |
1.2975 |
1.2764 |
1.2907 |
| PP |
1.2839 |
1.2839 |
1.2839 |
1.2805 |
| S1 |
1.2593 |
1.2593 |
1.2694 |
1.2525 |
| S2 |
1.2457 |
1.2457 |
1.2659 |
|
| S3 |
1.2075 |
1.2211 |
1.2624 |
|
| S4 |
1.1693 |
1.1829 |
1.2519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3085 |
1.2673 |
0.0412 |
3.2% |
0.0127 |
1.0% |
21% |
False |
True |
203,920 |
| 10 |
1.3109 |
1.2673 |
0.0436 |
3.4% |
0.0110 |
0.9% |
20% |
False |
True |
151,170 |
| 20 |
1.3447 |
1.2673 |
0.0774 |
6.1% |
0.0124 |
1.0% |
11% |
False |
True |
147,376 |
| 40 |
1.3798 |
1.2673 |
0.1125 |
8.8% |
0.0136 |
1.1% |
8% |
False |
True |
75,775 |
| 60 |
1.4231 |
1.2673 |
0.1558 |
12.2% |
0.0149 |
1.2% |
6% |
False |
True |
50,751 |
| 80 |
1.4231 |
1.2673 |
0.1558 |
12.2% |
0.0151 |
1.2% |
6% |
False |
True |
38,135 |
| 100 |
1.4472 |
1.2673 |
0.1799 |
14.1% |
0.0139 |
1.1% |
5% |
False |
True |
30,515 |
| 120 |
1.4472 |
1.2673 |
0.1799 |
14.1% |
0.0128 |
1.0% |
5% |
False |
True |
25,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3293 |
|
2.618 |
1.3100 |
|
1.618 |
1.2982 |
|
1.000 |
1.2909 |
|
0.618 |
1.2864 |
|
HIGH |
1.2791 |
|
0.618 |
1.2746 |
|
0.500 |
1.2732 |
|
0.382 |
1.2718 |
|
LOW |
1.2673 |
|
0.618 |
1.2600 |
|
1.000 |
1.2555 |
|
1.618 |
1.2482 |
|
2.618 |
1.2364 |
|
4.250 |
1.2172 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2751 |
1.2813 |
| PP |
1.2742 |
1.2795 |
| S1 |
1.2732 |
1.2778 |
|