CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2773 |
0.0073 |
0.6% |
1.3047 |
| High |
1.2791 |
1.2824 |
0.0033 |
0.3% |
1.3085 |
| Low |
1.2673 |
1.2747 |
0.0074 |
0.6% |
1.2703 |
| Close |
1.2761 |
1.2795 |
0.0034 |
0.3% |
1.2729 |
| Range |
0.0118 |
0.0077 |
-0.0041 |
-34.7% |
0.0382 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
185,008 |
207,842 |
22,834 |
12.3% |
834,595 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3020 |
1.2984 |
1.2837 |
|
| R3 |
1.2943 |
1.2907 |
1.2816 |
|
| R2 |
1.2866 |
1.2866 |
1.2809 |
|
| R1 |
1.2830 |
1.2830 |
1.2802 |
1.2848 |
| PP |
1.2789 |
1.2789 |
1.2789 |
1.2798 |
| S1 |
1.2753 |
1.2753 |
1.2788 |
1.2771 |
| S2 |
1.2712 |
1.2712 |
1.2781 |
|
| S3 |
1.2635 |
1.2676 |
1.2774 |
|
| S4 |
1.2558 |
1.2599 |
1.2753 |
|
|
| 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 |
1.3063 |
1.2673 |
0.0390 |
3.0% |
0.0129 |
1.0% |
31% |
False |
False |
219,068 |
| 10 |
1.3097 |
1.2673 |
0.0424 |
3.3% |
0.0111 |
0.9% |
29% |
False |
False |
164,203 |
| 20 |
1.3386 |
1.2673 |
0.0713 |
5.6% |
0.0120 |
0.9% |
17% |
False |
False |
156,056 |
| 40 |
1.3798 |
1.2673 |
0.1125 |
8.8% |
0.0133 |
1.0% |
11% |
False |
False |
80,934 |
| 60 |
1.4231 |
1.2673 |
0.1558 |
12.2% |
0.0149 |
1.2% |
8% |
False |
False |
54,208 |
| 80 |
1.4231 |
1.2673 |
0.1558 |
12.2% |
0.0151 |
1.2% |
8% |
False |
False |
40,732 |
| 100 |
1.4472 |
1.2673 |
0.1799 |
14.1% |
0.0139 |
1.1% |
7% |
False |
False |
32,593 |
| 120 |
1.4472 |
1.2673 |
0.1799 |
14.1% |
0.0128 |
1.0% |
7% |
False |
False |
27,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3151 |
|
2.618 |
1.3026 |
|
1.618 |
1.2949 |
|
1.000 |
1.2901 |
|
0.618 |
1.2872 |
|
HIGH |
1.2824 |
|
0.618 |
1.2795 |
|
0.500 |
1.2786 |
|
0.382 |
1.2776 |
|
LOW |
1.2747 |
|
0.618 |
1.2699 |
|
1.000 |
1.2670 |
|
1.618 |
1.2622 |
|
2.618 |
1.2545 |
|
4.250 |
1.2420 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2792 |
1.2780 |
| PP |
1.2789 |
1.2764 |
| S1 |
1.2786 |
1.2749 |
|