CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2815 |
1.2642 |
-0.0173 |
-1.3% |
1.2700 |
| High |
1.2884 |
1.2819 |
-0.0065 |
-0.5% |
1.2884 |
| Low |
1.2627 |
1.2628 |
0.0001 |
0.0% |
1.2627 |
| Close |
1.2672 |
1.2724 |
0.0052 |
0.4% |
1.2672 |
| Range |
0.0257 |
0.0191 |
-0.0066 |
-25.7% |
0.0257 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
2.7% |
0.0000 |
| Volume |
393,159 |
0 |
-393,159 |
-100.0% |
1,387,613 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3297 |
1.3201 |
1.2829 |
|
| R3 |
1.3106 |
1.3010 |
1.2777 |
|
| R2 |
1.2915 |
1.2915 |
1.2759 |
|
| R1 |
1.2819 |
1.2819 |
1.2742 |
1.2867 |
| PP |
1.2724 |
1.2724 |
1.2724 |
1.2748 |
| S1 |
1.2628 |
1.2628 |
1.2706 |
1.2676 |
| S2 |
1.2533 |
1.2533 |
1.2689 |
|
| S3 |
1.2342 |
1.2437 |
1.2671 |
|
| S4 |
1.2151 |
1.2246 |
1.2619 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3499 |
1.3342 |
1.2813 |
|
| R3 |
1.3242 |
1.3085 |
1.2743 |
|
| R2 |
1.2985 |
1.2985 |
1.2719 |
|
| R1 |
1.2828 |
1.2828 |
1.2696 |
1.2778 |
| PP |
1.2728 |
1.2728 |
1.2728 |
1.2703 |
| S1 |
1.2571 |
1.2571 |
1.2648 |
1.2521 |
| S2 |
1.2471 |
1.2471 |
1.2625 |
|
| S3 |
1.2214 |
1.2314 |
1.2601 |
|
| S4 |
1.1957 |
1.2057 |
1.2531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2884 |
1.2627 |
0.0257 |
2.0% |
0.0160 |
1.3% |
38% |
False |
False |
240,521 |
| 10 |
1.3085 |
1.2627 |
0.0458 |
3.6% |
0.0144 |
1.1% |
21% |
False |
False |
222,220 |
| 20 |
1.3224 |
1.2627 |
0.0597 |
4.7% |
0.0124 |
1.0% |
16% |
False |
False |
181,839 |
| 40 |
1.3625 |
1.2627 |
0.0998 |
7.8% |
0.0136 |
1.1% |
10% |
False |
False |
105,717 |
| 60 |
1.4231 |
1.2627 |
0.1604 |
12.6% |
0.0150 |
1.2% |
6% |
False |
False |
70,746 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.6% |
0.0153 |
1.2% |
6% |
False |
False |
53,161 |
| 100 |
1.4472 |
1.2627 |
0.1845 |
14.5% |
0.0145 |
1.1% |
5% |
False |
False |
42,540 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.5% |
0.0134 |
1.1% |
5% |
False |
False |
35,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3631 |
|
2.618 |
1.3319 |
|
1.618 |
1.3128 |
|
1.000 |
1.3010 |
|
0.618 |
1.2937 |
|
HIGH |
1.2819 |
|
0.618 |
1.2746 |
|
0.500 |
1.2724 |
|
0.382 |
1.2701 |
|
LOW |
1.2628 |
|
0.618 |
1.2510 |
|
1.000 |
1.2437 |
|
1.618 |
1.2319 |
|
2.618 |
1.2128 |
|
4.250 |
1.1816 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2724 |
1.2756 |
| PP |
1.2724 |
1.2745 |
| S1 |
1.2724 |
1.2735 |
|