CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2642 |
1.2741 |
0.0099 |
0.8% |
1.2700 |
| High |
1.2819 |
1.2872 |
0.0053 |
0.4% |
1.2884 |
| Low |
1.2628 |
1.2736 |
0.0108 |
0.9% |
1.2627 |
| Close |
1.2724 |
1.2840 |
0.0116 |
0.9% |
1.2672 |
| Range |
0.0191 |
0.0136 |
-0.0055 |
-28.8% |
0.0257 |
| ATR |
0.0142 |
0.0142 |
0.0000 |
0.3% |
0.0000 |
| Volume |
0 |
350,185 |
350,185 |
|
1,387,613 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3224 |
1.3168 |
1.2915 |
|
| R3 |
1.3088 |
1.3032 |
1.2877 |
|
| R2 |
1.2952 |
1.2952 |
1.2865 |
|
| R1 |
1.2896 |
1.2896 |
1.2852 |
1.2924 |
| PP |
1.2816 |
1.2816 |
1.2816 |
1.2830 |
| S1 |
1.2760 |
1.2760 |
1.2828 |
1.2788 |
| S2 |
1.2680 |
1.2680 |
1.2815 |
|
| S3 |
1.2544 |
1.2624 |
1.2803 |
|
| S4 |
1.2408 |
1.2488 |
1.2765 |
|
|
| 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% |
0.0172 |
1.3% |
83% |
False |
False |
268,989 |
| 10 |
1.3063 |
1.2627 |
0.0436 |
3.4% |
0.0151 |
1.2% |
49% |
False |
False |
244,029 |
| 20 |
1.3224 |
1.2627 |
0.0597 |
4.6% |
0.0127 |
1.0% |
36% |
False |
False |
188,236 |
| 40 |
1.3625 |
1.2627 |
0.0998 |
7.8% |
0.0136 |
1.1% |
21% |
False |
False |
114,444 |
| 60 |
1.4231 |
1.2627 |
0.1604 |
12.5% |
0.0149 |
1.2% |
13% |
False |
False |
76,572 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.5% |
0.0153 |
1.2% |
13% |
False |
False |
57,536 |
| 100 |
1.4472 |
1.2627 |
0.1845 |
14.4% |
0.0146 |
1.1% |
12% |
False |
False |
46,042 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.4% |
0.0134 |
1.0% |
12% |
False |
False |
38,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3450 |
|
2.618 |
1.3228 |
|
1.618 |
1.3092 |
|
1.000 |
1.3008 |
|
0.618 |
1.2956 |
|
HIGH |
1.2872 |
|
0.618 |
1.2820 |
|
0.500 |
1.2804 |
|
0.382 |
1.2788 |
|
LOW |
1.2736 |
|
0.618 |
1.2652 |
|
1.000 |
1.2600 |
|
1.618 |
1.2516 |
|
2.618 |
1.2380 |
|
4.250 |
1.2158 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2828 |
1.2812 |
| PP |
1.2816 |
1.2784 |
| S1 |
1.2804 |
1.2756 |
|