CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2741 |
1.2857 |
0.0116 |
0.9% |
1.2700 |
| High |
1.2872 |
1.2975 |
0.0103 |
0.8% |
1.2884 |
| Low |
1.2736 |
1.2841 |
0.0105 |
0.8% |
1.2627 |
| Close |
1.2840 |
1.2937 |
0.0097 |
0.8% |
1.2672 |
| Range |
0.0136 |
0.0134 |
-0.0002 |
-1.5% |
0.0257 |
| ATR |
0.0142 |
0.0142 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
350,185 |
279,668 |
-70,517 |
-20.1% |
1,387,613 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3320 |
1.3262 |
1.3011 |
|
| R3 |
1.3186 |
1.3128 |
1.2974 |
|
| R2 |
1.3052 |
1.3052 |
1.2962 |
|
| R1 |
1.2994 |
1.2994 |
1.2949 |
1.3023 |
| PP |
1.2918 |
1.2918 |
1.2918 |
1.2932 |
| S1 |
1.2860 |
1.2860 |
1.2925 |
1.2889 |
| S2 |
1.2784 |
1.2784 |
1.2912 |
|
| S3 |
1.2650 |
1.2726 |
1.2900 |
|
| S4 |
1.2516 |
1.2592 |
1.2863 |
|
|
| 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 |
1.2975 |
1.2627 |
0.0348 |
2.7% |
0.0173 |
1.3% |
89% |
True |
False |
267,489 |
| 10 |
1.2975 |
1.2627 |
0.0348 |
2.7% |
0.0148 |
1.1% |
89% |
True |
False |
250,591 |
| 20 |
1.3224 |
1.2627 |
0.0597 |
4.6% |
0.0130 |
1.0% |
52% |
False |
False |
195,107 |
| 40 |
1.3576 |
1.2627 |
0.0949 |
7.3% |
0.0136 |
1.0% |
33% |
False |
False |
121,388 |
| 60 |
1.4231 |
1.2627 |
0.1604 |
12.4% |
0.0148 |
1.1% |
19% |
False |
False |
81,227 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.4% |
0.0153 |
1.2% |
19% |
False |
False |
61,030 |
| 100 |
1.4472 |
1.2627 |
0.1845 |
14.3% |
0.0146 |
1.1% |
17% |
False |
False |
48,839 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.3% |
0.0135 |
1.0% |
17% |
False |
False |
40,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3545 |
|
2.618 |
1.3326 |
|
1.618 |
1.3192 |
|
1.000 |
1.3109 |
|
0.618 |
1.3058 |
|
HIGH |
1.2975 |
|
0.618 |
1.2924 |
|
0.500 |
1.2908 |
|
0.382 |
1.2892 |
|
LOW |
1.2841 |
|
0.618 |
1.2758 |
|
1.000 |
1.2707 |
|
1.618 |
1.2624 |
|
2.618 |
1.2490 |
|
4.250 |
1.2272 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2927 |
1.2892 |
| PP |
1.2918 |
1.2847 |
| S1 |
1.2908 |
1.2802 |
|