CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3107 |
1.3218 |
0.0111 |
0.8% |
1.2885 |
| High |
1.3237 |
1.3224 |
-0.0013 |
-0.1% |
1.3237 |
| Low |
1.3078 |
1.3078 |
0.0000 |
0.0% |
1.2880 |
| Close |
1.3207 |
1.3126 |
-0.0081 |
-0.6% |
1.3207 |
| Range |
0.0159 |
0.0146 |
-0.0013 |
-8.2% |
0.0357 |
| ATR |
0.0141 |
0.0142 |
0.0000 |
0.2% |
0.0000 |
| Volume |
321,632 |
216,933 |
-104,699 |
-32.6% |
1,527,983 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3581 |
1.3499 |
1.3206 |
|
| R3 |
1.3435 |
1.3353 |
1.3166 |
|
| R2 |
1.3289 |
1.3289 |
1.3153 |
|
| R1 |
1.3207 |
1.3207 |
1.3139 |
1.3175 |
| PP |
1.3143 |
1.3143 |
1.3143 |
1.3127 |
| S1 |
1.3061 |
1.3061 |
1.3113 |
1.3029 |
| S2 |
1.2997 |
1.2997 |
1.3099 |
|
| S3 |
1.2851 |
1.2915 |
1.3086 |
|
| S4 |
1.2705 |
1.2769 |
1.3046 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4179 |
1.4050 |
1.3403 |
|
| R3 |
1.3822 |
1.3693 |
1.3305 |
|
| R2 |
1.3465 |
1.3465 |
1.3272 |
|
| R1 |
1.3336 |
1.3336 |
1.3240 |
1.3401 |
| PP |
1.3108 |
1.3108 |
1.3108 |
1.3140 |
| S1 |
1.2979 |
1.2979 |
1.3174 |
1.3044 |
| S2 |
1.2751 |
1.2751 |
1.3142 |
|
| S3 |
1.2394 |
1.2622 |
1.3109 |
|
| S4 |
1.2037 |
1.2265 |
1.3011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3237 |
1.2933 |
0.0304 |
2.3% |
0.0140 |
1.1% |
63% |
False |
False |
295,767 |
| 10 |
1.3237 |
1.2628 |
0.0609 |
4.6% |
0.0144 |
1.1% |
82% |
False |
False |
261,318 |
| 20 |
1.3237 |
1.2627 |
0.0610 |
4.6% |
0.0139 |
1.1% |
82% |
False |
False |
247,392 |
| 40 |
1.3550 |
1.2627 |
0.0923 |
7.0% |
0.0132 |
1.0% |
54% |
False |
False |
170,620 |
| 60 |
1.3874 |
1.2627 |
0.1247 |
9.5% |
0.0143 |
1.1% |
40% |
False |
False |
114,201 |
| 80 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0151 |
1.2% |
31% |
False |
False |
85,802 |
| 100 |
1.4231 |
1.2627 |
0.1604 |
12.2% |
0.0151 |
1.1% |
31% |
False |
False |
68,671 |
| 120 |
1.4472 |
1.2627 |
0.1845 |
14.1% |
0.0137 |
1.0% |
27% |
False |
False |
57,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3845 |
|
2.618 |
1.3606 |
|
1.618 |
1.3460 |
|
1.000 |
1.3370 |
|
0.618 |
1.3314 |
|
HIGH |
1.3224 |
|
0.618 |
1.3168 |
|
0.500 |
1.3151 |
|
0.382 |
1.3134 |
|
LOW |
1.3078 |
|
0.618 |
1.2988 |
|
1.000 |
1.2932 |
|
1.618 |
1.2842 |
|
2.618 |
1.2696 |
|
4.250 |
1.2458 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3151 |
1.3158 |
| PP |
1.3143 |
1.3147 |
| S1 |
1.3134 |
1.3137 |
|