CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2940 |
1.3070 |
0.0130 |
1.0% |
1.3101 |
| High |
1.3020 |
1.3092 |
0.0072 |
0.6% |
1.3107 |
| Low |
1.2939 |
1.3050 |
0.0111 |
0.9% |
1.2897 |
| Close |
1.2986 |
1.3078 |
0.0092 |
0.7% |
1.2986 |
| Range |
0.0081 |
0.0042 |
-0.0039 |
-48.1% |
0.0210 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.5% |
0.0000 |
| Volume |
259 |
67 |
-192 |
-74.1% |
666 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3199 |
1.3181 |
1.3101 |
|
| R3 |
1.3157 |
1.3139 |
1.3090 |
|
| R2 |
1.3115 |
1.3115 |
1.3086 |
|
| R1 |
1.3097 |
1.3097 |
1.3082 |
1.3106 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3078 |
| S1 |
1.3055 |
1.3055 |
1.3074 |
1.3064 |
| S2 |
1.3031 |
1.3031 |
1.3070 |
|
| S3 |
1.2989 |
1.3013 |
1.3066 |
|
| S4 |
1.2947 |
1.2971 |
1.3055 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3627 |
1.3516 |
1.3102 |
|
| R3 |
1.3417 |
1.3306 |
1.3044 |
|
| R2 |
1.3207 |
1.3207 |
1.3025 |
|
| R1 |
1.3096 |
1.3096 |
1.3005 |
1.3047 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.2972 |
| S1 |
1.2886 |
1.2886 |
1.2967 |
1.2837 |
| S2 |
1.2787 |
1.2787 |
1.2948 |
|
| S3 |
1.2577 |
1.2676 |
1.2928 |
|
| S4 |
1.2367 |
1.2466 |
1.2871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3107 |
1.2897 |
0.0210 |
1.6% |
0.0076 |
0.6% |
86% |
False |
False |
146 |
| 10 |
1.3237 |
1.2897 |
0.0340 |
2.6% |
0.0086 |
0.7% |
53% |
False |
False |
143 |
| 20 |
1.3488 |
1.2897 |
0.0591 |
4.5% |
0.0086 |
0.7% |
31% |
False |
False |
130 |
| 40 |
1.3843 |
1.2897 |
0.0946 |
7.2% |
0.0085 |
0.7% |
19% |
False |
False |
72 |
| 60 |
1.4188 |
1.2897 |
0.1291 |
9.9% |
0.0058 |
0.4% |
14% |
False |
False |
49 |
| 80 |
1.4188 |
1.2897 |
0.1291 |
9.9% |
0.0045 |
0.3% |
14% |
False |
False |
38 |
| 100 |
1.4458 |
1.2897 |
0.1561 |
11.9% |
0.0038 |
0.3% |
12% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3271 |
|
2.618 |
1.3202 |
|
1.618 |
1.3160 |
|
1.000 |
1.3134 |
|
0.618 |
1.3118 |
|
HIGH |
1.3092 |
|
0.618 |
1.3076 |
|
0.500 |
1.3071 |
|
0.382 |
1.3066 |
|
LOW |
1.3050 |
|
0.618 |
1.3024 |
|
1.000 |
1.3008 |
|
1.618 |
1.2982 |
|
2.618 |
1.2940 |
|
4.250 |
1.2872 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3076 |
1.3050 |
| PP |
1.3073 |
1.3022 |
| S1 |
1.3071 |
1.2995 |
|