CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3070 |
1.3071 |
0.0001 |
0.0% |
1.3101 |
| High |
1.3092 |
1.3071 |
-0.0021 |
-0.2% |
1.3107 |
| Low |
1.3050 |
1.2922 |
-0.0128 |
-1.0% |
1.2897 |
| Close |
1.3078 |
1.2959 |
-0.0119 |
-0.9% |
1.2986 |
| Range |
0.0042 |
0.0149 |
0.0107 |
254.8% |
0.0210 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
4.0% |
0.0000 |
| Volume |
67 |
97 |
30 |
44.8% |
666 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3431 |
1.3344 |
1.3041 |
|
| R3 |
1.3282 |
1.3195 |
1.3000 |
|
| R2 |
1.3133 |
1.3133 |
1.2986 |
|
| R1 |
1.3046 |
1.3046 |
1.2973 |
1.3015 |
| PP |
1.2984 |
1.2984 |
1.2984 |
1.2969 |
| S1 |
1.2897 |
1.2897 |
1.2945 |
1.2866 |
| S2 |
1.2835 |
1.2835 |
1.2932 |
|
| S3 |
1.2686 |
1.2748 |
1.2918 |
|
| S4 |
1.2537 |
1.2599 |
1.2877 |
|
|
| 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% |
0.0105 |
0.8% |
30% |
False |
False |
161 |
| 10 |
1.3237 |
1.2897 |
0.0340 |
2.6% |
0.0094 |
0.7% |
18% |
False |
False |
138 |
| 20 |
1.3440 |
1.2897 |
0.0543 |
4.2% |
0.0089 |
0.7% |
11% |
False |
False |
134 |
| 40 |
1.3843 |
1.2897 |
0.0946 |
7.3% |
0.0089 |
0.7% |
7% |
False |
False |
75 |
| 60 |
1.4188 |
1.2897 |
0.1291 |
10.0% |
0.0061 |
0.5% |
5% |
False |
False |
51 |
| 80 |
1.4188 |
1.2897 |
0.1291 |
10.0% |
0.0047 |
0.4% |
5% |
False |
False |
39 |
| 100 |
1.4458 |
1.2897 |
0.1561 |
12.0% |
0.0040 |
0.3% |
4% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3704 |
|
2.618 |
1.3461 |
|
1.618 |
1.3312 |
|
1.000 |
1.3220 |
|
0.618 |
1.3163 |
|
HIGH |
1.3071 |
|
0.618 |
1.3014 |
|
0.500 |
1.2997 |
|
0.382 |
1.2979 |
|
LOW |
1.2922 |
|
0.618 |
1.2830 |
|
1.000 |
1.2773 |
|
1.618 |
1.2681 |
|
2.618 |
1.2532 |
|
4.250 |
1.2289 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2997 |
1.3007 |
| PP |
1.2984 |
1.2991 |
| S1 |
1.2972 |
1.2975 |
|