CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3071 |
1.2968 |
-0.0103 |
-0.8% |
1.3101 |
| High |
1.3071 |
1.2968 |
-0.0103 |
-0.8% |
1.3107 |
| Low |
1.2922 |
1.2800 |
-0.0122 |
-0.9% |
1.2897 |
| Close |
1.2959 |
1.2809 |
-0.0150 |
-1.2% |
1.2986 |
| Range |
0.0149 |
0.0168 |
0.0019 |
12.8% |
0.0210 |
| ATR |
0.0104 |
0.0109 |
0.0005 |
4.4% |
0.0000 |
| Volume |
97 |
109 |
12 |
12.4% |
666 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3363 |
1.3254 |
1.2901 |
|
| R3 |
1.3195 |
1.3086 |
1.2855 |
|
| R2 |
1.3027 |
1.3027 |
1.2840 |
|
| R1 |
1.2918 |
1.2918 |
1.2824 |
1.2889 |
| PP |
1.2859 |
1.2859 |
1.2859 |
1.2844 |
| S1 |
1.2750 |
1.2750 |
1.2794 |
1.2721 |
| S2 |
1.2691 |
1.2691 |
1.2778 |
|
| S3 |
1.2523 |
1.2582 |
1.2763 |
|
| S4 |
1.2355 |
1.2414 |
1.2717 |
|
|
| 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 |
1.3092 |
1.2800 |
0.0292 |
2.3% |
0.0108 |
0.8% |
3% |
False |
True |
182 |
| 10 |
1.3237 |
1.2800 |
0.0437 |
3.4% |
0.0101 |
0.8% |
2% |
False |
True |
140 |
| 20 |
1.3440 |
1.2800 |
0.0640 |
5.0% |
0.0096 |
0.7% |
1% |
False |
True |
139 |
| 40 |
1.3843 |
1.2800 |
0.1043 |
8.1% |
0.0092 |
0.7% |
1% |
False |
True |
77 |
| 60 |
1.4188 |
1.2800 |
0.1388 |
10.8% |
0.0064 |
0.5% |
1% |
False |
True |
53 |
| 80 |
1.4188 |
1.2800 |
0.1388 |
10.8% |
0.0049 |
0.4% |
1% |
False |
True |
41 |
| 100 |
1.4458 |
1.2800 |
0.1658 |
12.9% |
0.0041 |
0.3% |
1% |
False |
True |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3682 |
|
2.618 |
1.3408 |
|
1.618 |
1.3240 |
|
1.000 |
1.3136 |
|
0.618 |
1.3072 |
|
HIGH |
1.2968 |
|
0.618 |
1.2904 |
|
0.500 |
1.2884 |
|
0.382 |
1.2864 |
|
LOW |
1.2800 |
|
0.618 |
1.2696 |
|
1.000 |
1.2632 |
|
1.618 |
1.2528 |
|
2.618 |
1.2360 |
|
4.250 |
1.2086 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2884 |
1.2946 |
| PP |
1.2859 |
1.2900 |
| S1 |
1.2834 |
1.2855 |
|