CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2803 |
1.2770 |
-0.0033 |
-0.3% |
1.3070 |
| High |
1.2830 |
1.2800 |
-0.0030 |
-0.2% |
1.3092 |
| Low |
1.2780 |
1.2684 |
-0.0096 |
-0.8% |
1.2727 |
| Close |
1.2805 |
1.2709 |
-0.0096 |
-0.7% |
1.2743 |
| Range |
0.0050 |
0.0116 |
0.0066 |
132.0% |
0.0365 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.1% |
0.0000 |
| Volume |
373 |
1,361 |
988 |
264.9% |
578 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3079 |
1.3010 |
1.2773 |
|
| R3 |
1.2963 |
1.2894 |
1.2741 |
|
| R2 |
1.2847 |
1.2847 |
1.2730 |
|
| R1 |
1.2778 |
1.2778 |
1.2720 |
1.2755 |
| PP |
1.2731 |
1.2731 |
1.2731 |
1.2719 |
| S1 |
1.2662 |
1.2662 |
1.2698 |
1.2639 |
| S2 |
1.2615 |
1.2615 |
1.2688 |
|
| S3 |
1.2499 |
1.2546 |
1.2677 |
|
| S4 |
1.2383 |
1.2430 |
1.2645 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3949 |
1.3711 |
1.2944 |
|
| R3 |
1.3584 |
1.3346 |
1.2843 |
|
| R2 |
1.3219 |
1.3219 |
1.2810 |
|
| R1 |
1.2981 |
1.2981 |
1.2776 |
1.2918 |
| PP |
1.2854 |
1.2854 |
1.2854 |
1.2822 |
| S1 |
1.2616 |
1.2616 |
1.2710 |
1.2553 |
| S2 |
1.2489 |
1.2489 |
1.2676 |
|
| S3 |
1.2124 |
1.2251 |
1.2643 |
|
| S4 |
1.1759 |
1.1886 |
1.2542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2968 |
1.2684 |
0.0284 |
2.2% |
0.0109 |
0.9% |
9% |
False |
True |
462 |
| 10 |
1.3107 |
1.2684 |
0.0423 |
3.3% |
0.0107 |
0.8% |
6% |
False |
True |
312 |
| 20 |
1.3251 |
1.2684 |
0.0567 |
4.5% |
0.0099 |
0.8% |
4% |
False |
True |
224 |
| 40 |
1.3762 |
1.2684 |
0.1078 |
8.5% |
0.0091 |
0.7% |
2% |
False |
True |
131 |
| 60 |
1.4188 |
1.2684 |
0.1504 |
11.8% |
0.0070 |
0.5% |
2% |
False |
True |
89 |
| 80 |
1.4188 |
1.2684 |
0.1504 |
11.8% |
0.0054 |
0.4% |
2% |
False |
True |
68 |
| 100 |
1.4458 |
1.2684 |
0.1774 |
14.0% |
0.0044 |
0.3% |
1% |
False |
True |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3293 |
|
2.618 |
1.3104 |
|
1.618 |
1.2988 |
|
1.000 |
1.2916 |
|
0.618 |
1.2872 |
|
HIGH |
1.2800 |
|
0.618 |
1.2756 |
|
0.500 |
1.2742 |
|
0.382 |
1.2728 |
|
LOW |
1.2684 |
|
0.618 |
1.2612 |
|
1.000 |
1.2568 |
|
1.618 |
1.2496 |
|
2.618 |
1.2380 |
|
4.250 |
1.2191 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2742 |
1.2757 |
| PP |
1.2731 |
1.2741 |
| S1 |
1.2720 |
1.2725 |
|