CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2830 |
1.2658 |
-0.0172 |
-1.3% |
1.2690 |
| High |
1.2891 |
1.2822 |
-0.0069 |
-0.5% |
1.2891 |
| Low |
1.2645 |
1.2658 |
0.0013 |
0.1% |
1.2645 |
| Close |
1.2683 |
1.2732 |
0.0049 |
0.4% |
1.2683 |
| Range |
0.0246 |
0.0164 |
-0.0082 |
-33.3% |
0.0246 |
| ATR |
0.0118 |
0.0122 |
0.0003 |
2.8% |
0.0000 |
| Volume |
265 |
591 |
326 |
123.0% |
2,398 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3229 |
1.3145 |
1.2822 |
|
| R3 |
1.3065 |
1.2981 |
1.2777 |
|
| R2 |
1.2901 |
1.2901 |
1.2762 |
|
| R1 |
1.2817 |
1.2817 |
1.2747 |
1.2859 |
| PP |
1.2737 |
1.2737 |
1.2737 |
1.2759 |
| S1 |
1.2653 |
1.2653 |
1.2717 |
1.2695 |
| S2 |
1.2573 |
1.2573 |
1.2702 |
|
| S3 |
1.2409 |
1.2489 |
1.2687 |
|
| S4 |
1.2245 |
1.2325 |
1.2642 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3478 |
1.3326 |
1.2818 |
|
| R3 |
1.3232 |
1.3080 |
1.2751 |
|
| R2 |
1.2986 |
1.2986 |
1.2728 |
|
| R1 |
1.2834 |
1.2834 |
1.2706 |
1.2787 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2716 |
| S1 |
1.2588 |
1.2588 |
1.2660 |
1.2541 |
| S2 |
1.2494 |
1.2494 |
1.2638 |
|
| S3 |
1.2248 |
1.2342 |
1.2615 |
|
| S4 |
1.2002 |
1.2096 |
1.2548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2891 |
1.2645 |
0.0246 |
1.9% |
0.0143 |
1.1% |
35% |
False |
False |
564 |
| 10 |
1.3092 |
1.2645 |
0.0447 |
3.5% |
0.0129 |
1.0% |
19% |
False |
False |
356 |
| 20 |
1.3237 |
1.2645 |
0.0592 |
4.6% |
0.0109 |
0.9% |
15% |
False |
False |
259 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
7.1% |
0.0096 |
0.8% |
10% |
False |
False |
157 |
| 60 |
1.4188 |
1.2645 |
0.1543 |
12.1% |
0.0079 |
0.6% |
6% |
False |
False |
107 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
12.1% |
0.0059 |
0.5% |
6% |
False |
False |
81 |
| 100 |
1.4458 |
1.2645 |
0.1813 |
14.2% |
0.0049 |
0.4% |
5% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3519 |
|
2.618 |
1.3251 |
|
1.618 |
1.3087 |
|
1.000 |
1.2986 |
|
0.618 |
1.2923 |
|
HIGH |
1.2822 |
|
0.618 |
1.2759 |
|
0.500 |
1.2740 |
|
0.382 |
1.2721 |
|
LOW |
1.2658 |
|
0.618 |
1.2557 |
|
1.000 |
1.2494 |
|
1.618 |
1.2393 |
|
2.618 |
1.2229 |
|
4.250 |
1.1961 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2740 |
1.2768 |
| PP |
1.2737 |
1.2756 |
| S1 |
1.2735 |
1.2744 |
|