CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2658 |
1.2755 |
0.0097 |
0.8% |
1.2690 |
| High |
1.2822 |
1.2880 |
0.0058 |
0.5% |
1.2891 |
| Low |
1.2658 |
1.2755 |
0.0097 |
0.8% |
1.2645 |
| Close |
1.2732 |
1.2848 |
0.0116 |
0.9% |
1.2683 |
| Range |
0.0164 |
0.0125 |
-0.0039 |
-23.8% |
0.0246 |
| ATR |
0.0122 |
0.0123 |
0.0002 |
1.6% |
0.0000 |
| Volume |
591 |
389 |
-202 |
-34.2% |
2,398 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3203 |
1.3150 |
1.2917 |
|
| R3 |
1.3078 |
1.3025 |
1.2882 |
|
| R2 |
1.2953 |
1.2953 |
1.2871 |
|
| R1 |
1.2900 |
1.2900 |
1.2859 |
1.2927 |
| PP |
1.2828 |
1.2828 |
1.2828 |
1.2841 |
| S1 |
1.2775 |
1.2775 |
1.2837 |
1.2802 |
| S2 |
1.2703 |
1.2703 |
1.2825 |
|
| S3 |
1.2578 |
1.2650 |
1.2814 |
|
| S4 |
1.2453 |
1.2525 |
1.2779 |
|
|
| 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% |
0.0158 |
1.2% |
83% |
False |
False |
567 |
| 10 |
1.3071 |
1.2645 |
0.0426 |
3.3% |
0.0137 |
1.1% |
48% |
False |
False |
388 |
| 20 |
1.3237 |
1.2645 |
0.0592 |
4.6% |
0.0111 |
0.9% |
34% |
False |
False |
266 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
7.1% |
0.0097 |
0.8% |
22% |
False |
False |
166 |
| 60 |
1.4188 |
1.2645 |
0.1543 |
12.0% |
0.0081 |
0.6% |
13% |
False |
False |
114 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
12.0% |
0.0061 |
0.5% |
13% |
False |
False |
86 |
| 100 |
1.4458 |
1.2645 |
0.1813 |
14.1% |
0.0050 |
0.4% |
11% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3411 |
|
2.618 |
1.3207 |
|
1.618 |
1.3082 |
|
1.000 |
1.3005 |
|
0.618 |
1.2957 |
|
HIGH |
1.2880 |
|
0.618 |
1.2832 |
|
0.500 |
1.2818 |
|
0.382 |
1.2803 |
|
LOW |
1.2755 |
|
0.618 |
1.2678 |
|
1.000 |
1.2630 |
|
1.618 |
1.2553 |
|
2.618 |
1.2428 |
|
4.250 |
1.2224 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2838 |
1.2821 |
| PP |
1.2828 |
1.2795 |
| S1 |
1.2818 |
1.2768 |
|