CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2864 |
1.2976 |
0.0112 |
0.9% |
1.2658 |
| High |
1.2990 |
1.2994 |
0.0004 |
0.0% |
1.2994 |
| Low |
1.2858 |
1.2907 |
0.0049 |
0.4% |
1.2658 |
| Close |
1.2945 |
1.2933 |
-0.0012 |
-0.1% |
1.2933 |
| Range |
0.0132 |
0.0087 |
-0.0045 |
-34.1% |
0.0336 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
484 |
360 |
-124 |
-25.6% |
1,824 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3206 |
1.3156 |
1.2981 |
|
| R3 |
1.3119 |
1.3069 |
1.2957 |
|
| R2 |
1.3032 |
1.3032 |
1.2949 |
|
| R1 |
1.2982 |
1.2982 |
1.2941 |
1.2964 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2935 |
| S1 |
1.2895 |
1.2895 |
1.2925 |
1.2877 |
| S2 |
1.2858 |
1.2858 |
1.2917 |
|
| S3 |
1.2771 |
1.2808 |
1.2909 |
|
| S4 |
1.2684 |
1.2721 |
1.2885 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3870 |
1.3737 |
1.3118 |
|
| R3 |
1.3534 |
1.3401 |
1.3025 |
|
| R2 |
1.3198 |
1.3198 |
1.2995 |
|
| R1 |
1.3065 |
1.3065 |
1.2964 |
1.3132 |
| PP |
1.2862 |
1.2862 |
1.2862 |
1.2895 |
| S1 |
1.2729 |
1.2729 |
1.2902 |
1.2796 |
| S2 |
1.2526 |
1.2526 |
1.2871 |
|
| S3 |
1.2190 |
1.2393 |
1.2841 |
|
| S4 |
1.1854 |
1.2057 |
1.2748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2994 |
1.2645 |
0.0349 |
2.7% |
0.0151 |
1.2% |
83% |
True |
False |
417 |
| 10 |
1.2994 |
1.2645 |
0.0349 |
2.7% |
0.0127 |
1.0% |
83% |
True |
False |
452 |
| 20 |
1.3237 |
1.2645 |
0.0592 |
4.6% |
0.0114 |
0.9% |
49% |
False |
False |
296 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0101 |
0.8% |
32% |
False |
False |
187 |
| 60 |
1.4188 |
1.2645 |
0.1543 |
11.9% |
0.0085 |
0.7% |
19% |
False |
False |
128 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.9% |
0.0064 |
0.5% |
19% |
False |
False |
97 |
| 100 |
1.4458 |
1.2645 |
0.1813 |
14.0% |
0.0053 |
0.4% |
16% |
False |
False |
78 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
14.0% |
0.0045 |
0.3% |
16% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3364 |
|
2.618 |
1.3222 |
|
1.618 |
1.3135 |
|
1.000 |
1.3081 |
|
0.618 |
1.3048 |
|
HIGH |
1.2994 |
|
0.618 |
1.2961 |
|
0.500 |
1.2951 |
|
0.382 |
1.2940 |
|
LOW |
1.2907 |
|
0.618 |
1.2853 |
|
1.000 |
1.2820 |
|
1.618 |
1.2766 |
|
2.618 |
1.2679 |
|
4.250 |
1.2537 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2951 |
1.2914 |
| PP |
1.2945 |
1.2894 |
| S1 |
1.2939 |
1.2875 |
|