CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2976 |
1.2902 |
-0.0074 |
-0.6% |
1.2658 |
| High |
1.2994 |
1.3053 |
0.0059 |
0.5% |
1.2994 |
| Low |
1.2907 |
1.2902 |
-0.0005 |
0.0% |
1.2658 |
| Close |
1.2933 |
1.3028 |
0.0095 |
0.7% |
1.2933 |
| Range |
0.0087 |
0.0151 |
0.0064 |
73.6% |
0.0336 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.7% |
0.0000 |
| Volume |
360 |
156 |
-204 |
-56.7% |
1,824 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3389 |
1.3111 |
|
| R3 |
1.3296 |
1.3238 |
1.3070 |
|
| R2 |
1.3145 |
1.3145 |
1.3056 |
|
| R1 |
1.3087 |
1.3087 |
1.3042 |
1.3116 |
| PP |
1.2994 |
1.2994 |
1.2994 |
1.3009 |
| S1 |
1.2936 |
1.2936 |
1.3014 |
1.2965 |
| S2 |
1.2843 |
1.2843 |
1.3000 |
|
| S3 |
1.2692 |
1.2785 |
1.2986 |
|
| S4 |
1.2541 |
1.2634 |
1.2945 |
|
|
| 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 |
1.3053 |
1.2658 |
0.0395 |
3.0% |
0.0132 |
1.0% |
94% |
True |
False |
396 |
| 10 |
1.3053 |
1.2645 |
0.0408 |
3.1% |
0.0132 |
1.0% |
94% |
True |
False |
437 |
| 20 |
1.3133 |
1.2645 |
0.0488 |
3.7% |
0.0113 |
0.9% |
78% |
False |
False |
299 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0104 |
0.8% |
42% |
False |
False |
190 |
| 60 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0087 |
0.7% |
25% |
False |
False |
130 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0065 |
0.5% |
25% |
False |
False |
98 |
| 100 |
1.4400 |
1.2645 |
0.1755 |
13.5% |
0.0054 |
0.4% |
22% |
False |
False |
79 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.9% |
0.0046 |
0.4% |
21% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3695 |
|
2.618 |
1.3448 |
|
1.618 |
1.3297 |
|
1.000 |
1.3204 |
|
0.618 |
1.3146 |
|
HIGH |
1.3053 |
|
0.618 |
1.2995 |
|
0.500 |
1.2978 |
|
0.382 |
1.2960 |
|
LOW |
1.2902 |
|
0.618 |
1.2809 |
|
1.000 |
1.2751 |
|
1.618 |
1.2658 |
|
2.618 |
1.2507 |
|
4.250 |
1.2260 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3011 |
1.3004 |
| PP |
1.2994 |
1.2980 |
| S1 |
1.2978 |
1.2956 |
|