CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2902 |
1.3038 |
0.0136 |
1.1% |
1.2658 |
| High |
1.3053 |
1.3071 |
0.0018 |
0.1% |
1.2994 |
| Low |
1.2902 |
1.2967 |
0.0065 |
0.5% |
1.2658 |
| Close |
1.3028 |
1.3032 |
0.0004 |
0.0% |
1.2933 |
| Range |
0.0151 |
0.0104 |
-0.0047 |
-31.1% |
0.0336 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
156 |
256 |
100 |
64.1% |
1,824 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3288 |
1.3089 |
|
| R3 |
1.3231 |
1.3184 |
1.3061 |
|
| R2 |
1.3127 |
1.3127 |
1.3051 |
|
| R1 |
1.3080 |
1.3080 |
1.3042 |
1.3052 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3009 |
| S1 |
1.2976 |
1.2976 |
1.3022 |
1.2948 |
| S2 |
1.2919 |
1.2919 |
1.3013 |
|
| S3 |
1.2815 |
1.2872 |
1.3003 |
|
| S4 |
1.2711 |
1.2768 |
1.2975 |
|
|
| 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 |
1.3071 |
1.2755 |
0.0316 |
2.4% |
0.0120 |
0.9% |
88% |
True |
False |
329 |
| 10 |
1.3071 |
1.2645 |
0.0426 |
3.3% |
0.0131 |
1.0% |
91% |
True |
False |
446 |
| 20 |
1.3110 |
1.2645 |
0.0465 |
3.6% |
0.0114 |
0.9% |
83% |
False |
False |
296 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0105 |
0.8% |
43% |
False |
False |
197 |
| 60 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0089 |
0.7% |
25% |
False |
False |
135 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0067 |
0.5% |
25% |
False |
False |
101 |
| 100 |
1.4331 |
1.2645 |
0.1686 |
12.9% |
0.0055 |
0.4% |
23% |
False |
False |
82 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.9% |
0.0047 |
0.4% |
21% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3513 |
|
2.618 |
1.3343 |
|
1.618 |
1.3239 |
|
1.000 |
1.3175 |
|
0.618 |
1.3135 |
|
HIGH |
1.3071 |
|
0.618 |
1.3031 |
|
0.500 |
1.3019 |
|
0.382 |
1.3007 |
|
LOW |
1.2967 |
|
0.618 |
1.2903 |
|
1.000 |
1.2863 |
|
1.618 |
1.2799 |
|
2.618 |
1.2695 |
|
4.250 |
1.2525 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3017 |
| PP |
1.3023 |
1.3002 |
| S1 |
1.3019 |
1.2987 |
|