CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3038 |
1.3046 |
0.0008 |
0.1% |
1.2658 |
| High |
1.3071 |
1.3128 |
0.0057 |
0.4% |
1.2994 |
| Low |
1.2967 |
1.2941 |
-0.0026 |
-0.2% |
1.2658 |
| Close |
1.3032 |
1.3094 |
0.0062 |
0.5% |
1.2933 |
| Range |
0.0104 |
0.0187 |
0.0083 |
79.8% |
0.0336 |
| ATR |
0.0123 |
0.0127 |
0.0005 |
3.7% |
0.0000 |
| Volume |
256 |
163 |
-93 |
-36.3% |
1,824 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3615 |
1.3542 |
1.3197 |
|
| R3 |
1.3428 |
1.3355 |
1.3145 |
|
| R2 |
1.3241 |
1.3241 |
1.3128 |
|
| R1 |
1.3168 |
1.3168 |
1.3111 |
1.3205 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3073 |
| S1 |
1.2981 |
1.2981 |
1.3077 |
1.3018 |
| S2 |
1.2867 |
1.2867 |
1.3060 |
|
| S3 |
1.2680 |
1.2794 |
1.3043 |
|
| S4 |
1.2493 |
1.2607 |
1.2991 |
|
|
| 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 |
1.3128 |
1.2858 |
0.0270 |
2.1% |
0.0132 |
1.0% |
87% |
True |
False |
283 |
| 10 |
1.3128 |
1.2645 |
0.0483 |
3.7% |
0.0145 |
1.1% |
93% |
True |
False |
425 |
| 20 |
1.3128 |
1.2645 |
0.0483 |
3.7% |
0.0120 |
0.9% |
93% |
True |
False |
302 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0106 |
0.8% |
49% |
False |
False |
200 |
| 60 |
1.4165 |
1.2645 |
0.1520 |
11.6% |
0.0091 |
0.7% |
30% |
False |
False |
137 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0069 |
0.5% |
29% |
False |
False |
103 |
| 100 |
1.4235 |
1.2645 |
0.1590 |
12.1% |
0.0056 |
0.4% |
28% |
False |
False |
83 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0049 |
0.4% |
25% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3923 |
|
2.618 |
1.3618 |
|
1.618 |
1.3431 |
|
1.000 |
1.3315 |
|
0.618 |
1.3244 |
|
HIGH |
1.3128 |
|
0.618 |
1.3057 |
|
0.500 |
1.3035 |
|
0.382 |
1.3012 |
|
LOW |
1.2941 |
|
0.618 |
1.2825 |
|
1.000 |
1.2754 |
|
1.618 |
1.2638 |
|
2.618 |
1.2451 |
|
4.250 |
1.2146 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3074 |
1.3068 |
| PP |
1.3054 |
1.3041 |
| S1 |
1.3035 |
1.3015 |
|