CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3112 |
1.3116 |
0.0004 |
0.0% |
1.2902 |
| High |
1.3188 |
1.3238 |
0.0050 |
0.4% |
1.3238 |
| Low |
1.3105 |
1.3083 |
-0.0022 |
-0.2% |
1.2902 |
| Close |
1.3115 |
1.3212 |
0.0097 |
0.7% |
1.3212 |
| Range |
0.0083 |
0.0155 |
0.0072 |
86.7% |
0.0336 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.7% |
0.0000 |
| Volume |
545 |
365 |
-180 |
-33.0% |
1,485 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3643 |
1.3582 |
1.3297 |
|
| R3 |
1.3488 |
1.3427 |
1.3255 |
|
| R2 |
1.3333 |
1.3333 |
1.3240 |
|
| R1 |
1.3272 |
1.3272 |
1.3226 |
1.3303 |
| PP |
1.3178 |
1.3178 |
1.3178 |
1.3193 |
| S1 |
1.3117 |
1.3117 |
1.3198 |
1.3148 |
| S2 |
1.3023 |
1.3023 |
1.3184 |
|
| S3 |
1.2868 |
1.2962 |
1.3169 |
|
| S4 |
1.2713 |
1.2807 |
1.3127 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4125 |
1.4005 |
1.3397 |
|
| R3 |
1.3789 |
1.3669 |
1.3304 |
|
| R2 |
1.3453 |
1.3453 |
1.3274 |
|
| R1 |
1.3333 |
1.3333 |
1.3243 |
1.3393 |
| PP |
1.3117 |
1.3117 |
1.3117 |
1.3148 |
| S1 |
1.2997 |
1.2997 |
1.3181 |
1.3057 |
| S2 |
1.2781 |
1.2781 |
1.3150 |
|
| S3 |
1.2445 |
1.2661 |
1.3120 |
|
| S4 |
1.2109 |
1.2325 |
1.3027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3238 |
1.2902 |
0.0336 |
2.5% |
0.0136 |
1.0% |
92% |
True |
False |
297 |
| 10 |
1.3238 |
1.2645 |
0.0593 |
4.5% |
0.0143 |
1.1% |
96% |
True |
False |
357 |
| 20 |
1.3238 |
1.2645 |
0.0593 |
4.5% |
0.0124 |
0.9% |
96% |
True |
False |
346 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
6.9% |
0.0109 |
0.8% |
62% |
False |
False |
222 |
| 60 |
1.3843 |
1.2645 |
0.1198 |
9.1% |
0.0095 |
0.7% |
47% |
False |
False |
152 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0072 |
0.5% |
37% |
False |
False |
115 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.7% |
0.0059 |
0.4% |
37% |
False |
False |
93 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.7% |
0.0051 |
0.4% |
31% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3897 |
|
2.618 |
1.3644 |
|
1.618 |
1.3489 |
|
1.000 |
1.3393 |
|
0.618 |
1.3334 |
|
HIGH |
1.3238 |
|
0.618 |
1.3179 |
|
0.500 |
1.3161 |
|
0.382 |
1.3142 |
|
LOW |
1.3083 |
|
0.618 |
1.2987 |
|
1.000 |
1.2928 |
|
1.618 |
1.2832 |
|
2.618 |
1.2677 |
|
4.250 |
1.2424 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3195 |
1.3171 |
| PP |
1.3178 |
1.3130 |
| S1 |
1.3161 |
1.3090 |
|