CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3188 |
1.3155 |
-0.0033 |
-0.3% |
1.2902 |
| High |
1.3190 |
1.3217 |
0.0027 |
0.2% |
1.3238 |
| Low |
1.3091 |
1.3050 |
-0.0041 |
-0.3% |
1.2902 |
| Close |
1.3133 |
1.3092 |
-0.0041 |
-0.3% |
1.3212 |
| Range |
0.0099 |
0.0167 |
0.0068 |
68.7% |
0.0336 |
| ATR |
0.0127 |
0.0130 |
0.0003 |
2.3% |
0.0000 |
| Volume |
756 |
438 |
-318 |
-42.1% |
1,485 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3621 |
1.3523 |
1.3184 |
|
| R3 |
1.3454 |
1.3356 |
1.3138 |
|
| R2 |
1.3287 |
1.3287 |
1.3123 |
|
| R1 |
1.3189 |
1.3189 |
1.3107 |
1.3155 |
| PP |
1.3120 |
1.3120 |
1.3120 |
1.3102 |
| S1 |
1.3022 |
1.3022 |
1.3077 |
1.2988 |
| S2 |
1.2953 |
1.2953 |
1.3061 |
|
| S3 |
1.2786 |
1.2855 |
1.3046 |
|
| S4 |
1.2619 |
1.2688 |
1.3000 |
|
|
| 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 |
1.2941 |
0.0297 |
2.3% |
0.0138 |
1.1% |
51% |
False |
False |
453 |
| 10 |
1.3238 |
1.2755 |
0.0483 |
3.7% |
0.0129 |
1.0% |
70% |
False |
False |
391 |
| 20 |
1.3238 |
1.2645 |
0.0593 |
4.5% |
0.0129 |
1.0% |
75% |
False |
False |
373 |
| 40 |
1.3555 |
1.2645 |
0.0910 |
7.0% |
0.0111 |
0.8% |
49% |
False |
False |
250 |
| 60 |
1.3843 |
1.2645 |
0.1198 |
9.2% |
0.0099 |
0.8% |
37% |
False |
False |
172 |
| 80 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0075 |
0.6% |
29% |
False |
False |
130 |
| 100 |
1.4188 |
1.2645 |
0.1543 |
11.8% |
0.0062 |
0.5% |
29% |
False |
False |
104 |
| 120 |
1.4458 |
1.2645 |
0.1813 |
13.8% |
0.0053 |
0.4% |
25% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3927 |
|
2.618 |
1.3654 |
|
1.618 |
1.3487 |
|
1.000 |
1.3384 |
|
0.618 |
1.3320 |
|
HIGH |
1.3217 |
|
0.618 |
1.3153 |
|
0.500 |
1.3134 |
|
0.382 |
1.3114 |
|
LOW |
1.3050 |
|
0.618 |
1.2947 |
|
1.000 |
1.2883 |
|
1.618 |
1.2780 |
|
2.618 |
1.2613 |
|
4.250 |
1.2340 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3134 |
1.3144 |
| PP |
1.3120 |
1.3127 |
| S1 |
1.3106 |
1.3109 |
|