CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2690 |
1.2765 |
0.0075 |
0.6% |
1.2800 |
| High |
1.2700 |
1.2765 |
0.0065 |
0.5% |
1.2852 |
| Low |
1.2690 |
1.2745 |
0.0055 |
0.4% |
1.2690 |
| Close |
1.2698 |
1.2745 |
0.0047 |
0.4% |
1.2698 |
| Range |
0.0010 |
0.0020 |
0.0010 |
100.0% |
0.0162 |
| ATR |
|
|
|
|
|
| Volume |
8 |
6 |
-2 |
-25.0% |
21 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2812 |
1.2798 |
1.2756 |
|
| R3 |
1.2792 |
1.2778 |
1.2751 |
|
| R2 |
1.2772 |
1.2772 |
1.2749 |
|
| R1 |
1.2758 |
1.2758 |
1.2747 |
1.2755 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2750 |
| S1 |
1.2738 |
1.2738 |
1.2743 |
1.2735 |
| S2 |
1.2732 |
1.2732 |
1.2741 |
|
| S3 |
1.2712 |
1.2718 |
1.2740 |
|
| S4 |
1.2692 |
1.2698 |
1.2734 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3233 |
1.3127 |
1.2787 |
|
| R3 |
1.3071 |
1.2965 |
1.2743 |
|
| R2 |
1.2909 |
1.2909 |
1.2728 |
|
| R1 |
1.2803 |
1.2803 |
1.2713 |
1.2775 |
| PP |
1.2747 |
1.2747 |
1.2747 |
1.2733 |
| S1 |
1.2641 |
1.2641 |
1.2683 |
1.2613 |
| S2 |
1.2585 |
1.2585 |
1.2668 |
|
| S3 |
1.2423 |
1.2479 |
1.2653 |
|
| S4 |
1.2261 |
1.2317 |
1.2609 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2850 |
|
2.618 |
1.2817 |
|
1.618 |
1.2797 |
|
1.000 |
1.2785 |
|
0.618 |
1.2777 |
|
HIGH |
1.2765 |
|
0.618 |
1.2757 |
|
0.500 |
1.2755 |
|
0.382 |
1.2753 |
|
LOW |
1.2745 |
|
0.618 |
1.2733 |
|
1.000 |
1.2725 |
|
1.618 |
1.2713 |
|
2.618 |
1.2693 |
|
4.250 |
1.2660 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2755 |
1.2771 |
| PP |
1.2752 |
1.2762 |
| S1 |
1.2748 |
1.2754 |
|