CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2765 |
1.2845 |
0.0080 |
0.6% |
1.2800 |
| High |
1.2765 |
1.2860 |
0.0095 |
0.7% |
1.2852 |
| Low |
1.2745 |
1.2813 |
0.0068 |
0.5% |
1.2690 |
| Close |
1.2745 |
1.2860 |
0.0115 |
0.9% |
1.2698 |
| Range |
0.0020 |
0.0047 |
0.0027 |
135.0% |
0.0162 |
| ATR |
|
|
|
|
|
| Volume |
6 |
8 |
2 |
33.3% |
21 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2985 |
1.2970 |
1.2886 |
|
| R3 |
1.2938 |
1.2923 |
1.2873 |
|
| R2 |
1.2891 |
1.2891 |
1.2869 |
|
| R1 |
1.2876 |
1.2876 |
1.2864 |
1.2884 |
| PP |
1.2844 |
1.2844 |
1.2844 |
1.2848 |
| S1 |
1.2829 |
1.2829 |
1.2856 |
1.2837 |
| S2 |
1.2797 |
1.2797 |
1.2851 |
|
| S3 |
1.2750 |
1.2782 |
1.2847 |
|
| S4 |
1.2703 |
1.2735 |
1.2834 |
|
|
| 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 |
1.3060 |
|
2.618 |
1.2983 |
|
1.618 |
1.2936 |
|
1.000 |
1.2907 |
|
0.618 |
1.2889 |
|
HIGH |
1.2860 |
|
0.618 |
1.2842 |
|
0.500 |
1.2837 |
|
0.382 |
1.2831 |
|
LOW |
1.2813 |
|
0.618 |
1.2784 |
|
1.000 |
1.2766 |
|
1.618 |
1.2737 |
|
2.618 |
1.2690 |
|
4.250 |
1.2613 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2852 |
1.2832 |
| PP |
1.2844 |
1.2803 |
| S1 |
1.2837 |
1.2775 |
|