CME Euro FX (E) Future September 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2982 |
1.3178 |
0.0196 |
1.5% |
1.2765 |
| High |
1.3103 |
1.3178 |
0.0075 |
0.6% |
1.2956 |
| Low |
1.2982 |
1.3109 |
0.0127 |
1.0% |
1.2745 |
| Close |
1.3103 |
1.3123 |
0.0020 |
0.2% |
1.2945 |
| Range |
0.0121 |
0.0069 |
-0.0052 |
-43.0% |
0.0211 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
28 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3302 |
1.3161 |
|
| R3 |
1.3275 |
1.3233 |
1.3142 |
|
| R2 |
1.3206 |
1.3206 |
1.3136 |
|
| R1 |
1.3164 |
1.3164 |
1.3129 |
1.3151 |
| PP |
1.3137 |
1.3137 |
1.3137 |
1.3130 |
| S1 |
1.3095 |
1.3095 |
1.3117 |
1.3082 |
| S2 |
1.3068 |
1.3068 |
1.3110 |
|
| S3 |
1.2999 |
1.3026 |
1.3104 |
|
| S4 |
1.2930 |
1.2957 |
1.3085 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3441 |
1.3061 |
|
| R3 |
1.3304 |
1.3230 |
1.3003 |
|
| R2 |
1.3093 |
1.3093 |
1.2984 |
|
| R1 |
1.3019 |
1.3019 |
1.2964 |
1.3056 |
| PP |
1.2882 |
1.2882 |
1.2882 |
1.2901 |
| S1 |
1.2808 |
1.2808 |
1.2926 |
1.2845 |
| S2 |
1.2671 |
1.2671 |
1.2906 |
|
| S3 |
1.2460 |
1.2597 |
1.2887 |
|
| S4 |
1.2249 |
1.2386 |
1.2829 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3471 |
|
2.618 |
1.3359 |
|
1.618 |
1.3290 |
|
1.000 |
1.3247 |
|
0.618 |
1.3221 |
|
HIGH |
1.3178 |
|
0.618 |
1.3152 |
|
0.500 |
1.3144 |
|
0.382 |
1.3135 |
|
LOW |
1.3109 |
|
0.618 |
1.3066 |
|
1.000 |
1.3040 |
|
1.618 |
1.2997 |
|
2.618 |
1.2928 |
|
4.250 |
1.2816 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3144 |
1.3109 |
| PP |
1.3137 |
1.3094 |
| S1 |
1.3130 |
1.3080 |
|