CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3442 |
1.3460 |
0.0018 |
0.1% |
1.3315 |
| High |
1.3522 |
1.3550 |
0.0028 |
0.2% |
1.3550 |
| Low |
1.3417 |
1.3362 |
-0.0055 |
-0.4% |
1.3260 |
| Close |
1.3456 |
1.3404 |
-0.0052 |
-0.4% |
1.3404 |
| Range |
0.0105 |
0.0188 |
0.0083 |
79.0% |
0.0290 |
| ATR |
0.0178 |
0.0179 |
0.0001 |
0.4% |
0.0000 |
| Volume |
275,673 |
275,806 |
133 |
0.0% |
1,513,652 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4003 |
1.3891 |
1.3507 |
|
| R3 |
1.3815 |
1.3703 |
1.3456 |
|
| R2 |
1.3627 |
1.3627 |
1.3438 |
|
| R1 |
1.3515 |
1.3515 |
1.3421 |
1.3477 |
| PP |
1.3439 |
1.3439 |
1.3439 |
1.3420 |
| S1 |
1.3327 |
1.3327 |
1.3387 |
1.3289 |
| S2 |
1.3251 |
1.3251 |
1.3370 |
|
| S3 |
1.3063 |
1.3139 |
1.3352 |
|
| S4 |
1.2875 |
1.2951 |
1.3301 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4275 |
1.4129 |
1.3564 |
|
| R3 |
1.3985 |
1.3839 |
1.3484 |
|
| R2 |
1.3695 |
1.3695 |
1.3457 |
|
| R1 |
1.3549 |
1.3549 |
1.3431 |
1.3622 |
| PP |
1.3405 |
1.3405 |
1.3405 |
1.3441 |
| S1 |
1.3259 |
1.3259 |
1.3377 |
1.3332 |
| S2 |
1.3115 |
1.3115 |
1.3351 |
|
| S3 |
1.2825 |
1.2969 |
1.3324 |
|
| S4 |
1.2535 |
1.2679 |
1.3245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3550 |
1.3260 |
0.0290 |
2.2% |
0.0171 |
1.3% |
50% |
True |
False |
302,730 |
| 10 |
1.3614 |
1.3212 |
0.0402 |
3.0% |
0.0165 |
1.2% |
48% |
False |
False |
293,883 |
| 20 |
1.3879 |
1.3212 |
0.0667 |
5.0% |
0.0170 |
1.3% |
29% |
False |
False |
292,165 |
| 40 |
1.4241 |
1.3212 |
0.1029 |
7.7% |
0.0183 |
1.4% |
19% |
False |
False |
307,522 |
| 60 |
1.4241 |
1.3142 |
0.1099 |
8.2% |
0.0186 |
1.4% |
24% |
False |
False |
303,283 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0177 |
1.3% |
19% |
False |
False |
228,297 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0175 |
1.3% |
19% |
False |
False |
182,722 |
| 120 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0172 |
1.3% |
19% |
False |
False |
152,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4349 |
|
2.618 |
1.4042 |
|
1.618 |
1.3854 |
|
1.000 |
1.3738 |
|
0.618 |
1.3666 |
|
HIGH |
1.3550 |
|
0.618 |
1.3478 |
|
0.500 |
1.3456 |
|
0.382 |
1.3434 |
|
LOW |
1.3362 |
|
0.618 |
1.3246 |
|
1.000 |
1.3174 |
|
1.618 |
1.3058 |
|
2.618 |
1.2870 |
|
4.250 |
1.2563 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3456 |
1.3405 |
| PP |
1.3439 |
1.3405 |
| S1 |
1.3421 |
1.3404 |
|