CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3357 |
1.3450 |
0.0093 |
0.7% |
1.3534 |
| High |
1.3548 |
1.3530 |
-0.0018 |
-0.1% |
1.3576 |
| Low |
1.3288 |
1.3433 |
0.0145 |
1.1% |
1.3240 |
| Close |
1.3447 |
1.3465 |
0.0018 |
0.1% |
1.3259 |
| Range |
0.0260 |
0.0097 |
-0.0163 |
-62.7% |
0.0336 |
| ATR |
0.0171 |
0.0166 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
2,757 |
8,449 |
5,692 |
206.5% |
5,598 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3767 |
1.3713 |
1.3518 |
|
| R3 |
1.3670 |
1.3616 |
1.3492 |
|
| R2 |
1.3573 |
1.3573 |
1.3483 |
|
| R1 |
1.3519 |
1.3519 |
1.3474 |
1.3546 |
| PP |
1.3476 |
1.3476 |
1.3476 |
1.3490 |
| S1 |
1.3422 |
1.3422 |
1.3456 |
1.3449 |
| S2 |
1.3379 |
1.3379 |
1.3447 |
|
| S3 |
1.3282 |
1.3325 |
1.3438 |
|
| S4 |
1.3185 |
1.3228 |
1.3412 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4366 |
1.4149 |
1.3444 |
|
| R3 |
1.4030 |
1.3813 |
1.3351 |
|
| R2 |
1.3694 |
1.3694 |
1.3321 |
|
| R1 |
1.3477 |
1.3477 |
1.3290 |
1.3418 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3329 |
| S1 |
1.3141 |
1.3141 |
1.3228 |
1.3082 |
| S2 |
1.3022 |
1.3022 |
1.3197 |
|
| S3 |
1.2686 |
1.2805 |
1.3167 |
|
| S4 |
1.2350 |
1.2469 |
1.3074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3548 |
1.3240 |
0.0308 |
2.3% |
0.0164 |
1.2% |
73% |
False |
False |
3,775 |
| 10 |
1.3625 |
1.3240 |
0.0385 |
2.9% |
0.0148 |
1.1% |
58% |
False |
False |
2,552 |
| 20 |
1.3874 |
1.3240 |
0.0634 |
4.7% |
0.0160 |
1.2% |
35% |
False |
False |
1,708 |
| 40 |
1.4231 |
1.3240 |
0.0991 |
7.4% |
0.0170 |
1.3% |
23% |
False |
False |
1,186 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
7.9% |
0.0165 |
1.2% |
28% |
False |
False |
846 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0139 |
1.0% |
23% |
False |
False |
637 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0124 |
0.9% |
23% |
False |
False |
511 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0108 |
0.8% |
23% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3942 |
|
2.618 |
1.3784 |
|
1.618 |
1.3687 |
|
1.000 |
1.3627 |
|
0.618 |
1.3590 |
|
HIGH |
1.3530 |
|
0.618 |
1.3493 |
|
0.500 |
1.3482 |
|
0.382 |
1.3470 |
|
LOW |
1.3433 |
|
0.618 |
1.3373 |
|
1.000 |
1.3336 |
|
1.618 |
1.3276 |
|
2.618 |
1.3179 |
|
4.250 |
1.3021 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3482 |
1.3449 |
| PP |
1.3476 |
1.3434 |
| S1 |
1.3471 |
1.3418 |
|