CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3476 |
1.3429 |
-0.0047 |
-0.3% |
1.3327 |
| High |
1.3550 |
1.3496 |
-0.0054 |
-0.4% |
1.3550 |
| Low |
1.3374 |
1.3385 |
0.0011 |
0.1% |
1.3288 |
| Close |
1.3414 |
1.3410 |
-0.0004 |
0.0% |
1.3414 |
| Range |
0.0176 |
0.0111 |
-0.0065 |
-36.9% |
0.0262 |
| ATR |
0.0166 |
0.0162 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
6,715 |
5,546 |
-1,169 |
-17.4% |
23,610 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3763 |
1.3698 |
1.3471 |
|
| R3 |
1.3652 |
1.3587 |
1.3441 |
|
| R2 |
1.3541 |
1.3541 |
1.3430 |
|
| R1 |
1.3476 |
1.3476 |
1.3420 |
1.3453 |
| PP |
1.3430 |
1.3430 |
1.3430 |
1.3419 |
| S1 |
1.3365 |
1.3365 |
1.3400 |
1.3342 |
| S2 |
1.3319 |
1.3319 |
1.3390 |
|
| S3 |
1.3208 |
1.3254 |
1.3379 |
|
| S4 |
1.3097 |
1.3143 |
1.3349 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4203 |
1.4071 |
1.3558 |
|
| R3 |
1.3941 |
1.3809 |
1.3486 |
|
| R2 |
1.3679 |
1.3679 |
1.3462 |
|
| R1 |
1.3547 |
1.3547 |
1.3438 |
1.3613 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3451 |
| S1 |
1.3285 |
1.3285 |
1.3390 |
1.3351 |
| S2 |
1.3155 |
1.3155 |
1.3366 |
|
| S3 |
1.2893 |
1.3023 |
1.3342 |
|
| S4 |
1.2631 |
1.2761 |
1.3270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3550 |
1.3288 |
0.0262 |
2.0% |
0.0159 |
1.2% |
47% |
False |
False |
5,152 |
| 10 |
1.3576 |
1.3240 |
0.0336 |
2.5% |
0.0150 |
1.1% |
51% |
False |
False |
3,475 |
| 20 |
1.3845 |
1.3240 |
0.0605 |
4.5% |
0.0157 |
1.2% |
28% |
False |
False |
2,194 |
| 40 |
1.4231 |
1.3240 |
0.0991 |
7.4% |
0.0168 |
1.3% |
17% |
False |
False |
1,451 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0163 |
1.2% |
23% |
False |
False |
1,048 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0141 |
1.0% |
19% |
False |
False |
790 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0126 |
0.9% |
19% |
False |
False |
634 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0110 |
0.8% |
19% |
False |
False |
529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3968 |
|
2.618 |
1.3787 |
|
1.618 |
1.3676 |
|
1.000 |
1.3607 |
|
0.618 |
1.3565 |
|
HIGH |
1.3496 |
|
0.618 |
1.3454 |
|
0.500 |
1.3441 |
|
0.382 |
1.3427 |
|
LOW |
1.3385 |
|
0.618 |
1.3316 |
|
1.000 |
1.3274 |
|
1.618 |
1.3205 |
|
2.618 |
1.3094 |
|
4.250 |
1.2913 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3441 |
1.3462 |
| PP |
1.3430 |
1.3445 |
| S1 |
1.3420 |
1.3427 |
|