CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3429 |
1.3404 |
-0.0025 |
-0.2% |
1.3327 |
| High |
1.3496 |
1.3435 |
-0.0061 |
-0.5% |
1.3550 |
| Low |
1.3385 |
1.3343 |
-0.0042 |
-0.3% |
1.3288 |
| Close |
1.3410 |
1.3418 |
0.0008 |
0.1% |
1.3414 |
| Range |
0.0111 |
0.0092 |
-0.0019 |
-17.1% |
0.0262 |
| ATR |
0.0162 |
0.0157 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
5,546 |
4,436 |
-1,110 |
-20.0% |
23,610 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3675 |
1.3638 |
1.3469 |
|
| R3 |
1.3583 |
1.3546 |
1.3443 |
|
| R2 |
1.3491 |
1.3491 |
1.3435 |
|
| R1 |
1.3454 |
1.3454 |
1.3426 |
1.3473 |
| PP |
1.3399 |
1.3399 |
1.3399 |
1.3408 |
| S1 |
1.3362 |
1.3362 |
1.3410 |
1.3381 |
| S2 |
1.3307 |
1.3307 |
1.3401 |
|
| S3 |
1.3215 |
1.3270 |
1.3393 |
|
| S4 |
1.3123 |
1.3178 |
1.3367 |
|
|
| 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% |
0.0147 |
1.1% |
50% |
False |
False |
5,580 |
| 10 |
1.3576 |
1.3240 |
0.0336 |
2.5% |
0.0149 |
1.1% |
53% |
False |
False |
3,841 |
| 20 |
1.3845 |
1.3240 |
0.0605 |
4.5% |
0.0155 |
1.2% |
29% |
False |
False |
2,394 |
| 40 |
1.4231 |
1.3240 |
0.0991 |
7.4% |
0.0163 |
1.2% |
18% |
False |
False |
1,544 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0161 |
1.2% |
24% |
False |
False |
1,117 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0142 |
1.1% |
20% |
False |
False |
845 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0126 |
0.9% |
20% |
False |
False |
678 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0111 |
0.8% |
20% |
False |
False |
566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3826 |
|
2.618 |
1.3676 |
|
1.618 |
1.3584 |
|
1.000 |
1.3527 |
|
0.618 |
1.3492 |
|
HIGH |
1.3435 |
|
0.618 |
1.3400 |
|
0.500 |
1.3389 |
|
0.382 |
1.3378 |
|
LOW |
1.3343 |
|
0.618 |
1.3286 |
|
1.000 |
1.3251 |
|
1.618 |
1.3194 |
|
2.618 |
1.3102 |
|
4.250 |
1.2952 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3408 |
1.3447 |
| PP |
1.3399 |
1.3437 |
| S1 |
1.3389 |
1.3428 |
|