CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3414 |
1.3419 |
0.0005 |
0.0% |
1.3327 |
| High |
1.3460 |
1.3468 |
0.0008 |
0.1% |
1.3550 |
| Low |
1.3357 |
1.3296 |
-0.0061 |
-0.5% |
1.3288 |
| Close |
1.3402 |
1.3344 |
-0.0058 |
-0.4% |
1.3414 |
| Range |
0.0103 |
0.0172 |
0.0069 |
67.0% |
0.0262 |
| ATR |
0.0153 |
0.0155 |
0.0001 |
0.9% |
0.0000 |
| Volume |
10,961 |
25,389 |
14,428 |
131.6% |
23,610 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3885 |
1.3787 |
1.3439 |
|
| R3 |
1.3713 |
1.3615 |
1.3391 |
|
| R2 |
1.3541 |
1.3541 |
1.3376 |
|
| R1 |
1.3443 |
1.3443 |
1.3360 |
1.3406 |
| PP |
1.3369 |
1.3369 |
1.3369 |
1.3351 |
| S1 |
1.3271 |
1.3271 |
1.3328 |
1.3234 |
| S2 |
1.3197 |
1.3197 |
1.3312 |
|
| S3 |
1.3025 |
1.3099 |
1.3297 |
|
| S4 |
1.2853 |
1.2927 |
1.3249 |
|
|
| 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 |
1.3296 |
0.0254 |
1.9% |
0.0131 |
1.0% |
19% |
False |
True |
10,609 |
| 10 |
1.3550 |
1.3240 |
0.0310 |
2.3% |
0.0147 |
1.1% |
34% |
False |
False |
7,192 |
| 20 |
1.3798 |
1.3240 |
0.0558 |
4.2% |
0.0147 |
1.1% |
19% |
False |
False |
4,174 |
| 40 |
1.4231 |
1.3240 |
0.0991 |
7.4% |
0.0162 |
1.2% |
10% |
False |
False |
2,438 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0161 |
1.2% |
17% |
False |
False |
1,721 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0142 |
1.1% |
14% |
False |
False |
1,299 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0129 |
1.0% |
14% |
False |
False |
1,042 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0113 |
0.8% |
14% |
False |
False |
868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4199 |
|
2.618 |
1.3918 |
|
1.618 |
1.3746 |
|
1.000 |
1.3640 |
|
0.618 |
1.3574 |
|
HIGH |
1.3468 |
|
0.618 |
1.3402 |
|
0.500 |
1.3382 |
|
0.382 |
1.3362 |
|
LOW |
1.3296 |
|
0.618 |
1.3190 |
|
1.000 |
1.3124 |
|
1.618 |
1.3018 |
|
2.618 |
1.2846 |
|
4.250 |
1.2565 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3382 |
1.3382 |
| PP |
1.3369 |
1.3369 |
| S1 |
1.3357 |
1.3357 |
|