CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3356 |
1.3370 |
0.0014 |
0.1% |
1.3429 |
| High |
1.3447 |
1.3386 |
-0.0061 |
-0.5% |
1.3496 |
| Low |
1.3291 |
1.3177 |
-0.0114 |
-0.9% |
1.3291 |
| Close |
1.3381 |
1.3200 |
-0.0181 |
-1.4% |
1.3381 |
| Range |
0.0156 |
0.0209 |
0.0053 |
34.0% |
0.0205 |
| ATR |
0.0155 |
0.0159 |
0.0004 |
2.5% |
0.0000 |
| Volume |
34,246 |
70,811 |
36,565 |
106.8% |
80,578 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3881 |
1.3750 |
1.3315 |
|
| R3 |
1.3672 |
1.3541 |
1.3257 |
|
| R2 |
1.3463 |
1.3463 |
1.3238 |
|
| R1 |
1.3332 |
1.3332 |
1.3219 |
1.3293 |
| PP |
1.3254 |
1.3254 |
1.3254 |
1.3235 |
| S1 |
1.3123 |
1.3123 |
1.3181 |
1.3084 |
| S2 |
1.3045 |
1.3045 |
1.3162 |
|
| S3 |
1.2836 |
1.2914 |
1.3143 |
|
| S4 |
1.2627 |
1.2705 |
1.3085 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4004 |
1.3898 |
1.3494 |
|
| R3 |
1.3799 |
1.3693 |
1.3437 |
|
| R2 |
1.3594 |
1.3594 |
1.3419 |
|
| R1 |
1.3488 |
1.3488 |
1.3400 |
1.3439 |
| PP |
1.3389 |
1.3389 |
1.3389 |
1.3365 |
| S1 |
1.3283 |
1.3283 |
1.3362 |
1.3234 |
| S2 |
1.3184 |
1.3184 |
1.3343 |
|
| S3 |
1.2979 |
1.3078 |
1.3325 |
|
| S4 |
1.2774 |
1.2873 |
1.3268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3468 |
1.3177 |
0.0291 |
2.2% |
0.0146 |
1.1% |
8% |
False |
True |
29,168 |
| 10 |
1.3550 |
1.3177 |
0.0373 |
2.8% |
0.0153 |
1.2% |
6% |
False |
True |
17,160 |
| 20 |
1.3798 |
1.3177 |
0.0621 |
4.7% |
0.0147 |
1.1% |
4% |
False |
True |
9,302 |
| 40 |
1.4231 |
1.3177 |
0.1054 |
8.0% |
0.0164 |
1.2% |
2% |
False |
True |
5,041 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.1% |
0.0163 |
1.2% |
4% |
False |
False |
3,469 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.9% |
0.0145 |
1.1% |
3% |
False |
False |
2,612 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.9% |
0.0131 |
1.0% |
3% |
False |
False |
2,092 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.9% |
0.0116 |
0.9% |
3% |
False |
False |
1,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4274 |
|
2.618 |
1.3933 |
|
1.618 |
1.3724 |
|
1.000 |
1.3595 |
|
0.618 |
1.3515 |
|
HIGH |
1.3386 |
|
0.618 |
1.3306 |
|
0.500 |
1.3282 |
|
0.382 |
1.3257 |
|
LOW |
1.3177 |
|
0.618 |
1.3048 |
|
1.000 |
1.2968 |
|
1.618 |
1.2839 |
|
2.618 |
1.2630 |
|
4.250 |
1.2289 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3282 |
1.3323 |
| PP |
1.3254 |
1.3282 |
| S1 |
1.3227 |
1.3241 |
|