CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3186 |
1.3047 |
-0.0139 |
-1.1% |
1.3429 |
| High |
1.3254 |
1.3083 |
-0.0171 |
-1.3% |
1.3496 |
| Low |
1.3025 |
1.2965 |
-0.0060 |
-0.5% |
1.3291 |
| Close |
1.3055 |
1.2994 |
-0.0061 |
-0.5% |
1.3381 |
| Range |
0.0229 |
0.0118 |
-0.0111 |
-48.5% |
0.0205 |
| ATR |
0.0164 |
0.0160 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
145,166 |
124,135 |
-21,031 |
-14.5% |
80,578 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3368 |
1.3299 |
1.3059 |
|
| R3 |
1.3250 |
1.3181 |
1.3026 |
|
| R2 |
1.3132 |
1.3132 |
1.3016 |
|
| R1 |
1.3063 |
1.3063 |
1.3005 |
1.3039 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.3002 |
| S1 |
1.2945 |
1.2945 |
1.2983 |
1.2921 |
| S2 |
1.2896 |
1.2896 |
1.2972 |
|
| S3 |
1.2778 |
1.2827 |
1.2962 |
|
| S4 |
1.2660 |
1.2709 |
1.2929 |
|
|
| 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 |
1.2965 |
0.0503 |
3.9% |
0.0177 |
1.4% |
6% |
False |
True |
79,949 |
| 10 |
1.3550 |
1.2965 |
0.0585 |
4.5% |
0.0146 |
1.1% |
5% |
False |
True |
43,585 |
| 20 |
1.3625 |
1.2965 |
0.0660 |
5.1% |
0.0148 |
1.1% |
4% |
False |
True |
22,722 |
| 40 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0164 |
1.3% |
2% |
False |
True |
11,734 |
| 60 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0165 |
1.3% |
2% |
False |
True |
7,956 |
| 80 |
1.4472 |
1.2965 |
0.1507 |
11.6% |
0.0150 |
1.2% |
2% |
False |
True |
5,978 |
| 100 |
1.4472 |
1.2965 |
0.1507 |
11.6% |
0.0135 |
1.0% |
2% |
False |
True |
4,785 |
| 120 |
1.4472 |
1.2965 |
0.1507 |
11.6% |
0.0119 |
0.9% |
2% |
False |
True |
3,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3585 |
|
2.618 |
1.3392 |
|
1.618 |
1.3274 |
|
1.000 |
1.3201 |
|
0.618 |
1.3156 |
|
HIGH |
1.3083 |
|
0.618 |
1.3038 |
|
0.500 |
1.3024 |
|
0.382 |
1.3010 |
|
LOW |
1.2965 |
|
0.618 |
1.2892 |
|
1.000 |
1.2847 |
|
1.618 |
1.2774 |
|
2.618 |
1.2656 |
|
4.250 |
1.2464 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3024 |
1.3176 |
| PP |
1.3014 |
1.3115 |
| S1 |
1.3004 |
1.3055 |
|