CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3047 |
1.3000 |
-0.0047 |
-0.4% |
1.3429 |
| High |
1.3083 |
1.3065 |
-0.0018 |
-0.1% |
1.3496 |
| Low |
1.2965 |
1.2976 |
0.0011 |
0.1% |
1.3291 |
| Close |
1.2994 |
1.3025 |
0.0031 |
0.2% |
1.3381 |
| Range |
0.0118 |
0.0089 |
-0.0029 |
-24.6% |
0.0205 |
| ATR |
0.0160 |
0.0155 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
124,135 |
139,003 |
14,868 |
12.0% |
80,578 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3289 |
1.3246 |
1.3074 |
|
| R3 |
1.3200 |
1.3157 |
1.3049 |
|
| R2 |
1.3111 |
1.3111 |
1.3041 |
|
| R1 |
1.3068 |
1.3068 |
1.3033 |
1.3090 |
| PP |
1.3022 |
1.3022 |
1.3022 |
1.3033 |
| S1 |
1.2979 |
1.2979 |
1.3017 |
1.3001 |
| S2 |
1.2933 |
1.2933 |
1.3009 |
|
| S3 |
1.2844 |
1.2890 |
1.3001 |
|
| S4 |
1.2755 |
1.2801 |
1.2976 |
|
|
| 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 |
1.3447 |
1.2965 |
0.0482 |
3.7% |
0.0160 |
1.2% |
12% |
False |
False |
102,672 |
| 10 |
1.3550 |
1.2965 |
0.0585 |
4.5% |
0.0146 |
1.1% |
10% |
False |
False |
56,640 |
| 20 |
1.3625 |
1.2965 |
0.0660 |
5.1% |
0.0147 |
1.1% |
9% |
False |
False |
29,596 |
| 40 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0163 |
1.3% |
5% |
False |
False |
15,200 |
| 60 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0163 |
1.3% |
5% |
False |
False |
10,269 |
| 80 |
1.4472 |
1.2965 |
0.1507 |
11.6% |
0.0150 |
1.1% |
4% |
False |
False |
7,716 |
| 100 |
1.4472 |
1.2965 |
0.1507 |
11.6% |
0.0136 |
1.0% |
4% |
False |
False |
6,175 |
| 120 |
1.4472 |
1.2965 |
0.1507 |
11.6% |
0.0118 |
0.9% |
4% |
False |
False |
5,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3443 |
|
2.618 |
1.3298 |
|
1.618 |
1.3209 |
|
1.000 |
1.3154 |
|
0.618 |
1.3120 |
|
HIGH |
1.3065 |
|
0.618 |
1.3031 |
|
0.500 |
1.3021 |
|
0.382 |
1.3010 |
|
LOW |
1.2976 |
|
0.618 |
1.2921 |
|
1.000 |
1.2887 |
|
1.618 |
1.2832 |
|
2.618 |
1.2743 |
|
4.250 |
1.2598 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3024 |
1.3110 |
| PP |
1.3022 |
1.3081 |
| S1 |
1.3021 |
1.3053 |
|