CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3058 |
1.3067 |
0.0009 |
0.1% |
1.3047 |
| High |
1.3133 |
1.3109 |
-0.0024 |
-0.2% |
1.3224 |
| Low |
1.3029 |
1.3040 |
0.0011 |
0.1% |
1.2993 |
| Close |
1.3058 |
1.3071 |
0.0013 |
0.1% |
1.3071 |
| Range |
0.0104 |
0.0069 |
-0.0035 |
-33.7% |
0.0231 |
| ATR |
0.0144 |
0.0139 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
143,655 |
77,516 |
-66,139 |
-46.0% |
777,747 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3280 |
1.3245 |
1.3109 |
|
| R3 |
1.3211 |
1.3176 |
1.3090 |
|
| R2 |
1.3142 |
1.3142 |
1.3084 |
|
| R1 |
1.3107 |
1.3107 |
1.3077 |
1.3125 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3082 |
| S1 |
1.3038 |
1.3038 |
1.3065 |
1.3056 |
| S2 |
1.3004 |
1.3004 |
1.3058 |
|
| S3 |
1.2935 |
1.2969 |
1.3052 |
|
| S4 |
1.2866 |
1.2900 |
1.3033 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3789 |
1.3661 |
1.3198 |
|
| R3 |
1.3558 |
1.3430 |
1.3135 |
|
| R2 |
1.3327 |
1.3327 |
1.3113 |
|
| R1 |
1.3199 |
1.3199 |
1.3092 |
1.3263 |
| PP |
1.3096 |
1.3096 |
1.3096 |
1.3128 |
| S1 |
1.2968 |
1.2968 |
1.3050 |
1.3032 |
| S2 |
1.2865 |
1.2865 |
1.3029 |
|
| S3 |
1.2634 |
1.2737 |
1.3007 |
|
| S4 |
1.2403 |
1.2506 |
1.2944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3224 |
1.2993 |
0.0231 |
1.8% |
0.0112 |
0.9% |
34% |
False |
False |
155,549 |
| 10 |
1.3386 |
1.2965 |
0.0421 |
3.2% |
0.0130 |
1.0% |
25% |
False |
False |
147,910 |
| 20 |
1.3550 |
1.2965 |
0.0585 |
4.5% |
0.0137 |
1.0% |
18% |
False |
False |
79,164 |
| 40 |
1.4180 |
1.2965 |
0.1215 |
9.3% |
0.0152 |
1.2% |
9% |
False |
False |
40,130 |
| 60 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0159 |
1.2% |
8% |
False |
False |
26,910 |
| 80 |
1.4309 |
1.2965 |
0.1344 |
10.3% |
0.0153 |
1.2% |
8% |
False |
False |
20,215 |
| 100 |
1.4472 |
1.2965 |
0.1507 |
11.5% |
0.0138 |
1.1% |
7% |
False |
False |
16,174 |
| 120 |
1.4472 |
1.2965 |
0.1507 |
11.5% |
0.0123 |
0.9% |
7% |
False |
False |
13,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3402 |
|
2.618 |
1.3290 |
|
1.618 |
1.3221 |
|
1.000 |
1.3178 |
|
0.618 |
1.3152 |
|
HIGH |
1.3109 |
|
0.618 |
1.3083 |
|
0.500 |
1.3075 |
|
0.382 |
1.3066 |
|
LOW |
1.3040 |
|
0.618 |
1.2997 |
|
1.000 |
1.2971 |
|
1.618 |
1.2928 |
|
2.618 |
1.2859 |
|
4.250 |
1.2747 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3075 |
1.3127 |
| PP |
1.3073 |
1.3108 |
| S1 |
1.3072 |
1.3090 |
|