CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3089 |
1.3081 |
-0.0008 |
-0.1% |
1.3047 |
| High |
1.3097 |
1.3095 |
-0.0002 |
0.0% |
1.3224 |
| Low |
1.3072 |
1.2924 |
-0.0148 |
-1.1% |
1.2993 |
| Close |
1.3083 |
1.2953 |
-0.0130 |
-1.0% |
1.3071 |
| Range |
0.0025 |
0.0171 |
0.0146 |
584.0% |
0.0231 |
| ATR |
0.0131 |
0.0133 |
0.0003 |
2.2% |
0.0000 |
| Volume |
0 |
166,275 |
166,275 |
|
777,747 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3504 |
1.3399 |
1.3047 |
|
| R3 |
1.3333 |
1.3228 |
1.3000 |
|
| R2 |
1.3162 |
1.3162 |
1.2984 |
|
| R1 |
1.3057 |
1.3057 |
1.2969 |
1.3024 |
| PP |
1.2991 |
1.2991 |
1.2991 |
1.2974 |
| S1 |
1.2886 |
1.2886 |
1.2937 |
1.2853 |
| S2 |
1.2820 |
1.2820 |
1.2922 |
|
| S3 |
1.2649 |
1.2715 |
1.2906 |
|
| S4 |
1.2478 |
1.2544 |
1.2859 |
|
|
| 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 |
1.2924 |
0.0300 |
2.3% |
0.0111 |
0.9% |
10% |
False |
True |
122,620 |
| 10 |
1.3224 |
1.2924 |
0.0300 |
2.3% |
0.0105 |
0.8% |
10% |
False |
True |
142,940 |
| 20 |
1.3550 |
1.2924 |
0.0626 |
4.8% |
0.0133 |
1.0% |
5% |
False |
True |
87,193 |
| 40 |
1.3874 |
1.2924 |
0.0950 |
7.3% |
0.0148 |
1.1% |
3% |
False |
True |
44,232 |
| 60 |
1.4231 |
1.2924 |
0.1307 |
10.1% |
0.0157 |
1.2% |
2% |
False |
True |
29,679 |
| 80 |
1.4231 |
1.2924 |
0.1307 |
10.1% |
0.0155 |
1.2% |
2% |
False |
True |
22,293 |
| 100 |
1.4472 |
1.2924 |
0.1548 |
12.0% |
0.0138 |
1.1% |
2% |
False |
True |
17,837 |
| 120 |
1.4472 |
1.2924 |
0.1548 |
12.0% |
0.0123 |
1.0% |
2% |
False |
True |
14,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3822 |
|
2.618 |
1.3543 |
|
1.618 |
1.3372 |
|
1.000 |
1.3266 |
|
0.618 |
1.3201 |
|
HIGH |
1.3095 |
|
0.618 |
1.3030 |
|
0.500 |
1.3010 |
|
0.382 |
1.2989 |
|
LOW |
1.2924 |
|
0.618 |
1.2818 |
|
1.000 |
1.2753 |
|
1.618 |
1.2647 |
|
2.618 |
1.2476 |
|
4.250 |
1.2197 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3010 |
1.3017 |
| PP |
1.2991 |
1.2995 |
| S1 |
1.2972 |
1.2974 |
|