CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3483 |
1.3522 |
0.0039 |
0.3% |
1.3390 |
| High |
1.3518 |
1.3555 |
0.0037 |
0.3% |
1.3555 |
| Low |
1.3470 |
1.3383 |
-0.0087 |
-0.6% |
1.3341 |
| Close |
1.3472 |
1.3420 |
-0.0052 |
-0.4% |
1.3420 |
| Range |
0.0048 |
0.0172 |
0.0124 |
258.3% |
0.0214 |
| ATR |
0.0106 |
0.0110 |
0.0005 |
4.5% |
0.0000 |
| Volume |
61 |
3 |
-58 |
-95.1% |
123 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3969 |
1.3866 |
1.3515 |
|
| R3 |
1.3797 |
1.3694 |
1.3467 |
|
| R2 |
1.3625 |
1.3625 |
1.3452 |
|
| R1 |
1.3522 |
1.3522 |
1.3436 |
1.3488 |
| PP |
1.3453 |
1.3453 |
1.3453 |
1.3435 |
| S1 |
1.3350 |
1.3350 |
1.3404 |
1.3316 |
| S2 |
1.3281 |
1.3281 |
1.3388 |
|
| S3 |
1.3109 |
1.3178 |
1.3373 |
|
| S4 |
1.2937 |
1.3006 |
1.3325 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4081 |
1.3964 |
1.3538 |
|
| R3 |
1.3867 |
1.3750 |
1.3479 |
|
| R2 |
1.3653 |
1.3653 |
1.3459 |
|
| R1 |
1.3536 |
1.3536 |
1.3440 |
1.3595 |
| PP |
1.3439 |
1.3439 |
1.3439 |
1.3468 |
| S1 |
1.3322 |
1.3322 |
1.3400 |
1.3381 |
| S2 |
1.3225 |
1.3225 |
1.3381 |
|
| S3 |
1.3011 |
1.3108 |
1.3361 |
|
| S4 |
1.2797 |
1.2894 |
1.3302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3555 |
1.3341 |
0.0214 |
1.6% |
0.0095 |
0.7% |
37% |
True |
False |
24 |
| 10 |
1.3555 |
1.3260 |
0.0295 |
2.2% |
0.0079 |
0.6% |
54% |
True |
False |
18 |
| 20 |
1.3843 |
1.3260 |
0.0583 |
4.3% |
0.0085 |
0.6% |
27% |
False |
False |
15 |
| 40 |
1.4188 |
1.3260 |
0.0928 |
6.9% |
0.0044 |
0.3% |
17% |
False |
False |
9 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0032 |
0.2% |
21% |
False |
False |
7 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.2% |
0.0026 |
0.2% |
16% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4286 |
|
2.618 |
1.4005 |
|
1.618 |
1.3833 |
|
1.000 |
1.3727 |
|
0.618 |
1.3661 |
|
HIGH |
1.3555 |
|
0.618 |
1.3489 |
|
0.500 |
1.3469 |
|
0.382 |
1.3449 |
|
LOW |
1.3383 |
|
0.618 |
1.3277 |
|
1.000 |
1.3211 |
|
1.618 |
1.3105 |
|
2.618 |
1.2933 |
|
4.250 |
1.2652 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3469 |
1.3455 |
| PP |
1.3453 |
1.3443 |
| S1 |
1.3436 |
1.3432 |
|