CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3361 |
-0.0049 |
-0.4% |
1.3390 |
| High |
1.3423 |
1.3407 |
-0.0016 |
-0.1% |
1.3555 |
| Low |
1.3391 |
1.3341 |
-0.0050 |
-0.4% |
1.3341 |
| Close |
1.3423 |
1.3407 |
-0.0016 |
-0.1% |
1.3420 |
| Range |
0.0032 |
0.0066 |
0.0034 |
106.3% |
0.0214 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
18 |
22 |
4 |
22.2% |
123 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3583 |
1.3561 |
1.3443 |
|
| R3 |
1.3517 |
1.3495 |
1.3425 |
|
| R2 |
1.3451 |
1.3451 |
1.3419 |
|
| R1 |
1.3429 |
1.3429 |
1.3413 |
1.3440 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3391 |
| S1 |
1.3363 |
1.3363 |
1.3401 |
1.3374 |
| S2 |
1.3319 |
1.3319 |
1.3395 |
|
| S3 |
1.3253 |
1.3297 |
1.3389 |
|
| S4 |
1.3187 |
1.3231 |
1.3371 |
|
|
| 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% |
0.0081 |
0.6% |
31% |
False |
True |
21 |
| 10 |
1.3555 |
1.3260 |
0.0295 |
2.2% |
0.0089 |
0.7% |
50% |
False |
False |
18 |
| 20 |
1.3785 |
1.3260 |
0.0525 |
3.9% |
0.0088 |
0.7% |
28% |
False |
False |
16 |
| 40 |
1.4188 |
1.3260 |
0.0928 |
6.9% |
0.0049 |
0.4% |
16% |
False |
False |
10 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0035 |
0.3% |
19% |
False |
False |
8 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.2% |
0.0029 |
0.2% |
15% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3688 |
|
2.618 |
1.3580 |
|
1.618 |
1.3514 |
|
1.000 |
1.3473 |
|
0.618 |
1.3448 |
|
HIGH |
1.3407 |
|
0.618 |
1.3382 |
|
0.500 |
1.3374 |
|
0.382 |
1.3366 |
|
LOW |
1.3341 |
|
0.618 |
1.3300 |
|
1.000 |
1.3275 |
|
1.618 |
1.3234 |
|
2.618 |
1.3168 |
|
4.250 |
1.3061 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3396 |
1.3415 |
| PP |
1.3385 |
1.3412 |
| S1 |
1.3374 |
1.3410 |
|