CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3361 |
1.3406 |
0.0045 |
0.3% |
1.3390 |
| High |
1.3407 |
1.3440 |
0.0033 |
0.2% |
1.3555 |
| Low |
1.3341 |
1.3330 |
-0.0011 |
-0.1% |
1.3341 |
| Close |
1.3407 |
1.3350 |
-0.0057 |
-0.4% |
1.3420 |
| Range |
0.0066 |
0.0110 |
0.0044 |
66.7% |
0.0214 |
| ATR |
0.0102 |
0.0102 |
0.0001 |
0.6% |
0.0000 |
| Volume |
22 |
11 |
-11 |
-50.0% |
123 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3703 |
1.3637 |
1.3411 |
|
| R3 |
1.3593 |
1.3527 |
1.3380 |
|
| R2 |
1.3483 |
1.3483 |
1.3370 |
|
| R1 |
1.3417 |
1.3417 |
1.3360 |
1.3395 |
| PP |
1.3373 |
1.3373 |
1.3373 |
1.3363 |
| S1 |
1.3307 |
1.3307 |
1.3340 |
1.3285 |
| S2 |
1.3263 |
1.3263 |
1.3330 |
|
| S3 |
1.3153 |
1.3197 |
1.3320 |
|
| S4 |
1.3043 |
1.3087 |
1.3290 |
|
|
| 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 |
1.3330 |
0.0225 |
1.7% |
0.0094 |
0.7% |
9% |
False |
True |
11 |
| 10 |
1.3555 |
1.3260 |
0.0295 |
2.2% |
0.0093 |
0.7% |
31% |
False |
False |
18 |
| 20 |
1.3785 |
1.3260 |
0.0525 |
3.9% |
0.0091 |
0.7% |
17% |
False |
False |
16 |
| 40 |
1.4188 |
1.3260 |
0.0928 |
7.0% |
0.0052 |
0.4% |
10% |
False |
False |
10 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0037 |
0.3% |
13% |
False |
False |
8 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.3% |
0.0030 |
0.2% |
10% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3908 |
|
2.618 |
1.3728 |
|
1.618 |
1.3618 |
|
1.000 |
1.3550 |
|
0.618 |
1.3508 |
|
HIGH |
1.3440 |
|
0.618 |
1.3398 |
|
0.500 |
1.3385 |
|
0.382 |
1.3372 |
|
LOW |
1.3330 |
|
0.618 |
1.3262 |
|
1.000 |
1.3220 |
|
1.618 |
1.3152 |
|
2.618 |
1.3042 |
|
4.250 |
1.2863 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3385 |
1.3385 |
| PP |
1.3373 |
1.3373 |
| S1 |
1.3362 |
1.3362 |
|