CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3042 |
1.3050 |
0.0008 |
0.1% |
1.3276 |
| High |
1.3072 |
1.3150 |
0.0078 |
0.6% |
1.3276 |
| Low |
1.3010 |
1.3050 |
0.0040 |
0.3% |
1.2997 |
| Close |
1.3036 |
1.3095 |
0.0059 |
0.5% |
1.3048 |
| Range |
0.0062 |
0.0100 |
0.0038 |
61.3% |
0.0279 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
0.8% |
0.0000 |
| Volume |
148 |
90 |
-58 |
-39.2% |
764 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3398 |
1.3347 |
1.3150 |
|
| R3 |
1.3298 |
1.3247 |
1.3123 |
|
| R2 |
1.3198 |
1.3198 |
1.3113 |
|
| R1 |
1.3147 |
1.3147 |
1.3104 |
1.3173 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3111 |
| S1 |
1.3047 |
1.3047 |
1.3086 |
1.3073 |
| S2 |
1.2998 |
1.2998 |
1.3077 |
|
| S3 |
1.2898 |
1.2947 |
1.3068 |
|
| S4 |
1.2798 |
1.2847 |
1.3040 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3944 |
1.3775 |
1.3201 |
|
| R3 |
1.3665 |
1.3496 |
1.3125 |
|
| R2 |
1.3386 |
1.3386 |
1.3099 |
|
| R1 |
1.3217 |
1.3217 |
1.3074 |
1.3162 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3080 |
| S1 |
1.2938 |
1.2938 |
1.3022 |
1.2883 |
| S2 |
1.2828 |
1.2828 |
1.2997 |
|
| S3 |
1.2549 |
1.2659 |
1.2971 |
|
| S4 |
1.2270 |
1.2380 |
1.2895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3150 |
1.2997 |
0.0153 |
1.2% |
0.0083 |
0.6% |
64% |
True |
False |
152 |
| 10 |
1.3440 |
1.2997 |
0.0443 |
3.4% |
0.0091 |
0.7% |
22% |
False |
False |
138 |
| 20 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0088 |
0.7% |
18% |
False |
False |
77 |
| 40 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0070 |
0.5% |
8% |
False |
False |
44 |
| 60 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0047 |
0.4% |
8% |
False |
False |
30 |
| 80 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0037 |
0.3% |
7% |
False |
False |
23 |
| 100 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0031 |
0.2% |
7% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3575 |
|
2.618 |
1.3412 |
|
1.618 |
1.3312 |
|
1.000 |
1.3250 |
|
0.618 |
1.3212 |
|
HIGH |
1.3150 |
|
0.618 |
1.3112 |
|
0.500 |
1.3100 |
|
0.382 |
1.3088 |
|
LOW |
1.3050 |
|
0.618 |
1.2988 |
|
1.000 |
1.2950 |
|
1.618 |
1.2888 |
|
2.618 |
1.2788 |
|
4.250 |
1.2625 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3100 |
1.3090 |
| PP |
1.3098 |
1.3085 |
| S1 |
1.3097 |
1.3080 |
|