CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3101 |
1.3101 |
0.0000 |
0.0% |
1.3042 |
| High |
1.3110 |
1.3104 |
-0.0006 |
0.0% |
1.3237 |
| Low |
1.3061 |
1.3099 |
0.0038 |
0.3% |
1.3010 |
| Close |
1.3086 |
1.3099 |
0.0013 |
0.1% |
1.3086 |
| Range |
0.0049 |
0.0005 |
-0.0044 |
-89.8% |
0.0227 |
| ATR |
0.0103 |
0.0097 |
-0.0006 |
-5.9% |
0.0000 |
| Volume |
52 |
23 |
-29 |
-55.8% |
705 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3116 |
1.3112 |
1.3102 |
|
| R3 |
1.3111 |
1.3107 |
1.3100 |
|
| R2 |
1.3106 |
1.3106 |
1.3100 |
|
| R1 |
1.3102 |
1.3102 |
1.3099 |
1.3102 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3100 |
| S1 |
1.3097 |
1.3097 |
1.3099 |
1.3097 |
| S2 |
1.3096 |
1.3096 |
1.3098 |
|
| S3 |
1.3091 |
1.3092 |
1.3098 |
|
| S4 |
1.3086 |
1.3087 |
1.3096 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3792 |
1.3666 |
1.3211 |
|
| R3 |
1.3565 |
1.3439 |
1.3148 |
|
| R2 |
1.3338 |
1.3338 |
1.3128 |
|
| R1 |
1.3212 |
1.3212 |
1.3107 |
1.3275 |
| PP |
1.3111 |
1.3111 |
1.3111 |
1.3143 |
| S1 |
1.2985 |
1.2985 |
1.3065 |
1.3048 |
| S2 |
1.2884 |
1.2884 |
1.3044 |
|
| S3 |
1.2657 |
1.2758 |
1.3024 |
|
| S4 |
1.2430 |
1.2531 |
1.2961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3237 |
1.3048 |
0.0189 |
1.4% |
0.0084 |
0.6% |
27% |
False |
False |
116 |
| 10 |
1.3251 |
1.2997 |
0.0254 |
1.9% |
0.0092 |
0.7% |
40% |
False |
False |
136 |
| 20 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0088 |
0.7% |
18% |
False |
False |
100 |
| 40 |
1.3916 |
1.2997 |
0.0919 |
7.0% |
0.0077 |
0.6% |
11% |
False |
False |
55 |
| 60 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0052 |
0.4% |
9% |
False |
False |
38 |
| 80 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0041 |
0.3% |
9% |
False |
False |
29 |
| 100 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0034 |
0.3% |
7% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3125 |
|
2.618 |
1.3117 |
|
1.618 |
1.3112 |
|
1.000 |
1.3109 |
|
0.618 |
1.3107 |
|
HIGH |
1.3104 |
|
0.618 |
1.3102 |
|
0.500 |
1.3102 |
|
0.382 |
1.3101 |
|
LOW |
1.3099 |
|
0.618 |
1.3096 |
|
1.000 |
1.3094 |
|
1.618 |
1.3091 |
|
2.618 |
1.3086 |
|
4.250 |
1.3078 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3102 |
1.3096 |
| PP |
1.3101 |
1.3093 |
| S1 |
1.3100 |
1.3091 |
|