CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2933 |
1.2940 |
0.0007 |
0.1% |
1.3101 |
| High |
1.2995 |
1.3020 |
0.0025 |
0.2% |
1.3107 |
| Low |
1.2897 |
1.2939 |
0.0042 |
0.3% |
1.2897 |
| Close |
1.2965 |
1.2986 |
0.0021 |
0.2% |
1.2986 |
| Range |
0.0098 |
0.0081 |
-0.0017 |
-17.3% |
0.0210 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
378 |
259 |
-119 |
-31.5% |
666 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3225 |
1.3186 |
1.3031 |
|
| R3 |
1.3144 |
1.3105 |
1.3008 |
|
| R2 |
1.3063 |
1.3063 |
1.3001 |
|
| R1 |
1.3024 |
1.3024 |
1.2993 |
1.3044 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2991 |
| S1 |
1.2943 |
1.2943 |
1.2979 |
1.2963 |
| S2 |
1.2901 |
1.2901 |
1.2971 |
|
| S3 |
1.2820 |
1.2862 |
1.2964 |
|
| S4 |
1.2739 |
1.2781 |
1.2941 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3627 |
1.3516 |
1.3102 |
|
| R3 |
1.3417 |
1.3306 |
1.3044 |
|
| R2 |
1.3207 |
1.3207 |
1.3025 |
|
| R1 |
1.3096 |
1.3096 |
1.3005 |
1.3047 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.2972 |
| S1 |
1.2886 |
1.2886 |
1.2967 |
1.2837 |
| S2 |
1.2787 |
1.2787 |
1.2948 |
|
| S3 |
1.2577 |
1.2676 |
1.2928 |
|
| S4 |
1.2367 |
1.2466 |
1.2871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3110 |
1.2897 |
0.0213 |
1.6% |
0.0077 |
0.6% |
42% |
False |
False |
143 |
| 10 |
1.3237 |
1.2897 |
0.0340 |
2.6% |
0.0090 |
0.7% |
26% |
False |
False |
162 |
| 20 |
1.3555 |
1.2897 |
0.0658 |
5.1% |
0.0092 |
0.7% |
14% |
False |
False |
127 |
| 40 |
1.3843 |
1.2897 |
0.0946 |
7.3% |
0.0085 |
0.7% |
9% |
False |
False |
71 |
| 60 |
1.4188 |
1.2897 |
0.1291 |
9.9% |
0.0058 |
0.4% |
7% |
False |
False |
48 |
| 80 |
1.4188 |
1.2897 |
0.1291 |
9.9% |
0.0045 |
0.3% |
7% |
False |
False |
37 |
| 100 |
1.4458 |
1.2897 |
0.1561 |
12.0% |
0.0038 |
0.3% |
6% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3364 |
|
2.618 |
1.3232 |
|
1.618 |
1.3151 |
|
1.000 |
1.3101 |
|
0.618 |
1.3070 |
|
HIGH |
1.3020 |
|
0.618 |
1.2989 |
|
0.500 |
1.2980 |
|
0.382 |
1.2970 |
|
LOW |
1.2939 |
|
0.618 |
1.2889 |
|
1.000 |
1.2858 |
|
1.618 |
1.2808 |
|
2.618 |
1.2727 |
|
4.250 |
1.2595 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2984 |
1.3002 |
| PP |
1.2982 |
1.2997 |
| S1 |
1.2980 |
1.2991 |
|