CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3460 |
1.3407 |
-0.0053 |
-0.4% |
1.3315 |
| High |
1.3550 |
1.3487 |
-0.0063 |
-0.5% |
1.3550 |
| Low |
1.3362 |
1.3373 |
0.0011 |
0.1% |
1.3260 |
| Close |
1.3404 |
1.3400 |
-0.0004 |
0.0% |
1.3404 |
| Range |
0.0188 |
0.0114 |
-0.0074 |
-39.4% |
0.0290 |
| ATR |
0.0179 |
0.0174 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
275,806 |
245,795 |
-30,011 |
-10.9% |
1,513,652 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3762 |
1.3695 |
1.3463 |
|
| R3 |
1.3648 |
1.3581 |
1.3431 |
|
| R2 |
1.3534 |
1.3534 |
1.3421 |
|
| R1 |
1.3467 |
1.3467 |
1.3410 |
1.3444 |
| PP |
1.3420 |
1.3420 |
1.3420 |
1.3408 |
| S1 |
1.3353 |
1.3353 |
1.3390 |
1.3330 |
| S2 |
1.3306 |
1.3306 |
1.3379 |
|
| S3 |
1.3192 |
1.3239 |
1.3369 |
|
| S4 |
1.3078 |
1.3125 |
1.3337 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4275 |
1.4129 |
1.3564 |
|
| R3 |
1.3985 |
1.3839 |
1.3484 |
|
| R2 |
1.3695 |
1.3695 |
1.3457 |
|
| R1 |
1.3549 |
1.3549 |
1.3431 |
1.3622 |
| PP |
1.3405 |
1.3405 |
1.3405 |
1.3441 |
| S1 |
1.3259 |
1.3259 |
1.3377 |
1.3332 |
| S2 |
1.3115 |
1.3115 |
1.3351 |
|
| S3 |
1.2825 |
1.2969 |
1.3324 |
|
| S4 |
1.2535 |
1.2679 |
1.3245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3550 |
1.3260 |
0.0290 |
2.2% |
0.0168 |
1.3% |
48% |
False |
False |
304,270 |
| 10 |
1.3569 |
1.3212 |
0.0357 |
2.7% |
0.0159 |
1.2% |
53% |
False |
False |
289,783 |
| 20 |
1.3857 |
1.3212 |
0.0645 |
4.8% |
0.0167 |
1.2% |
29% |
False |
False |
288,508 |
| 40 |
1.4241 |
1.3212 |
0.1029 |
7.7% |
0.0182 |
1.4% |
18% |
False |
False |
305,572 |
| 60 |
1.4241 |
1.3142 |
0.1099 |
8.2% |
0.0182 |
1.4% |
23% |
False |
False |
306,463 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0177 |
1.3% |
18% |
False |
False |
231,356 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0175 |
1.3% |
18% |
False |
False |
185,177 |
| 120 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0170 |
1.3% |
18% |
False |
False |
154,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3972 |
|
2.618 |
1.3785 |
|
1.618 |
1.3671 |
|
1.000 |
1.3601 |
|
0.618 |
1.3557 |
|
HIGH |
1.3487 |
|
0.618 |
1.3443 |
|
0.500 |
1.3430 |
|
0.382 |
1.3417 |
|
LOW |
1.3373 |
|
0.618 |
1.3303 |
|
1.000 |
1.3259 |
|
1.618 |
1.3189 |
|
2.618 |
1.3075 |
|
4.250 |
1.2889 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3430 |
1.3456 |
| PP |
1.3420 |
1.3437 |
| S1 |
1.3410 |
1.3419 |
|