CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3395 |
1.3403 |
0.0008 |
0.1% |
1.3315 |
| High |
1.3429 |
1.3453 |
0.0024 |
0.2% |
1.3550 |
| Low |
1.3333 |
1.3350 |
0.0017 |
0.1% |
1.3260 |
| Close |
1.3410 |
1.3396 |
-0.0014 |
-0.1% |
1.3404 |
| Range |
0.0096 |
0.0103 |
0.0007 |
7.3% |
0.0290 |
| ATR |
0.0168 |
0.0164 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
224,005 |
250,865 |
26,860 |
12.0% |
1,513,652 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3709 |
1.3655 |
1.3453 |
|
| R3 |
1.3606 |
1.3552 |
1.3424 |
|
| R2 |
1.3503 |
1.3503 |
1.3415 |
|
| R1 |
1.3449 |
1.3449 |
1.3405 |
1.3425 |
| PP |
1.3400 |
1.3400 |
1.3400 |
1.3387 |
| S1 |
1.3346 |
1.3346 |
1.3387 |
1.3322 |
| S2 |
1.3297 |
1.3297 |
1.3377 |
|
| S3 |
1.3194 |
1.3243 |
1.3368 |
|
| S4 |
1.3091 |
1.3140 |
1.3339 |
|
|
| 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 |
1.3333 |
0.0217 |
1.6% |
0.0121 |
0.9% |
29% |
False |
False |
254,428 |
| 10 |
1.3550 |
1.3212 |
0.0338 |
2.5% |
0.0158 |
1.2% |
54% |
False |
False |
283,771 |
| 20 |
1.3857 |
1.3212 |
0.0645 |
4.8% |
0.0164 |
1.2% |
29% |
False |
False |
286,734 |
| 40 |
1.4241 |
1.3212 |
0.1029 |
7.7% |
0.0176 |
1.3% |
18% |
False |
False |
304,085 |
| 60 |
1.4241 |
1.3142 |
0.1099 |
8.2% |
0.0180 |
1.3% |
23% |
False |
False |
311,326 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0175 |
1.3% |
18% |
False |
False |
237,270 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0175 |
1.3% |
18% |
False |
False |
189,921 |
| 120 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0169 |
1.3% |
18% |
False |
False |
158,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3891 |
|
2.618 |
1.3723 |
|
1.618 |
1.3620 |
|
1.000 |
1.3556 |
|
0.618 |
1.3517 |
|
HIGH |
1.3453 |
|
0.618 |
1.3414 |
|
0.500 |
1.3402 |
|
0.382 |
1.3389 |
|
LOW |
1.3350 |
|
0.618 |
1.3286 |
|
1.000 |
1.3247 |
|
1.618 |
1.3183 |
|
2.618 |
1.3080 |
|
4.250 |
1.2912 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3402 |
1.3410 |
| PP |
1.3400 |
1.3405 |
| S1 |
1.3398 |
1.3401 |
|