CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3403 |
1.3415 |
0.0012 |
0.1% |
1.3315 |
| High |
1.3453 |
1.3461 |
0.0008 |
0.1% |
1.3550 |
| Low |
1.3350 |
1.3288 |
-0.0062 |
-0.5% |
1.3260 |
| Close |
1.3396 |
1.3336 |
-0.0060 |
-0.4% |
1.3404 |
| Range |
0.0103 |
0.0173 |
0.0070 |
68.0% |
0.0290 |
| ATR |
0.0164 |
0.0164 |
0.0001 |
0.4% |
0.0000 |
| Volume |
250,865 |
330,511 |
79,646 |
31.7% |
1,513,652 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3881 |
1.3781 |
1.3431 |
|
| R3 |
1.3708 |
1.3608 |
1.3384 |
|
| R2 |
1.3535 |
1.3535 |
1.3368 |
|
| R1 |
1.3435 |
1.3435 |
1.3352 |
1.3399 |
| PP |
1.3362 |
1.3362 |
1.3362 |
1.3343 |
| S1 |
1.3262 |
1.3262 |
1.3320 |
1.3226 |
| S2 |
1.3189 |
1.3189 |
1.3304 |
|
| S3 |
1.3016 |
1.3089 |
1.3288 |
|
| S4 |
1.2843 |
1.2916 |
1.3241 |
|
|
| 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 |
1.3288 |
0.0262 |
2.0% |
0.0135 |
1.0% |
18% |
False |
True |
265,396 |
| 10 |
1.3550 |
1.3212 |
0.0338 |
2.5% |
0.0154 |
1.2% |
37% |
False |
False |
286,358 |
| 20 |
1.3795 |
1.3212 |
0.0583 |
4.4% |
0.0156 |
1.2% |
21% |
False |
False |
282,788 |
| 40 |
1.4241 |
1.3212 |
0.1029 |
7.7% |
0.0174 |
1.3% |
12% |
False |
False |
304,529 |
| 60 |
1.4241 |
1.3142 |
0.1099 |
8.2% |
0.0179 |
1.3% |
18% |
False |
False |
314,394 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0176 |
1.3% |
14% |
False |
False |
241,395 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0176 |
1.3% |
14% |
False |
False |
193,225 |
| 120 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0170 |
1.3% |
14% |
False |
False |
161,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4196 |
|
2.618 |
1.3914 |
|
1.618 |
1.3741 |
|
1.000 |
1.3634 |
|
0.618 |
1.3568 |
|
HIGH |
1.3461 |
|
0.618 |
1.3395 |
|
0.500 |
1.3375 |
|
0.382 |
1.3354 |
|
LOW |
1.3288 |
|
0.618 |
1.3181 |
|
1.000 |
1.3115 |
|
1.618 |
1.3008 |
|
2.618 |
1.2835 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3375 |
1.3375 |
| PP |
1.3362 |
1.3362 |
| S1 |
1.3349 |
1.3349 |
|