CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3361 |
1.3173 |
-0.0188 |
-1.4% |
1.3407 |
| High |
1.3377 |
1.3237 |
-0.0140 |
-1.0% |
1.3487 |
| Low |
1.3163 |
1.3009 |
-0.0154 |
-1.2% |
1.3281 |
| Close |
1.3186 |
1.3038 |
-0.0148 |
-1.1% |
1.3371 |
| Range |
0.0214 |
0.0228 |
0.0014 |
6.5% |
0.0206 |
| ATR |
0.0167 |
0.0172 |
0.0004 |
2.6% |
0.0000 |
| Volume |
257,317 |
379,584 |
122,267 |
47.5% |
1,335,920 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3779 |
1.3636 |
1.3163 |
|
| R3 |
1.3551 |
1.3408 |
1.3101 |
|
| R2 |
1.3323 |
1.3323 |
1.3080 |
|
| R1 |
1.3180 |
1.3180 |
1.3059 |
1.3138 |
| PP |
1.3095 |
1.3095 |
1.3095 |
1.3073 |
| S1 |
1.2952 |
1.2952 |
1.3017 |
1.2910 |
| S2 |
1.2867 |
1.2867 |
1.2996 |
|
| S3 |
1.2639 |
1.2724 |
1.2975 |
|
| S4 |
1.2411 |
1.2496 |
1.2913 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3998 |
1.3890 |
1.3484 |
|
| R3 |
1.3792 |
1.3684 |
1.3428 |
|
| R2 |
1.3586 |
1.3586 |
1.3409 |
|
| R1 |
1.3478 |
1.3478 |
1.3390 |
1.3429 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3355 |
| S1 |
1.3272 |
1.3272 |
1.3352 |
1.3223 |
| S2 |
1.3174 |
1.3174 |
1.3333 |
|
| S3 |
1.2968 |
1.3066 |
1.3314 |
|
| S4 |
1.2762 |
1.2860 |
1.3258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3461 |
1.3009 |
0.0452 |
3.5% |
0.0174 |
1.3% |
6% |
False |
True |
300,604 |
| 10 |
1.3550 |
1.3009 |
0.0541 |
4.1% |
0.0165 |
1.3% |
5% |
False |
True |
295,320 |
| 20 |
1.3640 |
1.3009 |
0.0631 |
4.8% |
0.0156 |
1.2% |
5% |
False |
True |
289,358 |
| 40 |
1.4241 |
1.3009 |
0.1232 |
9.4% |
0.0177 |
1.4% |
2% |
False |
True |
306,227 |
| 60 |
1.4241 |
1.3009 |
0.1232 |
9.4% |
0.0181 |
1.4% |
2% |
False |
True |
315,974 |
| 80 |
1.4558 |
1.3009 |
0.1549 |
11.9% |
0.0176 |
1.4% |
2% |
False |
True |
252,888 |
| 100 |
1.4558 |
1.3009 |
0.1549 |
11.9% |
0.0177 |
1.4% |
2% |
False |
True |
202,436 |
| 120 |
1.4558 |
1.3009 |
0.1549 |
11.9% |
0.0172 |
1.3% |
2% |
False |
True |
168,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4206 |
|
2.618 |
1.3834 |
|
1.618 |
1.3606 |
|
1.000 |
1.3465 |
|
0.618 |
1.3378 |
|
HIGH |
1.3237 |
|
0.618 |
1.3150 |
|
0.500 |
1.3123 |
|
0.382 |
1.3096 |
|
LOW |
1.3009 |
|
0.618 |
1.2868 |
|
1.000 |
1.2781 |
|
1.618 |
1.2640 |
|
2.618 |
1.2412 |
|
4.250 |
1.2040 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3123 |
1.3222 |
| PP |
1.3095 |
1.3160 |
| S1 |
1.3066 |
1.3099 |
|