CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3173 |
1.3033 |
-0.0140 |
-1.1% |
1.3407 |
| High |
1.3237 |
1.3065 |
-0.0172 |
-1.3% |
1.3487 |
| Low |
1.3009 |
1.2945 |
-0.0064 |
-0.5% |
1.3281 |
| Close |
1.3038 |
1.2975 |
-0.0063 |
-0.5% |
1.3371 |
| Range |
0.0228 |
0.0120 |
-0.0108 |
-47.4% |
0.0206 |
| ATR |
0.0172 |
0.0168 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
379,584 |
270,557 |
-109,027 |
-28.7% |
1,335,920 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3355 |
1.3285 |
1.3041 |
|
| R3 |
1.3235 |
1.3165 |
1.3008 |
|
| R2 |
1.3115 |
1.3115 |
1.2997 |
|
| R1 |
1.3045 |
1.3045 |
1.2986 |
1.3020 |
| PP |
1.2995 |
1.2995 |
1.2995 |
1.2983 |
| S1 |
1.2925 |
1.2925 |
1.2964 |
1.2900 |
| S2 |
1.2875 |
1.2875 |
1.2953 |
|
| S3 |
1.2755 |
1.2805 |
1.2942 |
|
| S4 |
1.2635 |
1.2685 |
1.2909 |
|
|
| 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 |
1.2945 |
0.0516 |
4.0% |
0.0178 |
1.4% |
6% |
False |
True |
304,542 |
| 10 |
1.3550 |
1.2945 |
0.0605 |
4.7% |
0.0149 |
1.2% |
5% |
False |
True |
279,485 |
| 20 |
1.3614 |
1.2945 |
0.0669 |
5.2% |
0.0155 |
1.2% |
4% |
False |
True |
289,919 |
| 40 |
1.4241 |
1.2945 |
0.1296 |
10.0% |
0.0175 |
1.4% |
2% |
False |
True |
304,716 |
| 60 |
1.4241 |
1.2945 |
0.1296 |
10.0% |
0.0180 |
1.4% |
2% |
False |
True |
315,394 |
| 80 |
1.4558 |
1.2945 |
0.1613 |
12.4% |
0.0177 |
1.4% |
2% |
False |
True |
256,263 |
| 100 |
1.4558 |
1.2945 |
0.1613 |
12.4% |
0.0177 |
1.4% |
2% |
False |
True |
205,138 |
| 120 |
1.4558 |
1.2945 |
0.1613 |
12.4% |
0.0171 |
1.3% |
2% |
False |
True |
170,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3575 |
|
2.618 |
1.3379 |
|
1.618 |
1.3259 |
|
1.000 |
1.3185 |
|
0.618 |
1.3139 |
|
HIGH |
1.3065 |
|
0.618 |
1.3019 |
|
0.500 |
1.3005 |
|
0.382 |
1.2991 |
|
LOW |
1.2945 |
|
0.618 |
1.2871 |
|
1.000 |
1.2825 |
|
1.618 |
1.2751 |
|
2.618 |
1.2631 |
|
4.250 |
1.2435 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3005 |
1.3161 |
| PP |
1.2995 |
1.3099 |
| S1 |
1.2985 |
1.3037 |
|