CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3450 |
1.3476 |
0.0026 |
0.2% |
1.3327 |
| High |
1.3530 |
1.3550 |
0.0020 |
0.1% |
1.3550 |
| Low |
1.3433 |
1.3374 |
-0.0059 |
-0.4% |
1.3288 |
| Close |
1.3465 |
1.3414 |
-0.0051 |
-0.4% |
1.3414 |
| Range |
0.0097 |
0.0176 |
0.0079 |
81.4% |
0.0262 |
| ATR |
0.0166 |
0.0166 |
0.0001 |
0.4% |
0.0000 |
| Volume |
8,449 |
6,715 |
-1,734 |
-20.5% |
23,610 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3974 |
1.3870 |
1.3511 |
|
| R3 |
1.3798 |
1.3694 |
1.3462 |
|
| R2 |
1.3622 |
1.3622 |
1.3446 |
|
| R1 |
1.3518 |
1.3518 |
1.3430 |
1.3482 |
| PP |
1.3446 |
1.3446 |
1.3446 |
1.3428 |
| S1 |
1.3342 |
1.3342 |
1.3398 |
1.3306 |
| S2 |
1.3270 |
1.3270 |
1.3382 |
|
| S3 |
1.3094 |
1.3166 |
1.3366 |
|
| S4 |
1.2918 |
1.2990 |
1.3317 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4203 |
1.4071 |
1.3558 |
|
| R3 |
1.3941 |
1.3809 |
1.3486 |
|
| R2 |
1.3679 |
1.3679 |
1.3462 |
|
| R1 |
1.3547 |
1.3547 |
1.3438 |
1.3613 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3451 |
| S1 |
1.3285 |
1.3285 |
1.3390 |
1.3351 |
| S2 |
1.3155 |
1.3155 |
1.3366 |
|
| S3 |
1.2893 |
1.3023 |
1.3342 |
|
| S4 |
1.2631 |
1.2761 |
1.3270 |
|
|
| 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% |
0.0161 |
1.2% |
48% |
True |
False |
4,722 |
| 10 |
1.3625 |
1.3240 |
0.0385 |
2.9% |
0.0155 |
1.2% |
45% |
False |
False |
3,112 |
| 20 |
1.3874 |
1.3240 |
0.0634 |
4.7% |
0.0159 |
1.2% |
27% |
False |
False |
2,023 |
| 40 |
1.4231 |
1.3240 |
0.0991 |
7.4% |
0.0169 |
1.3% |
18% |
False |
False |
1,322 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0165 |
1.2% |
24% |
False |
False |
956 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0139 |
1.0% |
19% |
False |
False |
721 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0125 |
0.9% |
19% |
False |
False |
578 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0110 |
0.8% |
19% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4298 |
|
2.618 |
1.4011 |
|
1.618 |
1.3835 |
|
1.000 |
1.3726 |
|
0.618 |
1.3659 |
|
HIGH |
1.3550 |
|
0.618 |
1.3483 |
|
0.500 |
1.3462 |
|
0.382 |
1.3441 |
|
LOW |
1.3374 |
|
0.618 |
1.3265 |
|
1.000 |
1.3198 |
|
1.618 |
1.3089 |
|
2.618 |
1.2913 |
|
4.250 |
1.2626 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3462 |
1.3419 |
| PP |
1.3446 |
1.3417 |
| S1 |
1.3430 |
1.3416 |
|