CME Euro FX (E) Future March 2012
| 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 |
1.3404 |
1.3414 |
0.0010 |
0.1% |
1.3327 |
| High |
1.3435 |
1.3460 |
0.0025 |
0.2% |
1.3550 |
| Low |
1.3343 |
1.3357 |
0.0014 |
0.1% |
1.3288 |
| Close |
1.3418 |
1.3402 |
-0.0016 |
-0.1% |
1.3414 |
| Range |
0.0092 |
0.0103 |
0.0011 |
12.0% |
0.0262 |
| ATR |
0.0157 |
0.0153 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
4,436 |
10,961 |
6,525 |
147.1% |
23,610 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3662 |
1.3459 |
|
| R3 |
1.3612 |
1.3559 |
1.3430 |
|
| R2 |
1.3509 |
1.3509 |
1.3421 |
|
| R1 |
1.3456 |
1.3456 |
1.3411 |
1.3431 |
| PP |
1.3406 |
1.3406 |
1.3406 |
1.3394 |
| S1 |
1.3353 |
1.3353 |
1.3393 |
1.3328 |
| S2 |
1.3303 |
1.3303 |
1.3383 |
|
| S3 |
1.3200 |
1.3250 |
1.3374 |
|
| S4 |
1.3097 |
1.3147 |
1.3345 |
|
|
| 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 |
1.3343 |
0.0207 |
1.5% |
0.0116 |
0.9% |
29% |
False |
False |
7,221 |
| 10 |
1.3550 |
1.3240 |
0.0310 |
2.3% |
0.0150 |
1.1% |
52% |
False |
False |
4,817 |
| 20 |
1.3844 |
1.3240 |
0.0604 |
4.5% |
0.0154 |
1.2% |
27% |
False |
False |
2,927 |
| 40 |
1.4231 |
1.3240 |
0.0991 |
7.4% |
0.0163 |
1.2% |
16% |
False |
False |
1,809 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0160 |
1.2% |
23% |
False |
False |
1,299 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0142 |
1.1% |
18% |
False |
False |
982 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0127 |
1.0% |
18% |
False |
False |
788 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0111 |
0.8% |
18% |
False |
False |
657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3898 |
|
2.618 |
1.3730 |
|
1.618 |
1.3627 |
|
1.000 |
1.3563 |
|
0.618 |
1.3524 |
|
HIGH |
1.3460 |
|
0.618 |
1.3421 |
|
0.500 |
1.3409 |
|
0.382 |
1.3396 |
|
LOW |
1.3357 |
|
0.618 |
1.3293 |
|
1.000 |
1.3254 |
|
1.618 |
1.3190 |
|
2.618 |
1.3087 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3409 |
1.3420 |
| PP |
1.3406 |
1.3414 |
| S1 |
1.3404 |
1.3408 |
|