CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3419 |
1.3356 |
-0.0063 |
-0.5% |
1.3429 |
| High |
1.3468 |
1.3447 |
-0.0021 |
-0.2% |
1.3496 |
| Low |
1.3296 |
1.3291 |
-0.0005 |
0.0% |
1.3291 |
| Close |
1.3344 |
1.3381 |
0.0037 |
0.3% |
1.3381 |
| Range |
0.0172 |
0.0156 |
-0.0016 |
-9.3% |
0.0205 |
| ATR |
0.0155 |
0.0155 |
0.0000 |
0.1% |
0.0000 |
| Volume |
25,389 |
34,246 |
8,857 |
34.9% |
80,578 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3841 |
1.3767 |
1.3467 |
|
| R3 |
1.3685 |
1.3611 |
1.3424 |
|
| R2 |
1.3529 |
1.3529 |
1.3410 |
|
| R1 |
1.3455 |
1.3455 |
1.3395 |
1.3492 |
| PP |
1.3373 |
1.3373 |
1.3373 |
1.3392 |
| S1 |
1.3299 |
1.3299 |
1.3367 |
1.3336 |
| S2 |
1.3217 |
1.3217 |
1.3352 |
|
| S3 |
1.3061 |
1.3143 |
1.3338 |
|
| S4 |
1.2905 |
1.2987 |
1.3295 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4004 |
1.3898 |
1.3494 |
|
| R3 |
1.3799 |
1.3693 |
1.3437 |
|
| R2 |
1.3594 |
1.3594 |
1.3419 |
|
| R1 |
1.3488 |
1.3488 |
1.3400 |
1.3439 |
| PP |
1.3389 |
1.3389 |
1.3389 |
1.3365 |
| S1 |
1.3283 |
1.3283 |
1.3362 |
1.3234 |
| S2 |
1.3184 |
1.3184 |
1.3343 |
|
| S3 |
1.2979 |
1.3078 |
1.3325 |
|
| S4 |
1.2774 |
1.2873 |
1.3268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3496 |
1.3291 |
0.0205 |
1.5% |
0.0127 |
0.9% |
44% |
False |
True |
16,115 |
| 10 |
1.3550 |
1.3288 |
0.0262 |
2.0% |
0.0144 |
1.1% |
35% |
False |
False |
10,418 |
| 20 |
1.3798 |
1.3240 |
0.0558 |
4.2% |
0.0147 |
1.1% |
25% |
False |
False |
5,812 |
| 40 |
1.4231 |
1.3240 |
0.0991 |
7.4% |
0.0163 |
1.2% |
14% |
False |
False |
3,284 |
| 60 |
1.4231 |
1.3161 |
0.1070 |
8.0% |
0.0162 |
1.2% |
21% |
False |
False |
2,291 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0144 |
1.1% |
17% |
False |
False |
1,727 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0130 |
1.0% |
17% |
False |
False |
1,384 |
| 120 |
1.4472 |
1.3161 |
0.1311 |
9.8% |
0.0114 |
0.9% |
17% |
False |
False |
1,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4110 |
|
2.618 |
1.3855 |
|
1.618 |
1.3699 |
|
1.000 |
1.3603 |
|
0.618 |
1.3543 |
|
HIGH |
1.3447 |
|
0.618 |
1.3387 |
|
0.500 |
1.3369 |
|
0.382 |
1.3351 |
|
LOW |
1.3291 |
|
0.618 |
1.3195 |
|
1.000 |
1.3135 |
|
1.618 |
1.3039 |
|
2.618 |
1.2883 |
|
4.250 |
1.2628 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3377 |
1.3381 |
| PP |
1.3373 |
1.3380 |
| S1 |
1.3369 |
1.3380 |
|