CME Euro FX (E) Future March 2012
| 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 |
1.3370 |
1.3186 |
-0.0184 |
-1.4% |
1.3429 |
| High |
1.3386 |
1.3254 |
-0.0132 |
-1.0% |
1.3496 |
| Low |
1.3177 |
1.3025 |
-0.0152 |
-1.2% |
1.3291 |
| Close |
1.3200 |
1.3055 |
-0.0145 |
-1.1% |
1.3381 |
| Range |
0.0209 |
0.0229 |
0.0020 |
9.6% |
0.0205 |
| ATR |
0.0159 |
0.0164 |
0.0005 |
3.2% |
0.0000 |
| Volume |
70,811 |
145,166 |
74,355 |
105.0% |
80,578 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3798 |
1.3656 |
1.3181 |
|
| R3 |
1.3569 |
1.3427 |
1.3118 |
|
| R2 |
1.3340 |
1.3340 |
1.3097 |
|
| R1 |
1.3198 |
1.3198 |
1.3076 |
1.3155 |
| PP |
1.3111 |
1.3111 |
1.3111 |
1.3090 |
| S1 |
1.2969 |
1.2969 |
1.3034 |
1.2926 |
| S2 |
1.2882 |
1.2882 |
1.3013 |
|
| S3 |
1.2653 |
1.2740 |
1.2992 |
|
| S4 |
1.2424 |
1.2511 |
1.2929 |
|
|
| 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 |
1.3468 |
1.3025 |
0.0443 |
3.4% |
0.0174 |
1.3% |
7% |
False |
True |
57,314 |
| 10 |
1.3550 |
1.3025 |
0.0525 |
4.0% |
0.0161 |
1.2% |
6% |
False |
True |
31,447 |
| 20 |
1.3630 |
1.3025 |
0.0605 |
4.6% |
0.0148 |
1.1% |
5% |
False |
True |
16,531 |
| 40 |
1.4231 |
1.3025 |
0.1206 |
9.2% |
0.0165 |
1.3% |
2% |
False |
True |
8,647 |
| 60 |
1.4231 |
1.3025 |
0.1206 |
9.2% |
0.0165 |
1.3% |
2% |
False |
True |
5,888 |
| 80 |
1.4472 |
1.3025 |
0.1447 |
11.1% |
0.0148 |
1.1% |
2% |
False |
True |
4,427 |
| 100 |
1.4472 |
1.3025 |
0.1447 |
11.1% |
0.0134 |
1.0% |
2% |
False |
True |
3,544 |
| 120 |
1.4472 |
1.3025 |
0.1447 |
11.1% |
0.0118 |
0.9% |
2% |
False |
True |
2,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4227 |
|
2.618 |
1.3854 |
|
1.618 |
1.3625 |
|
1.000 |
1.3483 |
|
0.618 |
1.3396 |
|
HIGH |
1.3254 |
|
0.618 |
1.3167 |
|
0.500 |
1.3140 |
|
0.382 |
1.3112 |
|
LOW |
1.3025 |
|
0.618 |
1.2883 |
|
1.000 |
1.2796 |
|
1.618 |
1.2654 |
|
2.618 |
1.2425 |
|
4.250 |
1.2052 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3140 |
1.3236 |
| PP |
1.3111 |
1.3176 |
| S1 |
1.3083 |
1.3115 |
|