CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3031 |
1.3047 |
0.0016 |
0.1% |
1.3370 |
| High |
1.3096 |
1.3055 |
-0.0041 |
-0.3% |
1.3386 |
| Low |
1.3006 |
1.2993 |
-0.0013 |
-0.1% |
1.2965 |
| Close |
1.3037 |
1.3026 |
-0.0011 |
-0.1% |
1.3037 |
| Range |
0.0090 |
0.0062 |
-0.0028 |
-31.1% |
0.0421 |
| ATR |
0.0151 |
0.0144 |
-0.0006 |
-4.2% |
0.0000 |
| Volume |
222,241 |
142,251 |
-79,990 |
-36.0% |
701,356 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3211 |
1.3180 |
1.3060 |
|
| R3 |
1.3149 |
1.3118 |
1.3043 |
|
| R2 |
1.3087 |
1.3087 |
1.3037 |
|
| R1 |
1.3056 |
1.3056 |
1.3032 |
1.3041 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3017 |
| S1 |
1.2994 |
1.2994 |
1.3020 |
1.2979 |
| S2 |
1.2963 |
1.2963 |
1.3015 |
|
| S3 |
1.2901 |
1.2932 |
1.3009 |
|
| S4 |
1.2839 |
1.2870 |
1.2992 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4392 |
1.4136 |
1.3269 |
|
| R3 |
1.3971 |
1.3715 |
1.3153 |
|
| R2 |
1.3550 |
1.3550 |
1.3114 |
|
| R1 |
1.3294 |
1.3294 |
1.3076 |
1.3212 |
| PP |
1.3129 |
1.3129 |
1.3129 |
1.3088 |
| S1 |
1.2873 |
1.2873 |
1.2998 |
1.2791 |
| S2 |
1.2708 |
1.2708 |
1.2960 |
|
| S3 |
1.2287 |
1.2452 |
1.2921 |
|
| S4 |
1.1866 |
1.2031 |
1.2805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3254 |
1.2965 |
0.0289 |
2.2% |
0.0118 |
0.9% |
21% |
False |
False |
154,559 |
| 10 |
1.3468 |
1.2965 |
0.0503 |
3.9% |
0.0132 |
1.0% |
12% |
False |
False |
91,863 |
| 20 |
1.3576 |
1.2965 |
0.0611 |
4.7% |
0.0141 |
1.1% |
10% |
False |
False |
47,669 |
| 40 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0158 |
1.2% |
5% |
False |
False |
24,287 |
| 60 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0161 |
1.2% |
5% |
False |
False |
16,338 |
| 80 |
1.4472 |
1.2965 |
0.1507 |
11.6% |
0.0150 |
1.2% |
4% |
False |
False |
12,272 |
| 100 |
1.4472 |
1.2965 |
0.1507 |
11.6% |
0.0136 |
1.0% |
4% |
False |
False |
9,820 |
| 120 |
1.4472 |
1.2965 |
0.1507 |
11.6% |
0.0119 |
0.9% |
4% |
False |
False |
8,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3319 |
|
2.618 |
1.3217 |
|
1.618 |
1.3155 |
|
1.000 |
1.3117 |
|
0.618 |
1.3093 |
|
HIGH |
1.3055 |
|
0.618 |
1.3031 |
|
0.500 |
1.3024 |
|
0.382 |
1.3017 |
|
LOW |
1.2993 |
|
0.618 |
1.2955 |
|
1.000 |
1.2931 |
|
1.618 |
1.2893 |
|
2.618 |
1.2831 |
|
4.250 |
1.2730 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3025 |
1.3036 |
| PP |
1.3025 |
1.3033 |
| S1 |
1.3024 |
1.3029 |
|