CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3092 |
1.3058 |
-0.0034 |
-0.3% |
1.3370 |
| High |
1.3224 |
1.3133 |
-0.0091 |
-0.7% |
1.3386 |
| Low |
1.3038 |
1.3029 |
-0.0009 |
-0.1% |
1.2965 |
| Close |
1.3057 |
1.3058 |
0.0001 |
0.0% |
1.3037 |
| Range |
0.0186 |
0.0104 |
-0.0082 |
-44.1% |
0.0421 |
| ATR |
0.0147 |
0.0144 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
225,658 |
143,655 |
-82,003 |
-36.3% |
701,356 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3385 |
1.3326 |
1.3115 |
|
| R3 |
1.3281 |
1.3222 |
1.3087 |
|
| R2 |
1.3177 |
1.3177 |
1.3077 |
|
| R1 |
1.3118 |
1.3118 |
1.3068 |
1.3110 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3070 |
| S1 |
1.3014 |
1.3014 |
1.3048 |
1.3006 |
| S2 |
1.2969 |
1.2969 |
1.3039 |
|
| S3 |
1.2865 |
1.2910 |
1.3029 |
|
| S4 |
1.2761 |
1.2806 |
1.3001 |
|
|
| 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 |
1.3224 |
1.2993 |
0.0231 |
1.8% |
0.0116 |
0.9% |
28% |
False |
False |
184,494 |
| 10 |
1.3447 |
1.2965 |
0.0482 |
3.7% |
0.0138 |
1.1% |
19% |
False |
False |
143,583 |
| 20 |
1.3550 |
1.2965 |
0.0585 |
4.5% |
0.0143 |
1.1% |
16% |
False |
False |
75,387 |
| 40 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0159 |
1.2% |
7% |
False |
False |
38,211 |
| 60 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0161 |
1.2% |
7% |
False |
False |
25,619 |
| 80 |
1.4410 |
1.2965 |
0.1445 |
11.1% |
0.0153 |
1.2% |
6% |
False |
False |
19,246 |
| 100 |
1.4472 |
1.2965 |
0.1507 |
11.5% |
0.0138 |
1.1% |
6% |
False |
False |
15,400 |
| 120 |
1.4472 |
1.2965 |
0.1507 |
11.5% |
0.0122 |
0.9% |
6% |
False |
False |
12,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3575 |
|
2.618 |
1.3405 |
|
1.618 |
1.3301 |
|
1.000 |
1.3237 |
|
0.618 |
1.3197 |
|
HIGH |
1.3133 |
|
0.618 |
1.3093 |
|
0.500 |
1.3081 |
|
0.382 |
1.3069 |
|
LOW |
1.3029 |
|
0.618 |
1.2965 |
|
1.000 |
1.2925 |
|
1.618 |
1.2861 |
|
2.618 |
1.2757 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3081 |
1.3114 |
| PP |
1.3073 |
1.3095 |
| S1 |
1.3066 |
1.3077 |
|