CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3067 |
1.3089 |
0.0022 |
0.2% |
1.3047 |
| High |
1.3109 |
1.3097 |
-0.0012 |
-0.1% |
1.3224 |
| Low |
1.3040 |
1.3072 |
0.0032 |
0.2% |
1.2993 |
| Close |
1.3071 |
1.3083 |
0.0012 |
0.1% |
1.3071 |
| Range |
0.0069 |
0.0025 |
-0.0044 |
-63.8% |
0.0231 |
| ATR |
0.0139 |
0.0131 |
-0.0008 |
-5.8% |
0.0000 |
| Volume |
77,516 |
0 |
-77,516 |
-100.0% |
777,747 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3159 |
1.3146 |
1.3097 |
|
| R3 |
1.3134 |
1.3121 |
1.3090 |
|
| R2 |
1.3109 |
1.3109 |
1.3088 |
|
| R1 |
1.3096 |
1.3096 |
1.3085 |
1.3090 |
| PP |
1.3084 |
1.3084 |
1.3084 |
1.3081 |
| S1 |
1.3071 |
1.3071 |
1.3081 |
1.3065 |
| S2 |
1.3059 |
1.3059 |
1.3078 |
|
| S3 |
1.3034 |
1.3046 |
1.3076 |
|
| S4 |
1.3009 |
1.3021 |
1.3069 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3789 |
1.3661 |
1.3198 |
|
| R3 |
1.3558 |
1.3430 |
1.3135 |
|
| R2 |
1.3327 |
1.3327 |
1.3113 |
|
| R1 |
1.3199 |
1.3199 |
1.3092 |
1.3263 |
| PP |
1.3096 |
1.3096 |
1.3096 |
1.3128 |
| S1 |
1.2968 |
1.2968 |
1.3050 |
1.3032 |
| S2 |
1.2865 |
1.2865 |
1.3029 |
|
| S3 |
1.2634 |
1.2737 |
1.3007 |
|
| S4 |
1.2403 |
1.2506 |
1.2944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3224 |
1.3003 |
0.0221 |
1.7% |
0.0105 |
0.8% |
36% |
False |
False |
127,099 |
| 10 |
1.3254 |
1.2965 |
0.0289 |
2.2% |
0.0111 |
0.8% |
41% |
False |
False |
140,829 |
| 20 |
1.3550 |
1.2965 |
0.0585 |
4.5% |
0.0132 |
1.0% |
20% |
False |
False |
78,994 |
| 40 |
1.4150 |
1.2965 |
0.1185 |
9.1% |
0.0151 |
1.2% |
10% |
False |
False |
40,088 |
| 60 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0157 |
1.2% |
9% |
False |
False |
26,909 |
| 80 |
1.4231 |
1.2965 |
0.1266 |
9.7% |
0.0153 |
1.2% |
9% |
False |
False |
20,215 |
| 100 |
1.4472 |
1.2965 |
0.1507 |
11.5% |
0.0137 |
1.0% |
8% |
False |
False |
16,174 |
| 120 |
1.4472 |
1.2965 |
0.1507 |
11.5% |
0.0123 |
0.9% |
8% |
False |
False |
13,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3203 |
|
2.618 |
1.3162 |
|
1.618 |
1.3137 |
|
1.000 |
1.3122 |
|
0.618 |
1.3112 |
|
HIGH |
1.3097 |
|
0.618 |
1.3087 |
|
0.500 |
1.3085 |
|
0.382 |
1.3082 |
|
LOW |
1.3072 |
|
0.618 |
1.3057 |
|
1.000 |
1.3047 |
|
1.618 |
1.3032 |
|
2.618 |
1.3007 |
|
4.250 |
1.2966 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3085 |
1.3082 |
| PP |
1.3084 |
1.3082 |
| S1 |
1.3084 |
1.3081 |
|