CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3081 |
1.2954 |
-0.0127 |
-1.0% |
1.3047 |
| High |
1.3095 |
1.2979 |
-0.0116 |
-0.9% |
1.3224 |
| Low |
1.2924 |
1.2869 |
-0.0055 |
-0.4% |
1.2993 |
| Close |
1.2953 |
1.2947 |
-0.0006 |
0.0% |
1.3071 |
| Range |
0.0171 |
0.0110 |
-0.0061 |
-35.7% |
0.0231 |
| ATR |
0.0133 |
0.0132 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
166,275 |
135,846 |
-30,429 |
-18.3% |
777,747 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3214 |
1.3008 |
|
| R3 |
1.3152 |
1.3104 |
1.2977 |
|
| R2 |
1.3042 |
1.3042 |
1.2967 |
|
| R1 |
1.2994 |
1.2994 |
1.2957 |
1.2963 |
| PP |
1.2932 |
1.2932 |
1.2932 |
1.2916 |
| S1 |
1.2884 |
1.2884 |
1.2937 |
1.2853 |
| S2 |
1.2822 |
1.2822 |
1.2927 |
|
| S3 |
1.2712 |
1.2774 |
1.2917 |
|
| S4 |
1.2602 |
1.2664 |
1.2887 |
|
|
| 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 |
1.3133 |
1.2869 |
0.0264 |
2.0% |
0.0096 |
0.7% |
30% |
False |
True |
104,658 |
| 10 |
1.3224 |
1.2869 |
0.0355 |
2.7% |
0.0105 |
0.8% |
22% |
False |
True |
144,111 |
| 20 |
1.3550 |
1.2869 |
0.0681 |
5.3% |
0.0125 |
1.0% |
11% |
False |
True |
93,848 |
| 40 |
1.3874 |
1.2869 |
0.1005 |
7.8% |
0.0145 |
1.1% |
8% |
False |
True |
47,605 |
| 60 |
1.4231 |
1.2869 |
0.1362 |
10.5% |
0.0156 |
1.2% |
6% |
False |
True |
31,939 |
| 80 |
1.4231 |
1.2869 |
0.1362 |
10.5% |
0.0154 |
1.2% |
6% |
False |
True |
23,991 |
| 100 |
1.4472 |
1.2869 |
0.1603 |
12.4% |
0.0137 |
1.1% |
5% |
False |
True |
19,195 |
| 120 |
1.4472 |
1.2869 |
0.1603 |
12.4% |
0.0124 |
1.0% |
5% |
False |
True |
15,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3447 |
|
2.618 |
1.3267 |
|
1.618 |
1.3157 |
|
1.000 |
1.3089 |
|
0.618 |
1.3047 |
|
HIGH |
1.2979 |
|
0.618 |
1.2937 |
|
0.500 |
1.2924 |
|
0.382 |
1.2911 |
|
LOW |
1.2869 |
|
0.618 |
1.2801 |
|
1.000 |
1.2759 |
|
1.618 |
1.2691 |
|
2.618 |
1.2581 |
|
4.250 |
1.2402 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2939 |
1.2983 |
| PP |
1.2932 |
1.2971 |
| S1 |
1.2924 |
1.2959 |
|