CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2954 |
1.2961 |
0.0007 |
0.1% |
1.3089 |
| High |
1.2979 |
1.3008 |
0.0029 |
0.2% |
1.3097 |
| Low |
1.2869 |
1.2915 |
0.0046 |
0.4% |
1.2869 |
| Close |
1.2947 |
1.2968 |
0.0021 |
0.2% |
1.2968 |
| Range |
0.0110 |
0.0093 |
-0.0017 |
-15.5% |
0.0228 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
135,846 |
112,465 |
-23,381 |
-17.2% |
414,586 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3243 |
1.3198 |
1.3019 |
|
| R3 |
1.3150 |
1.3105 |
1.2994 |
|
| R2 |
1.3057 |
1.3057 |
1.2985 |
|
| R1 |
1.3012 |
1.3012 |
1.2977 |
1.3035 |
| PP |
1.2964 |
1.2964 |
1.2964 |
1.2975 |
| S1 |
1.2919 |
1.2919 |
1.2959 |
1.2942 |
| S2 |
1.2871 |
1.2871 |
1.2951 |
|
| S3 |
1.2778 |
1.2826 |
1.2942 |
|
| S4 |
1.2685 |
1.2733 |
1.2917 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3662 |
1.3543 |
1.3093 |
|
| R3 |
1.3434 |
1.3315 |
1.3031 |
|
| R2 |
1.3206 |
1.3206 |
1.3010 |
|
| R1 |
1.3087 |
1.3087 |
1.2989 |
1.3033 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.2951 |
| S1 |
1.2859 |
1.2859 |
1.2947 |
1.2805 |
| S2 |
1.2750 |
1.2750 |
1.2926 |
|
| S3 |
1.2522 |
1.2631 |
1.2905 |
|
| S4 |
1.2294 |
1.2403 |
1.2843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3109 |
1.2869 |
0.0240 |
1.9% |
0.0094 |
0.7% |
41% |
False |
False |
98,420 |
| 10 |
1.3224 |
1.2869 |
0.0355 |
2.7% |
0.0105 |
0.8% |
28% |
False |
False |
141,457 |
| 20 |
1.3550 |
1.2869 |
0.0681 |
5.3% |
0.0125 |
1.0% |
15% |
False |
False |
99,049 |
| 40 |
1.3874 |
1.2869 |
0.1005 |
7.7% |
0.0142 |
1.1% |
10% |
False |
False |
50,378 |
| 60 |
1.4231 |
1.2869 |
0.1362 |
10.5% |
0.0155 |
1.2% |
7% |
False |
False |
33,807 |
| 80 |
1.4231 |
1.2869 |
0.1362 |
10.5% |
0.0155 |
1.2% |
7% |
False |
False |
25,397 |
| 100 |
1.4472 |
1.2869 |
0.1603 |
12.4% |
0.0136 |
1.1% |
6% |
False |
False |
20,319 |
| 120 |
1.4472 |
1.2869 |
0.1603 |
12.4% |
0.0125 |
1.0% |
6% |
False |
False |
16,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3403 |
|
2.618 |
1.3251 |
|
1.618 |
1.3158 |
|
1.000 |
1.3101 |
|
0.618 |
1.3065 |
|
HIGH |
1.3008 |
|
0.618 |
1.2972 |
|
0.500 |
1.2962 |
|
0.382 |
1.2951 |
|
LOW |
1.2915 |
|
0.618 |
1.2858 |
|
1.000 |
1.2822 |
|
1.618 |
1.2765 |
|
2.618 |
1.2672 |
|
4.250 |
1.2520 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2966 |
1.2982 |
| PP |
1.2964 |
1.2977 |
| S1 |
1.2962 |
1.2973 |
|