CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3355 |
1.3483 |
0.0128 |
1.0% |
1.3485 |
| High |
1.3500 |
1.3518 |
0.0018 |
0.1% |
1.3543 |
| Low |
1.3355 |
1.3470 |
0.0115 |
0.9% |
1.3260 |
| Close |
1.3462 |
1.3472 |
0.0010 |
0.1% |
1.3278 |
| Range |
0.0145 |
0.0048 |
-0.0097 |
-66.9% |
0.0283 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
6 |
61 |
55 |
916.7% |
34 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3631 |
1.3599 |
1.3498 |
|
| R3 |
1.3583 |
1.3551 |
1.3485 |
|
| R2 |
1.3535 |
1.3535 |
1.3481 |
|
| R1 |
1.3503 |
1.3503 |
1.3476 |
1.3495 |
| PP |
1.3487 |
1.3487 |
1.3487 |
1.3483 |
| S1 |
1.3455 |
1.3455 |
1.3468 |
1.3447 |
| S2 |
1.3439 |
1.3439 |
1.3463 |
|
| S3 |
1.3391 |
1.3407 |
1.3459 |
|
| S4 |
1.3343 |
1.3359 |
1.3446 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4209 |
1.4027 |
1.3434 |
|
| R3 |
1.3926 |
1.3744 |
1.3356 |
|
| R2 |
1.3643 |
1.3643 |
1.3330 |
|
| R1 |
1.3461 |
1.3461 |
1.3304 |
1.3411 |
| PP |
1.3360 |
1.3360 |
1.3360 |
1.3335 |
| S1 |
1.3178 |
1.3178 |
1.3252 |
1.3128 |
| S2 |
1.3077 |
1.3077 |
1.3226 |
|
| S3 |
1.2794 |
1.2895 |
1.3200 |
|
| S4 |
1.2511 |
1.2612 |
1.3122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3518 |
1.3260 |
0.0258 |
1.9% |
0.0092 |
0.7% |
82% |
True |
False |
26 |
| 10 |
1.3555 |
1.3260 |
0.0295 |
2.2% |
0.0070 |
0.5% |
72% |
False |
False |
18 |
| 20 |
1.3843 |
1.3260 |
0.0583 |
4.3% |
0.0077 |
0.6% |
36% |
False |
False |
15 |
| 40 |
1.4188 |
1.3260 |
0.0928 |
6.9% |
0.0040 |
0.3% |
23% |
False |
False |
9 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0029 |
0.2% |
26% |
False |
False |
7 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.2% |
0.0024 |
0.2% |
20% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3722 |
|
2.618 |
1.3644 |
|
1.618 |
1.3596 |
|
1.000 |
1.3566 |
|
0.618 |
1.3548 |
|
HIGH |
1.3518 |
|
0.618 |
1.3500 |
|
0.500 |
1.3494 |
|
0.382 |
1.3488 |
|
LOW |
1.3470 |
|
0.618 |
1.3440 |
|
1.000 |
1.3422 |
|
1.618 |
1.3392 |
|
2.618 |
1.3344 |
|
4.250 |
1.3266 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3494 |
1.3459 |
| PP |
1.3487 |
1.3447 |
| S1 |
1.3479 |
1.3434 |
|