CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3522 |
1.3443 |
-0.0079 |
-0.6% |
1.3390 |
| High |
1.3555 |
1.3488 |
-0.0067 |
-0.5% |
1.3555 |
| Low |
1.3383 |
1.3399 |
0.0016 |
0.1% |
1.3341 |
| Close |
1.3420 |
1.3415 |
-0.0005 |
0.0% |
1.3420 |
| Range |
0.0172 |
0.0089 |
-0.0083 |
-48.3% |
0.0214 |
| ATR |
0.0110 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
123 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3701 |
1.3647 |
1.3464 |
|
| R3 |
1.3612 |
1.3558 |
1.3439 |
|
| R2 |
1.3523 |
1.3523 |
1.3431 |
|
| R1 |
1.3469 |
1.3469 |
1.3423 |
1.3452 |
| PP |
1.3434 |
1.3434 |
1.3434 |
1.3425 |
| S1 |
1.3380 |
1.3380 |
1.3407 |
1.3363 |
| S2 |
1.3345 |
1.3345 |
1.3399 |
|
| S3 |
1.3256 |
1.3291 |
1.3391 |
|
| S4 |
1.3167 |
1.3202 |
1.3366 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4081 |
1.3964 |
1.3538 |
|
| R3 |
1.3867 |
1.3750 |
1.3479 |
|
| R2 |
1.3653 |
1.3653 |
1.3459 |
|
| R1 |
1.3536 |
1.3536 |
1.3440 |
1.3595 |
| PP |
1.3439 |
1.3439 |
1.3439 |
1.3468 |
| S1 |
1.3322 |
1.3322 |
1.3400 |
1.3381 |
| S2 |
1.3225 |
1.3225 |
1.3381 |
|
| S3 |
1.3011 |
1.3108 |
1.3361 |
|
| S4 |
1.2797 |
1.2894 |
1.3302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3555 |
1.3350 |
0.0205 |
1.5% |
0.0101 |
0.8% |
32% |
False |
False |
24 |
| 10 |
1.3555 |
1.3260 |
0.0295 |
2.2% |
0.0087 |
0.6% |
53% |
False |
False |
16 |
| 20 |
1.3843 |
1.3260 |
0.0583 |
4.3% |
0.0089 |
0.7% |
27% |
False |
False |
15 |
| 40 |
1.4188 |
1.3260 |
0.0928 |
6.9% |
0.0047 |
0.3% |
17% |
False |
False |
9 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0033 |
0.2% |
20% |
False |
False |
7 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.2% |
0.0027 |
0.2% |
16% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3866 |
|
2.618 |
1.3721 |
|
1.618 |
1.3632 |
|
1.000 |
1.3577 |
|
0.618 |
1.3543 |
|
HIGH |
1.3488 |
|
0.618 |
1.3454 |
|
0.500 |
1.3444 |
|
0.382 |
1.3433 |
|
LOW |
1.3399 |
|
0.618 |
1.3344 |
|
1.000 |
1.3310 |
|
1.618 |
1.3255 |
|
2.618 |
1.3166 |
|
4.250 |
1.3021 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3444 |
1.3469 |
| PP |
1.3434 |
1.3451 |
| S1 |
1.3425 |
1.3433 |
|