CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3443 |
1.3410 |
-0.0033 |
-0.2% |
1.3390 |
| High |
1.3488 |
1.3423 |
-0.0065 |
-0.5% |
1.3555 |
| Low |
1.3399 |
1.3391 |
-0.0008 |
-0.1% |
1.3341 |
| Close |
1.3415 |
1.3423 |
0.0008 |
0.1% |
1.3420 |
| Range |
0.0089 |
0.0032 |
-0.0057 |
-64.0% |
0.0214 |
| ATR |
0.0109 |
0.0103 |
-0.0005 |
-5.0% |
0.0000 |
| Volume |
4 |
18 |
14 |
350.0% |
123 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3508 |
1.3498 |
1.3441 |
|
| R3 |
1.3476 |
1.3466 |
1.3432 |
|
| R2 |
1.3444 |
1.3444 |
1.3429 |
|
| R1 |
1.3434 |
1.3434 |
1.3426 |
1.3439 |
| PP |
1.3412 |
1.3412 |
1.3412 |
1.3415 |
| S1 |
1.3402 |
1.3402 |
1.3420 |
1.3407 |
| S2 |
1.3380 |
1.3380 |
1.3417 |
|
| S3 |
1.3348 |
1.3370 |
1.3414 |
|
| S4 |
1.3316 |
1.3338 |
1.3405 |
|
|
| 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 |
1.3355 |
0.0200 |
1.5% |
0.0097 |
0.7% |
34% |
False |
False |
18 |
| 10 |
1.3555 |
1.3260 |
0.0295 |
2.2% |
0.0086 |
0.6% |
55% |
False |
False |
16 |
| 20 |
1.3843 |
1.3260 |
0.0583 |
4.3% |
0.0088 |
0.7% |
28% |
False |
False |
16 |
| 40 |
1.4188 |
1.3260 |
0.0928 |
6.9% |
0.0047 |
0.4% |
18% |
False |
False |
10 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0034 |
0.3% |
21% |
False |
False |
8 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.2% |
0.0028 |
0.2% |
16% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3559 |
|
2.618 |
1.3507 |
|
1.618 |
1.3475 |
|
1.000 |
1.3455 |
|
0.618 |
1.3443 |
|
HIGH |
1.3423 |
|
0.618 |
1.3411 |
|
0.500 |
1.3407 |
|
0.382 |
1.3403 |
|
LOW |
1.3391 |
|
0.618 |
1.3371 |
|
1.000 |
1.3359 |
|
1.618 |
1.3339 |
|
2.618 |
1.3307 |
|
4.250 |
1.3255 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3418 |
1.3469 |
| PP |
1.3412 |
1.3454 |
| S1 |
1.3407 |
1.3438 |
|