CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3406 |
1.3410 |
0.0004 |
0.0% |
1.3443 |
| High |
1.3440 |
1.3410 |
-0.0030 |
-0.2% |
1.3488 |
| Low |
1.3330 |
1.3359 |
0.0029 |
0.2% |
1.3330 |
| Close |
1.3350 |
1.3389 |
0.0039 |
0.3% |
1.3389 |
| Range |
0.0110 |
0.0051 |
-0.0059 |
-53.6% |
0.0158 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
11 |
348 |
337 |
3,063.6% |
403 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3539 |
1.3515 |
1.3417 |
|
| R3 |
1.3488 |
1.3464 |
1.3403 |
|
| R2 |
1.3437 |
1.3437 |
1.3398 |
|
| R1 |
1.3413 |
1.3413 |
1.3394 |
1.3400 |
| PP |
1.3386 |
1.3386 |
1.3386 |
1.3379 |
| S1 |
1.3362 |
1.3362 |
1.3384 |
1.3349 |
| S2 |
1.3335 |
1.3335 |
1.3380 |
|
| S3 |
1.3284 |
1.3311 |
1.3375 |
|
| S4 |
1.3233 |
1.3260 |
1.3361 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3876 |
1.3791 |
1.3476 |
|
| R3 |
1.3718 |
1.3633 |
1.3432 |
|
| R2 |
1.3560 |
1.3560 |
1.3418 |
|
| R1 |
1.3475 |
1.3475 |
1.3403 |
1.3439 |
| PP |
1.3402 |
1.3402 |
1.3402 |
1.3384 |
| S1 |
1.3317 |
1.3317 |
1.3375 |
1.3281 |
| S2 |
1.3244 |
1.3244 |
1.3360 |
|
| S3 |
1.3086 |
1.3159 |
1.3346 |
|
| S4 |
1.2928 |
1.3001 |
1.3302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3488 |
1.3330 |
0.0158 |
1.2% |
0.0070 |
0.5% |
37% |
False |
False |
80 |
| 10 |
1.3555 |
1.3330 |
0.0225 |
1.7% |
0.0082 |
0.6% |
26% |
False |
False |
52 |
| 20 |
1.3785 |
1.3260 |
0.0525 |
3.9% |
0.0087 |
0.7% |
25% |
False |
False |
34 |
| 40 |
1.4188 |
1.3260 |
0.0928 |
6.9% |
0.0053 |
0.4% |
14% |
False |
False |
19 |
| 60 |
1.4188 |
1.3221 |
0.0967 |
7.2% |
0.0037 |
0.3% |
17% |
False |
False |
14 |
| 80 |
1.4458 |
1.3221 |
0.1237 |
9.2% |
0.0031 |
0.2% |
14% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3627 |
|
2.618 |
1.3544 |
|
1.618 |
1.3493 |
|
1.000 |
1.3461 |
|
0.618 |
1.3442 |
|
HIGH |
1.3410 |
|
0.618 |
1.3391 |
|
0.500 |
1.3385 |
|
0.382 |
1.3378 |
|
LOW |
1.3359 |
|
0.618 |
1.3327 |
|
1.000 |
1.3308 |
|
1.618 |
1.3276 |
|
2.618 |
1.3225 |
|
4.250 |
1.3142 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3388 |
1.3388 |
| PP |
1.3386 |
1.3386 |
| S1 |
1.3385 |
1.3385 |
|