CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3276 |
-0.0134 |
-1.0% |
1.3443 |
| High |
1.3410 |
1.3276 |
-0.0134 |
-1.0% |
1.3488 |
| Low |
1.3359 |
1.3195 |
-0.0164 |
-1.2% |
1.3330 |
| Close |
1.3389 |
1.3209 |
-0.0180 |
-1.3% |
1.3389 |
| Range |
0.0051 |
0.0081 |
0.0030 |
58.8% |
0.0158 |
| ATR |
0.0099 |
0.0106 |
0.0007 |
6.8% |
0.0000 |
| Volume |
348 |
129 |
-219 |
-62.9% |
403 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3420 |
1.3254 |
|
| R3 |
1.3389 |
1.3339 |
1.3231 |
|
| R2 |
1.3308 |
1.3308 |
1.3224 |
|
| R1 |
1.3258 |
1.3258 |
1.3216 |
1.3243 |
| PP |
1.3227 |
1.3227 |
1.3227 |
1.3219 |
| S1 |
1.3177 |
1.3177 |
1.3202 |
1.3162 |
| S2 |
1.3146 |
1.3146 |
1.3194 |
|
| S3 |
1.3065 |
1.3096 |
1.3187 |
|
| S4 |
1.2984 |
1.3015 |
1.3164 |
|
|
| 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 |
1.3440 |
1.3195 |
0.0245 |
1.9% |
0.0068 |
0.5% |
6% |
False |
True |
105 |
| 10 |
1.3555 |
1.3195 |
0.0360 |
2.7% |
0.0084 |
0.6% |
4% |
False |
True |
65 |
| 20 |
1.3762 |
1.3195 |
0.0567 |
4.3% |
0.0083 |
0.6% |
2% |
False |
True |
39 |
| 40 |
1.4188 |
1.3195 |
0.0993 |
7.5% |
0.0055 |
0.4% |
1% |
False |
True |
22 |
| 60 |
1.4188 |
1.3195 |
0.0993 |
7.5% |
0.0038 |
0.3% |
1% |
False |
True |
16 |
| 80 |
1.4458 |
1.3195 |
0.1263 |
9.6% |
0.0030 |
0.2% |
1% |
False |
True |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3620 |
|
2.618 |
1.3488 |
|
1.618 |
1.3407 |
|
1.000 |
1.3357 |
|
0.618 |
1.3326 |
|
HIGH |
1.3276 |
|
0.618 |
1.3245 |
|
0.500 |
1.3236 |
|
0.382 |
1.3226 |
|
LOW |
1.3195 |
|
0.618 |
1.3145 |
|
1.000 |
1.3114 |
|
1.618 |
1.3064 |
|
2.618 |
1.2983 |
|
4.250 |
1.2851 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3236 |
1.3318 |
| PP |
1.3227 |
1.3281 |
| S1 |
1.3218 |
1.3245 |
|