CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3276 |
1.3212 |
-0.0064 |
-0.5% |
1.3443 |
| High |
1.3276 |
1.3251 |
-0.0025 |
-0.2% |
1.3488 |
| Low |
1.3195 |
1.3068 |
-0.0127 |
-1.0% |
1.3330 |
| Close |
1.3209 |
1.3068 |
-0.0141 |
-1.1% |
1.3389 |
| Range |
0.0081 |
0.0183 |
0.0102 |
125.9% |
0.0158 |
| ATR |
0.0106 |
0.0112 |
0.0005 |
5.2% |
0.0000 |
| Volume |
129 |
113 |
-16 |
-12.4% |
403 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3678 |
1.3556 |
1.3169 |
|
| R3 |
1.3495 |
1.3373 |
1.3118 |
|
| R2 |
1.3312 |
1.3312 |
1.3102 |
|
| R1 |
1.3190 |
1.3190 |
1.3085 |
1.3160 |
| PP |
1.3129 |
1.3129 |
1.3129 |
1.3114 |
| S1 |
1.3007 |
1.3007 |
1.3051 |
1.2977 |
| S2 |
1.2946 |
1.2946 |
1.3034 |
|
| S3 |
1.2763 |
1.2824 |
1.3018 |
|
| S4 |
1.2580 |
1.2641 |
1.2967 |
|
|
| 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 |
1.3068 |
0.0372 |
2.8% |
0.0098 |
0.8% |
0% |
False |
True |
124 |
| 10 |
1.3555 |
1.3068 |
0.0487 |
3.7% |
0.0098 |
0.7% |
0% |
False |
True |
71 |
| 20 |
1.3641 |
1.3068 |
0.0573 |
4.4% |
0.0084 |
0.6% |
0% |
False |
True |
44 |
| 40 |
1.4188 |
1.3068 |
0.1120 |
8.6% |
0.0060 |
0.5% |
0% |
False |
True |
25 |
| 60 |
1.4188 |
1.3068 |
0.1120 |
8.6% |
0.0041 |
0.3% |
0% |
False |
True |
18 |
| 80 |
1.4458 |
1.3068 |
0.1390 |
10.6% |
0.0032 |
0.2% |
0% |
False |
True |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4029 |
|
2.618 |
1.3730 |
|
1.618 |
1.3547 |
|
1.000 |
1.3434 |
|
0.618 |
1.3364 |
|
HIGH |
1.3251 |
|
0.618 |
1.3181 |
|
0.500 |
1.3160 |
|
0.382 |
1.3138 |
|
LOW |
1.3068 |
|
0.618 |
1.2955 |
|
1.000 |
1.2885 |
|
1.618 |
1.2772 |
|
2.618 |
1.2589 |
|
4.250 |
1.2290 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3160 |
1.3239 |
| PP |
1.3129 |
1.3182 |
| S1 |
1.3099 |
1.3125 |
|