CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3212 |
1.3045 |
-0.0167 |
-1.3% |
1.3443 |
| High |
1.3251 |
1.3080 |
-0.0171 |
-1.3% |
1.3488 |
| Low |
1.3068 |
1.2997 |
-0.0071 |
-0.5% |
1.3330 |
| Close |
1.3068 |
1.3011 |
-0.0057 |
-0.4% |
1.3389 |
| Range |
0.0183 |
0.0083 |
-0.0100 |
-54.6% |
0.0158 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
113 |
111 |
-2 |
-1.8% |
403 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3278 |
1.3228 |
1.3057 |
|
| R3 |
1.3195 |
1.3145 |
1.3034 |
|
| R2 |
1.3112 |
1.3112 |
1.3026 |
|
| R1 |
1.3062 |
1.3062 |
1.3019 |
1.3046 |
| PP |
1.3029 |
1.3029 |
1.3029 |
1.3021 |
| S1 |
1.2979 |
1.2979 |
1.3003 |
1.2963 |
| S2 |
1.2946 |
1.2946 |
1.2996 |
|
| S3 |
1.2863 |
1.2896 |
1.2988 |
|
| S4 |
1.2780 |
1.2813 |
1.2965 |
|
|
| 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 |
1.2997 |
0.0443 |
3.4% |
0.0102 |
0.8% |
3% |
False |
True |
142 |
| 10 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0092 |
0.7% |
3% |
False |
True |
82 |
| 20 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0082 |
0.6% |
3% |
False |
True |
48 |
| 40 |
1.4188 |
1.2997 |
0.1191 |
9.2% |
0.0062 |
0.5% |
1% |
False |
True |
28 |
| 60 |
1.4188 |
1.2997 |
0.1191 |
9.2% |
0.0042 |
0.3% |
1% |
False |
True |
20 |
| 80 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0033 |
0.3% |
1% |
False |
True |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3433 |
|
2.618 |
1.3297 |
|
1.618 |
1.3214 |
|
1.000 |
1.3163 |
|
0.618 |
1.3131 |
|
HIGH |
1.3080 |
|
0.618 |
1.3048 |
|
0.500 |
1.3039 |
|
0.382 |
1.3029 |
|
LOW |
1.2997 |
|
0.618 |
1.2946 |
|
1.000 |
1.2914 |
|
1.618 |
1.2863 |
|
2.618 |
1.2780 |
|
4.250 |
1.2644 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3039 |
1.3137 |
| PP |
1.3029 |
1.3095 |
| S1 |
1.3020 |
1.3053 |
|