CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3045 |
1.3025 |
-0.0020 |
-0.2% |
1.3443 |
| High |
1.3080 |
1.3095 |
0.0015 |
0.1% |
1.3488 |
| Low |
1.2997 |
1.3010 |
0.0013 |
0.1% |
1.3330 |
| Close |
1.3011 |
1.3039 |
0.0028 |
0.2% |
1.3389 |
| Range |
0.0083 |
0.0085 |
0.0002 |
2.4% |
0.0158 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
111 |
155 |
44 |
39.6% |
403 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3303 |
1.3256 |
1.3086 |
|
| R3 |
1.3218 |
1.3171 |
1.3062 |
|
| R2 |
1.3133 |
1.3133 |
1.3055 |
|
| R1 |
1.3086 |
1.3086 |
1.3047 |
1.3110 |
| PP |
1.3048 |
1.3048 |
1.3048 |
1.3060 |
| S1 |
1.3001 |
1.3001 |
1.3031 |
1.3025 |
| S2 |
1.2963 |
1.2963 |
1.3023 |
|
| S3 |
1.2878 |
1.2916 |
1.3016 |
|
| S4 |
1.2793 |
1.2831 |
1.2992 |
|
|
| 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 |
1.3410 |
1.2997 |
0.0413 |
3.2% |
0.0097 |
0.7% |
10% |
False |
False |
171 |
| 10 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0095 |
0.7% |
8% |
False |
False |
91 |
| 20 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0083 |
0.6% |
8% |
False |
False |
55 |
| 40 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0064 |
0.5% |
4% |
False |
False |
31 |
| 60 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0043 |
0.3% |
4% |
False |
False |
22 |
| 80 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0034 |
0.3% |
3% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3456 |
|
2.618 |
1.3318 |
|
1.618 |
1.3233 |
|
1.000 |
1.3180 |
|
0.618 |
1.3148 |
|
HIGH |
1.3095 |
|
0.618 |
1.3063 |
|
0.500 |
1.3053 |
|
0.382 |
1.3042 |
|
LOW |
1.3010 |
|
0.618 |
1.2957 |
|
1.000 |
1.2925 |
|
1.618 |
1.2872 |
|
2.618 |
1.2787 |
|
4.250 |
1.2649 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3053 |
1.3124 |
| PP |
1.3048 |
1.3096 |
| S1 |
1.3044 |
1.3067 |
|