CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3062 |
1.3042 |
-0.0020 |
-0.2% |
1.3276 |
| High |
1.3110 |
1.3072 |
-0.0038 |
-0.3% |
1.3276 |
| Low |
1.3026 |
1.3010 |
-0.0016 |
-0.1% |
1.2997 |
| Close |
1.3048 |
1.3036 |
-0.0012 |
-0.1% |
1.3048 |
| Range |
0.0084 |
0.0062 |
-0.0022 |
-26.2% |
0.0279 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
256 |
148 |
-108 |
-42.2% |
764 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3225 |
1.3193 |
1.3070 |
|
| R3 |
1.3163 |
1.3131 |
1.3053 |
|
| R2 |
1.3101 |
1.3101 |
1.3047 |
|
| R1 |
1.3069 |
1.3069 |
1.3042 |
1.3054 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.3032 |
| S1 |
1.3007 |
1.3007 |
1.3030 |
1.2992 |
| S2 |
1.2977 |
1.2977 |
1.3025 |
|
| S3 |
1.2915 |
1.2945 |
1.3019 |
|
| S4 |
1.2853 |
1.2883 |
1.3002 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3944 |
1.3775 |
1.3201 |
|
| R3 |
1.3665 |
1.3496 |
1.3125 |
|
| R2 |
1.3386 |
1.3386 |
1.3099 |
|
| R1 |
1.3217 |
1.3217 |
1.3074 |
1.3162 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3080 |
| S1 |
1.2938 |
1.2938 |
1.3022 |
1.2883 |
| S2 |
1.2828 |
1.2828 |
1.2997 |
|
| S3 |
1.2549 |
1.2659 |
1.2971 |
|
| S4 |
1.2270 |
1.2380 |
1.2895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3251 |
1.2997 |
0.0254 |
1.9% |
0.0099 |
0.8% |
15% |
False |
False |
156 |
| 10 |
1.3440 |
1.2997 |
0.0443 |
3.4% |
0.0084 |
0.6% |
9% |
False |
False |
131 |
| 20 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0085 |
0.7% |
7% |
False |
False |
73 |
| 40 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0068 |
0.5% |
3% |
False |
False |
41 |
| 60 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0045 |
0.3% |
3% |
False |
False |
29 |
| 80 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0036 |
0.3% |
3% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3336 |
|
2.618 |
1.3234 |
|
1.618 |
1.3172 |
|
1.000 |
1.3134 |
|
0.618 |
1.3110 |
|
HIGH |
1.3072 |
|
0.618 |
1.3048 |
|
0.500 |
1.3041 |
|
0.382 |
1.3034 |
|
LOW |
1.3010 |
|
0.618 |
1.2972 |
|
1.000 |
1.2948 |
|
1.618 |
1.2910 |
|
2.618 |
1.2848 |
|
4.250 |
1.2747 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3041 |
1.3060 |
| PP |
1.3039 |
1.3052 |
| S1 |
1.3038 |
1.3044 |
|