CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.3155 |
0.0105 |
0.8% |
1.3276 |
| High |
1.3150 |
1.3237 |
0.0087 |
0.7% |
1.3276 |
| Low |
1.3050 |
1.3058 |
0.0008 |
0.1% |
1.2997 |
| Close |
1.3095 |
1.3070 |
-0.0025 |
-0.2% |
1.3048 |
| Range |
0.0100 |
0.0179 |
0.0079 |
79.0% |
0.0279 |
| ATR |
0.0104 |
0.0109 |
0.0005 |
5.2% |
0.0000 |
| Volume |
90 |
91 |
1 |
1.1% |
764 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3659 |
1.3543 |
1.3168 |
|
| R3 |
1.3480 |
1.3364 |
1.3119 |
|
| R2 |
1.3301 |
1.3301 |
1.3103 |
|
| R1 |
1.3185 |
1.3185 |
1.3086 |
1.3154 |
| PP |
1.3122 |
1.3122 |
1.3122 |
1.3106 |
| S1 |
1.3006 |
1.3006 |
1.3054 |
1.2975 |
| S2 |
1.2943 |
1.2943 |
1.3037 |
|
| S3 |
1.2764 |
1.2827 |
1.3021 |
|
| S4 |
1.2585 |
1.2648 |
1.2972 |
|
|
| 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 |
1.3237 |
1.3010 |
0.0227 |
1.7% |
0.0102 |
0.8% |
26% |
True |
False |
148 |
| 10 |
1.3440 |
1.2997 |
0.0443 |
3.4% |
0.0102 |
0.8% |
16% |
False |
False |
145 |
| 20 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0095 |
0.7% |
13% |
False |
False |
81 |
| 40 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0074 |
0.6% |
6% |
False |
False |
46 |
| 60 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0050 |
0.4% |
6% |
False |
False |
31 |
| 80 |
1.4400 |
1.2997 |
0.1403 |
10.7% |
0.0039 |
0.3% |
5% |
False |
False |
24 |
| 100 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0033 |
0.3% |
5% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3998 |
|
2.618 |
1.3706 |
|
1.618 |
1.3527 |
|
1.000 |
1.3416 |
|
0.618 |
1.3348 |
|
HIGH |
1.3237 |
|
0.618 |
1.3169 |
|
0.500 |
1.3148 |
|
0.382 |
1.3126 |
|
LOW |
1.3058 |
|
0.618 |
1.2947 |
|
1.000 |
1.2879 |
|
1.618 |
1.2768 |
|
2.618 |
1.2589 |
|
4.250 |
1.2297 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3148 |
1.3124 |
| PP |
1.3122 |
1.3106 |
| S1 |
1.3096 |
1.3088 |
|