CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3155 |
1.3069 |
-0.0086 |
-0.7% |
1.3276 |
| High |
1.3237 |
1.3133 |
-0.0104 |
-0.8% |
1.3276 |
| Low |
1.3058 |
1.3048 |
-0.0010 |
-0.1% |
1.2997 |
| Close |
1.3070 |
1.3071 |
0.0001 |
0.0% |
1.3048 |
| Range |
0.0179 |
0.0085 |
-0.0094 |
-52.5% |
0.0279 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
91 |
324 |
233 |
256.0% |
764 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3339 |
1.3290 |
1.3118 |
|
| R3 |
1.3254 |
1.3205 |
1.3094 |
|
| R2 |
1.3169 |
1.3169 |
1.3087 |
|
| R1 |
1.3120 |
1.3120 |
1.3079 |
1.3145 |
| PP |
1.3084 |
1.3084 |
1.3084 |
1.3096 |
| S1 |
1.3035 |
1.3035 |
1.3063 |
1.3060 |
| S2 |
1.2999 |
1.2999 |
1.3055 |
|
| S3 |
1.2914 |
1.2950 |
1.3048 |
|
| S4 |
1.2829 |
1.2865 |
1.3024 |
|
|
| 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% |
27% |
False |
False |
181 |
| 10 |
1.3410 |
1.2997 |
0.0413 |
3.2% |
0.0099 |
0.8% |
18% |
False |
False |
176 |
| 20 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0096 |
0.7% |
13% |
False |
False |
97 |
| 40 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0077 |
0.6% |
6% |
False |
False |
54 |
| 60 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0051 |
0.4% |
6% |
False |
False |
37 |
| 80 |
1.4331 |
1.2997 |
0.1334 |
10.2% |
0.0040 |
0.3% |
6% |
False |
False |
28 |
| 100 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0034 |
0.3% |
5% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3494 |
|
2.618 |
1.3356 |
|
1.618 |
1.3271 |
|
1.000 |
1.3218 |
|
0.618 |
1.3186 |
|
HIGH |
1.3133 |
|
0.618 |
1.3101 |
|
0.500 |
1.3091 |
|
0.382 |
1.3080 |
|
LOW |
1.3048 |
|
0.618 |
1.2995 |
|
1.000 |
1.2963 |
|
1.618 |
1.2910 |
|
2.618 |
1.2825 |
|
4.250 |
1.2687 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3091 |
1.3143 |
| PP |
1.3084 |
1.3119 |
| S1 |
1.3078 |
1.3095 |
|