CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3069 |
1.3101 |
0.0032 |
0.2% |
1.3042 |
| High |
1.3133 |
1.3110 |
-0.0023 |
-0.2% |
1.3237 |
| Low |
1.3048 |
1.3061 |
0.0013 |
0.1% |
1.3010 |
| Close |
1.3071 |
1.3086 |
0.0015 |
0.1% |
1.3086 |
| Range |
0.0085 |
0.0049 |
-0.0036 |
-42.4% |
0.0227 |
| ATR |
0.0107 |
0.0103 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
324 |
52 |
-272 |
-84.0% |
705 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3233 |
1.3208 |
1.3113 |
|
| R3 |
1.3184 |
1.3159 |
1.3099 |
|
| R2 |
1.3135 |
1.3135 |
1.3095 |
|
| R1 |
1.3110 |
1.3110 |
1.3090 |
1.3098 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3080 |
| S1 |
1.3061 |
1.3061 |
1.3082 |
1.3049 |
| S2 |
1.3037 |
1.3037 |
1.3077 |
|
| S3 |
1.2988 |
1.3012 |
1.3073 |
|
| S4 |
1.2939 |
1.2963 |
1.3059 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3792 |
1.3666 |
1.3211 |
|
| R3 |
1.3565 |
1.3439 |
1.3148 |
|
| R2 |
1.3338 |
1.3338 |
1.3128 |
|
| R1 |
1.3212 |
1.3212 |
1.3107 |
1.3275 |
| PP |
1.3111 |
1.3111 |
1.3111 |
1.3143 |
| S1 |
1.2985 |
1.2985 |
1.3065 |
1.3048 |
| S2 |
1.2884 |
1.2884 |
1.3044 |
|
| S3 |
1.2657 |
1.2758 |
1.3024 |
|
| S4 |
1.2430 |
1.2531 |
1.2961 |
|
|
| 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% |
0.0095 |
0.7% |
33% |
False |
False |
141 |
| 10 |
1.3276 |
1.2997 |
0.0279 |
2.1% |
0.0099 |
0.8% |
32% |
False |
False |
146 |
| 20 |
1.3555 |
1.2997 |
0.0558 |
4.3% |
0.0091 |
0.7% |
16% |
False |
False |
99 |
| 40 |
1.4165 |
1.2997 |
0.1168 |
8.9% |
0.0077 |
0.6% |
8% |
False |
False |
55 |
| 60 |
1.4188 |
1.2997 |
0.1191 |
9.1% |
0.0052 |
0.4% |
7% |
False |
False |
37 |
| 80 |
1.4235 |
1.2997 |
0.1238 |
9.5% |
0.0041 |
0.3% |
7% |
False |
False |
29 |
| 100 |
1.4458 |
1.2997 |
0.1461 |
11.2% |
0.0034 |
0.3% |
6% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3318 |
|
2.618 |
1.3238 |
|
1.618 |
1.3189 |
|
1.000 |
1.3159 |
|
0.618 |
1.3140 |
|
HIGH |
1.3110 |
|
0.618 |
1.3091 |
|
0.500 |
1.3086 |
|
0.382 |
1.3080 |
|
LOW |
1.3061 |
|
0.618 |
1.3031 |
|
1.000 |
1.3012 |
|
1.618 |
1.2982 |
|
2.618 |
1.2933 |
|
4.250 |
1.2853 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3086 |
1.3143 |
| PP |
1.3086 |
1.3124 |
| S1 |
1.3086 |
1.3105 |
|