CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3101 |
1.3096 |
-0.0005 |
0.0% |
1.3042 |
| High |
1.3104 |
1.3107 |
0.0003 |
0.0% |
1.3237 |
| Low |
1.3099 |
1.2953 |
-0.0146 |
-1.1% |
1.3010 |
| Close |
1.3099 |
1.2971 |
-0.0128 |
-1.0% |
1.3086 |
| Range |
0.0005 |
0.0154 |
0.0149 |
2,980.0% |
0.0227 |
| ATR |
0.0097 |
0.0101 |
0.0004 |
4.2% |
0.0000 |
| Volume |
23 |
6 |
-17 |
-73.9% |
705 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3472 |
1.3376 |
1.3056 |
|
| R3 |
1.3318 |
1.3222 |
1.3013 |
|
| R2 |
1.3164 |
1.3164 |
1.2999 |
|
| R1 |
1.3068 |
1.3068 |
1.2985 |
1.3039 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.2996 |
| S1 |
1.2914 |
1.2914 |
1.2957 |
1.2885 |
| S2 |
1.2856 |
1.2856 |
1.2943 |
|
| S3 |
1.2702 |
1.2760 |
1.2929 |
|
| S4 |
1.2548 |
1.2606 |
1.2886 |
|
|
| 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 |
1.2953 |
0.0284 |
2.2% |
0.0094 |
0.7% |
6% |
False |
True |
99 |
| 10 |
1.3237 |
1.2953 |
0.0284 |
2.2% |
0.0089 |
0.7% |
6% |
False |
True |
125 |
| 20 |
1.3555 |
1.2953 |
0.0602 |
4.6% |
0.0093 |
0.7% |
3% |
False |
True |
98 |
| 40 |
1.3843 |
1.2953 |
0.0890 |
6.9% |
0.0081 |
0.6% |
2% |
False |
True |
55 |
| 60 |
1.4188 |
1.2953 |
0.1235 |
9.5% |
0.0055 |
0.4% |
1% |
False |
True |
38 |
| 80 |
1.4188 |
1.2953 |
0.1235 |
9.5% |
0.0042 |
0.3% |
1% |
False |
True |
29 |
| 100 |
1.4458 |
1.2953 |
0.1505 |
11.6% |
0.0036 |
0.3% |
1% |
False |
True |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3510 |
|
1.618 |
1.3356 |
|
1.000 |
1.3261 |
|
0.618 |
1.3202 |
|
HIGH |
1.3107 |
|
0.618 |
1.3048 |
|
0.500 |
1.3030 |
|
0.382 |
1.3012 |
|
LOW |
1.2953 |
|
0.618 |
1.2858 |
|
1.000 |
1.2799 |
|
1.618 |
1.2704 |
|
2.618 |
1.2550 |
|
4.250 |
1.2299 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3030 |
1.3032 |
| PP |
1.3010 |
1.3011 |
| S1 |
1.2991 |
1.2991 |
|