CME Euro FX (E) Future June 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3096 |
1.2933 |
-0.0163 |
-1.2% |
1.3042 |
| High |
1.3107 |
1.2995 |
-0.0112 |
-0.9% |
1.3237 |
| Low |
1.2953 |
1.2897 |
-0.0056 |
-0.4% |
1.3010 |
| Close |
1.2971 |
1.2965 |
-0.0006 |
0.0% |
1.3086 |
| Range |
0.0154 |
0.0098 |
-0.0056 |
-36.4% |
0.0227 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
6 |
378 |
372 |
6,200.0% |
705 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3246 |
1.3204 |
1.3019 |
|
| R3 |
1.3148 |
1.3106 |
1.2992 |
|
| R2 |
1.3050 |
1.3050 |
1.2983 |
|
| R1 |
1.3008 |
1.3008 |
1.2974 |
1.3029 |
| PP |
1.2952 |
1.2952 |
1.2952 |
1.2963 |
| S1 |
1.2910 |
1.2910 |
1.2956 |
1.2931 |
| S2 |
1.2854 |
1.2854 |
1.2947 |
|
| S3 |
1.2756 |
1.2812 |
1.2938 |
|
| S4 |
1.2658 |
1.2714 |
1.2911 |
|
|
| 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 |
1.3133 |
1.2897 |
0.0236 |
1.8% |
0.0078 |
0.6% |
29% |
False |
True |
156 |
| 10 |
1.3237 |
1.2897 |
0.0340 |
2.6% |
0.0090 |
0.7% |
20% |
False |
True |
152 |
| 20 |
1.3555 |
1.2897 |
0.0658 |
5.1% |
0.0091 |
0.7% |
10% |
False |
True |
117 |
| 40 |
1.3843 |
1.2897 |
0.0946 |
7.3% |
0.0083 |
0.6% |
7% |
False |
True |
64 |
| 60 |
1.4188 |
1.2897 |
0.1291 |
10.0% |
0.0056 |
0.4% |
5% |
False |
True |
44 |
| 80 |
1.4188 |
1.2897 |
0.1291 |
10.0% |
0.0044 |
0.3% |
5% |
False |
True |
34 |
| 100 |
1.4458 |
1.2897 |
0.1561 |
12.0% |
0.0037 |
0.3% |
4% |
False |
True |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3412 |
|
2.618 |
1.3252 |
|
1.618 |
1.3154 |
|
1.000 |
1.3093 |
|
0.618 |
1.3056 |
|
HIGH |
1.2995 |
|
0.618 |
1.2958 |
|
0.500 |
1.2946 |
|
0.382 |
1.2934 |
|
LOW |
1.2897 |
|
0.618 |
1.2836 |
|
1.000 |
1.2799 |
|
1.618 |
1.2738 |
|
2.618 |
1.2640 |
|
4.250 |
1.2481 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2959 |
1.3002 |
| PP |
1.2952 |
1.2990 |
| S1 |
1.2946 |
1.2977 |
|