CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3855 |
1.3693 |
-0.0162 |
-1.2% |
1.3861 |
| High |
1.3866 |
1.3825 |
-0.0041 |
-0.3% |
1.4241 |
| Low |
1.3604 |
1.3633 |
0.0029 |
0.2% |
1.3792 |
| Close |
1.3707 |
1.3757 |
0.0050 |
0.4% |
1.4148 |
| Range |
0.0262 |
0.0192 |
-0.0070 |
-26.7% |
0.0449 |
| ATR |
0.0205 |
0.0204 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
417,737 |
296,578 |
-121,159 |
-29.0% |
1,601,093 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4314 |
1.4228 |
1.3863 |
|
| R3 |
1.4122 |
1.4036 |
1.3810 |
|
| R2 |
1.3930 |
1.3930 |
1.3792 |
|
| R1 |
1.3844 |
1.3844 |
1.3775 |
1.3887 |
| PP |
1.3738 |
1.3738 |
1.3738 |
1.3760 |
| S1 |
1.3652 |
1.3652 |
1.3739 |
1.3695 |
| S2 |
1.3546 |
1.3546 |
1.3722 |
|
| S3 |
1.3354 |
1.3460 |
1.3704 |
|
| S4 |
1.3162 |
1.3268 |
1.3651 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5407 |
1.5227 |
1.4395 |
|
| R3 |
1.4958 |
1.4778 |
1.4271 |
|
| R2 |
1.4509 |
1.4509 |
1.4230 |
|
| R1 |
1.4329 |
1.4329 |
1.4189 |
1.4419 |
| PP |
1.4060 |
1.4060 |
1.4060 |
1.4106 |
| S1 |
1.3880 |
1.3880 |
1.4107 |
1.3970 |
| S2 |
1.3611 |
1.3611 |
1.4066 |
|
| S3 |
1.3162 |
1.3431 |
1.4025 |
|
| S4 |
1.2713 |
1.2982 |
1.3901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4241 |
1.3604 |
0.0637 |
4.6% |
0.0250 |
1.8% |
24% |
False |
False |
339,043 |
| 10 |
1.4241 |
1.3604 |
0.0637 |
4.6% |
0.0206 |
1.5% |
24% |
False |
False |
336,836 |
| 20 |
1.4241 |
1.3235 |
0.1006 |
7.3% |
0.0197 |
1.4% |
52% |
False |
False |
322,945 |
| 40 |
1.4241 |
1.3142 |
0.1099 |
8.0% |
0.0194 |
1.4% |
56% |
False |
False |
298,473 |
| 60 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0180 |
1.3% |
43% |
False |
False |
199,599 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0176 |
1.3% |
43% |
False |
False |
149,807 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.3% |
0.0170 |
1.2% |
43% |
False |
False |
119,886 |
| 120 |
1.4610 |
1.3142 |
0.1468 |
10.7% |
0.0151 |
1.1% |
42% |
False |
False |
99,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4641 |
|
2.618 |
1.4328 |
|
1.618 |
1.4136 |
|
1.000 |
1.4017 |
|
0.618 |
1.3944 |
|
HIGH |
1.3825 |
|
0.618 |
1.3752 |
|
0.500 |
1.3729 |
|
0.382 |
1.3706 |
|
LOW |
1.3633 |
|
0.618 |
1.3514 |
|
1.000 |
1.3441 |
|
1.618 |
1.3322 |
|
2.618 |
1.3130 |
|
4.250 |
1.2817 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3748 |
1.3885 |
| PP |
1.3738 |
1.3842 |
| S1 |
1.3729 |
1.3800 |
|