CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3315 |
1.3312 |
-0.0003 |
0.0% |
1.3522 |
| High |
1.3401 |
1.3444 |
0.0043 |
0.3% |
1.3569 |
| Low |
1.3273 |
1.3286 |
0.0013 |
0.1% |
1.3212 |
| Close |
1.3303 |
1.3330 |
0.0027 |
0.2% |
1.3239 |
| Range |
0.0128 |
0.0158 |
0.0030 |
23.4% |
0.0357 |
| ATR |
0.0178 |
0.0176 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
238,094 |
295,171 |
57,077 |
24.0% |
1,138,384 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3827 |
1.3737 |
1.3417 |
|
| R3 |
1.3669 |
1.3579 |
1.3373 |
|
| R2 |
1.3511 |
1.3511 |
1.3359 |
|
| R1 |
1.3421 |
1.3421 |
1.3344 |
1.3466 |
| PP |
1.3353 |
1.3353 |
1.3353 |
1.3376 |
| S1 |
1.3263 |
1.3263 |
1.3316 |
1.3308 |
| S2 |
1.3195 |
1.3195 |
1.3301 |
|
| S3 |
1.3037 |
1.3105 |
1.3287 |
|
| S4 |
1.2879 |
1.2947 |
1.3243 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4411 |
1.4182 |
1.3435 |
|
| R3 |
1.4054 |
1.3825 |
1.3337 |
|
| R2 |
1.3697 |
1.3697 |
1.3304 |
|
| R1 |
1.3468 |
1.3468 |
1.3272 |
1.3404 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3308 |
| S1 |
1.3111 |
1.3111 |
1.3206 |
1.3047 |
| S2 |
1.2983 |
1.2983 |
1.3174 |
|
| S3 |
1.2626 |
1.2754 |
1.3141 |
|
| S4 |
1.2269 |
1.2397 |
1.3043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3569 |
1.3212 |
0.0357 |
2.7% |
0.0160 |
1.2% |
33% |
False |
False |
280,715 |
| 10 |
1.3640 |
1.3212 |
0.0428 |
3.2% |
0.0147 |
1.1% |
28% |
False |
False |
283,396 |
| 20 |
1.3879 |
1.3212 |
0.0667 |
5.0% |
0.0175 |
1.3% |
18% |
False |
False |
301,111 |
| 40 |
1.4241 |
1.3142 |
0.1099 |
8.2% |
0.0183 |
1.4% |
17% |
False |
False |
313,128 |
| 60 |
1.4277 |
1.3142 |
0.1135 |
8.5% |
0.0188 |
1.4% |
17% |
False |
False |
287,646 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0179 |
1.3% |
13% |
False |
False |
216,067 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0176 |
1.3% |
13% |
False |
False |
172,930 |
| 120 |
1.4558 |
1.3142 |
0.1416 |
10.6% |
0.0169 |
1.3% |
13% |
False |
False |
144,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4116 |
|
2.618 |
1.3858 |
|
1.618 |
1.3700 |
|
1.000 |
1.3602 |
|
0.618 |
1.3542 |
|
HIGH |
1.3444 |
|
0.618 |
1.3384 |
|
0.500 |
1.3365 |
|
0.382 |
1.3346 |
|
LOW |
1.3286 |
|
0.618 |
1.3188 |
|
1.000 |
1.3128 |
|
1.618 |
1.3030 |
|
2.618 |
1.2872 |
|
4.250 |
1.2615 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3365 |
1.3329 |
| PP |
1.3353 |
1.3329 |
| S1 |
1.3342 |
1.3328 |
|