CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3312 |
1.3332 |
0.0020 |
0.2% |
1.3522 |
| High |
1.3444 |
1.3535 |
0.0091 |
0.7% |
1.3569 |
| Low |
1.3286 |
1.3260 |
-0.0026 |
-0.2% |
1.3212 |
| Close |
1.3330 |
1.3436 |
0.0106 |
0.8% |
1.3239 |
| Range |
0.0158 |
0.0275 |
0.0117 |
74.1% |
0.0357 |
| ATR |
0.0176 |
0.0183 |
0.0007 |
4.0% |
0.0000 |
| Volume |
295,171 |
428,908 |
133,737 |
45.3% |
1,138,384 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4235 |
1.4111 |
1.3587 |
|
| R3 |
1.3960 |
1.3836 |
1.3512 |
|
| R2 |
1.3685 |
1.3685 |
1.3486 |
|
| R1 |
1.3561 |
1.3561 |
1.3461 |
1.3623 |
| PP |
1.3410 |
1.3410 |
1.3410 |
1.3442 |
| S1 |
1.3286 |
1.3286 |
1.3411 |
1.3348 |
| S2 |
1.3135 |
1.3135 |
1.3386 |
|
| S3 |
1.2860 |
1.3011 |
1.3360 |
|
| S4 |
1.2585 |
1.2736 |
1.3285 |
|
|
| 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 |
1.3535 |
1.3212 |
0.0323 |
2.4% |
0.0195 |
1.4% |
69% |
True |
False |
313,114 |
| 10 |
1.3614 |
1.3212 |
0.0402 |
3.0% |
0.0160 |
1.2% |
56% |
False |
False |
300,353 |
| 20 |
1.3879 |
1.3212 |
0.0667 |
5.0% |
0.0175 |
1.3% |
34% |
False |
False |
301,670 |
| 40 |
1.4241 |
1.3212 |
0.1029 |
7.7% |
0.0184 |
1.4% |
22% |
False |
False |
313,718 |
| 60 |
1.4241 |
1.3142 |
0.1099 |
8.2% |
0.0187 |
1.4% |
27% |
False |
False |
294,795 |
| 80 |
1.4558 |
1.3142 |
0.1416 |
10.5% |
0.0179 |
1.3% |
21% |
False |
False |
221,417 |
| 100 |
1.4558 |
1.3142 |
0.1416 |
10.5% |
0.0176 |
1.3% |
21% |
False |
False |
177,217 |
| 120 |
1.4558 |
1.3142 |
0.1416 |
10.5% |
0.0170 |
1.3% |
21% |
False |
False |
147,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4704 |
|
2.618 |
1.4255 |
|
1.618 |
1.3980 |
|
1.000 |
1.3810 |
|
0.618 |
1.3705 |
|
HIGH |
1.3535 |
|
0.618 |
1.3430 |
|
0.500 |
1.3398 |
|
0.382 |
1.3365 |
|
LOW |
1.3260 |
|
0.618 |
1.3090 |
|
1.000 |
1.2985 |
|
1.618 |
1.2815 |
|
2.618 |
1.2540 |
|
4.250 |
1.2091 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3423 |
1.3423 |
| PP |
1.3410 |
1.3410 |
| S1 |
1.3398 |
1.3398 |
|