CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3702 |
1.3815 |
0.0113 |
0.8% |
1.4143 |
| High |
1.3855 |
1.3874 |
0.0019 |
0.1% |
1.4150 |
| Low |
1.3664 |
1.3714 |
0.0050 |
0.4% |
1.3619 |
| Close |
1.3832 |
1.3774 |
-0.0058 |
-0.4% |
1.3774 |
| Range |
0.0191 |
0.0160 |
-0.0031 |
-16.2% |
0.0531 |
| ATR |
0.0185 |
0.0183 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
422 |
2,111 |
1,689 |
400.2% |
5,488 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4267 |
1.4181 |
1.3862 |
|
| R3 |
1.4107 |
1.4021 |
1.3818 |
|
| R2 |
1.3947 |
1.3947 |
1.3803 |
|
| R1 |
1.3861 |
1.3861 |
1.3789 |
1.3824 |
| PP |
1.3787 |
1.3787 |
1.3787 |
1.3769 |
| S1 |
1.3701 |
1.3701 |
1.3759 |
1.3664 |
| S2 |
1.3627 |
1.3627 |
1.3745 |
|
| S3 |
1.3467 |
1.3541 |
1.3730 |
|
| S4 |
1.3307 |
1.3381 |
1.3686 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5441 |
1.5138 |
1.4066 |
|
| R3 |
1.4910 |
1.4607 |
1.3920 |
|
| R2 |
1.4379 |
1.4379 |
1.3871 |
|
| R1 |
1.4076 |
1.4076 |
1.3823 |
1.3962 |
| PP |
1.3848 |
1.3848 |
1.3848 |
1.3791 |
| S1 |
1.3545 |
1.3545 |
1.3725 |
1.3431 |
| S2 |
1.3317 |
1.3317 |
1.3677 |
|
| S3 |
1.2786 |
1.3014 |
1.3628 |
|
| S4 |
1.2255 |
1.2483 |
1.3482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4150 |
1.3619 |
0.0531 |
3.9% |
0.0217 |
1.6% |
29% |
False |
False |
1,097 |
| 10 |
1.4231 |
1.3619 |
0.0612 |
4.4% |
0.0185 |
1.3% |
25% |
False |
False |
897 |
| 20 |
1.4231 |
1.3379 |
0.0852 |
6.2% |
0.0180 |
1.3% |
46% |
False |
False |
707 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.8% |
0.0166 |
1.2% |
57% |
False |
False |
475 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0135 |
1.0% |
47% |
False |
False |
321 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0118 |
0.9% |
47% |
False |
False |
244 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0101 |
0.7% |
47% |
False |
False |
195 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0085 |
0.6% |
44% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4554 |
|
2.618 |
1.4293 |
|
1.618 |
1.4133 |
|
1.000 |
1.4034 |
|
0.618 |
1.3973 |
|
HIGH |
1.3874 |
|
0.618 |
1.3813 |
|
0.500 |
1.3794 |
|
0.382 |
1.3775 |
|
LOW |
1.3714 |
|
0.618 |
1.3615 |
|
1.000 |
1.3554 |
|
1.618 |
1.3455 |
|
2.618 |
1.3295 |
|
4.250 |
1.3034 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3794 |
1.3768 |
| PP |
1.3787 |
1.3762 |
| S1 |
1.3781 |
1.3756 |
|