CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3774 |
1.3770 |
-0.0004 |
0.0% |
1.4143 |
| High |
1.3815 |
1.3845 |
0.0030 |
0.2% |
1.4150 |
| Low |
1.3688 |
1.3730 |
0.0042 |
0.3% |
1.3619 |
| Close |
1.3772 |
1.3841 |
0.0069 |
0.5% |
1.3774 |
| Range |
0.0127 |
0.0115 |
-0.0012 |
-9.4% |
0.0531 |
| ATR |
0.0179 |
0.0175 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
446 |
306 |
-140 |
-31.4% |
5,488 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4150 |
1.4111 |
1.3904 |
|
| R3 |
1.4035 |
1.3996 |
1.3873 |
|
| R2 |
1.3920 |
1.3920 |
1.3862 |
|
| R1 |
1.3881 |
1.3881 |
1.3852 |
1.3901 |
| PP |
1.3805 |
1.3805 |
1.3805 |
1.3815 |
| S1 |
1.3766 |
1.3766 |
1.3830 |
1.3786 |
| S2 |
1.3690 |
1.3690 |
1.3820 |
|
| S3 |
1.3575 |
1.3651 |
1.3809 |
|
| S4 |
1.3460 |
1.3536 |
1.3778 |
|
|
| 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 |
1.3874 |
1.3637 |
0.0237 |
1.7% |
0.0156 |
1.1% |
86% |
False |
False |
965 |
| 10 |
1.4231 |
1.3619 |
0.0612 |
4.4% |
0.0189 |
1.4% |
36% |
False |
False |
904 |
| 20 |
1.4231 |
1.3603 |
0.0628 |
4.5% |
0.0172 |
1.2% |
38% |
False |
False |
692 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.7% |
0.0163 |
1.2% |
64% |
False |
False |
485 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0137 |
1.0% |
52% |
False |
False |
334 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0121 |
0.9% |
52% |
False |
False |
253 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.5% |
0.0103 |
0.7% |
52% |
False |
False |
203 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.1% |
0.0087 |
0.6% |
49% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4334 |
|
2.618 |
1.4146 |
|
1.618 |
1.4031 |
|
1.000 |
1.3960 |
|
0.618 |
1.3916 |
|
HIGH |
1.3845 |
|
0.618 |
1.3801 |
|
0.500 |
1.3788 |
|
0.382 |
1.3774 |
|
LOW |
1.3730 |
|
0.618 |
1.3659 |
|
1.000 |
1.3615 |
|
1.618 |
1.3544 |
|
2.618 |
1.3429 |
|
4.250 |
1.3241 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3823 |
1.3821 |
| PP |
1.3805 |
1.3801 |
| S1 |
1.3788 |
1.3781 |
|