CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3770 |
1.3844 |
0.0074 |
0.5% |
1.4143 |
| High |
1.3845 |
1.3844 |
-0.0001 |
0.0% |
1.4150 |
| Low |
1.3730 |
1.3534 |
-0.0196 |
-1.4% |
1.3619 |
| Close |
1.3841 |
1.3545 |
-0.0296 |
-2.1% |
1.3774 |
| Range |
0.0115 |
0.0310 |
0.0195 |
169.6% |
0.0531 |
| ATR |
0.0175 |
0.0184 |
0.0010 |
5.5% |
0.0000 |
| Volume |
306 |
443 |
137 |
44.8% |
5,488 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4571 |
1.4368 |
1.3716 |
|
| R3 |
1.4261 |
1.4058 |
1.3630 |
|
| R2 |
1.3951 |
1.3951 |
1.3602 |
|
| R1 |
1.3748 |
1.3748 |
1.3573 |
1.3695 |
| PP |
1.3641 |
1.3641 |
1.3641 |
1.3614 |
| S1 |
1.3438 |
1.3438 |
1.3517 |
1.3385 |
| S2 |
1.3331 |
1.3331 |
1.3488 |
|
| S3 |
1.3021 |
1.3128 |
1.3460 |
|
| S4 |
1.2711 |
1.2818 |
1.3375 |
|
|
| 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 |
1.3534 |
0.0340 |
2.5% |
0.0181 |
1.3% |
3% |
False |
True |
745 |
| 10 |
1.4231 |
1.3534 |
0.0697 |
5.1% |
0.0203 |
1.5% |
2% |
False |
True |
915 |
| 20 |
1.4231 |
1.3534 |
0.0697 |
5.1% |
0.0177 |
1.3% |
2% |
False |
True |
703 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.9% |
0.0167 |
1.2% |
36% |
False |
False |
495 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0141 |
1.0% |
29% |
False |
False |
341 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0125 |
0.9% |
29% |
False |
False |
258 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0106 |
0.8% |
29% |
False |
False |
207 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.3% |
0.0090 |
0.7% |
28% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5162 |
|
2.618 |
1.4656 |
|
1.618 |
1.4346 |
|
1.000 |
1.4154 |
|
0.618 |
1.4036 |
|
HIGH |
1.3844 |
|
0.618 |
1.3726 |
|
0.500 |
1.3689 |
|
0.382 |
1.3652 |
|
LOW |
1.3534 |
|
0.618 |
1.3342 |
|
1.000 |
1.3224 |
|
1.618 |
1.3032 |
|
2.618 |
1.2722 |
|
4.250 |
1.2217 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3689 |
1.3690 |
| PP |
1.3641 |
1.3641 |
| S1 |
1.3593 |
1.3593 |
|