CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3844 |
1.3537 |
-0.0307 |
-2.2% |
1.4143 |
| High |
1.3844 |
1.3655 |
-0.0189 |
-1.4% |
1.4150 |
| Low |
1.3534 |
1.3486 |
-0.0048 |
-0.4% |
1.3619 |
| Close |
1.3545 |
1.3588 |
0.0043 |
0.3% |
1.3774 |
| Range |
0.0310 |
0.0169 |
-0.0141 |
-45.5% |
0.0531 |
| ATR |
0.0184 |
0.0183 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
443 |
1,483 |
1,040 |
234.8% |
5,488 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4083 |
1.4005 |
1.3681 |
|
| R3 |
1.3914 |
1.3836 |
1.3634 |
|
| R2 |
1.3745 |
1.3745 |
1.3619 |
|
| R1 |
1.3667 |
1.3667 |
1.3603 |
1.3706 |
| PP |
1.3576 |
1.3576 |
1.3576 |
1.3596 |
| S1 |
1.3498 |
1.3498 |
1.3573 |
1.3537 |
| S2 |
1.3407 |
1.3407 |
1.3557 |
|
| S3 |
1.3238 |
1.3329 |
1.3542 |
|
| S4 |
1.3069 |
1.3160 |
1.3495 |
|
|
| 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 |
1.3486 |
0.0388 |
2.9% |
0.0176 |
1.3% |
26% |
False |
True |
957 |
| 10 |
1.4180 |
1.3486 |
0.0694 |
5.1% |
0.0186 |
1.4% |
15% |
False |
True |
984 |
| 20 |
1.4231 |
1.3486 |
0.0745 |
5.5% |
0.0179 |
1.3% |
14% |
False |
True |
755 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.9% |
0.0169 |
1.2% |
40% |
False |
False |
531 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0143 |
1.0% |
33% |
False |
False |
366 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0126 |
0.9% |
33% |
False |
False |
277 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.6% |
0.0108 |
0.8% |
33% |
False |
False |
222 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.3% |
0.0091 |
0.7% |
31% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4373 |
|
2.618 |
1.4097 |
|
1.618 |
1.3928 |
|
1.000 |
1.3824 |
|
0.618 |
1.3759 |
|
HIGH |
1.3655 |
|
0.618 |
1.3590 |
|
0.500 |
1.3571 |
|
0.382 |
1.3551 |
|
LOW |
1.3486 |
|
0.618 |
1.3382 |
|
1.000 |
1.3317 |
|
1.618 |
1.3213 |
|
2.618 |
1.3044 |
|
4.250 |
1.2768 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3582 |
1.3666 |
| PP |
1.3576 |
1.3640 |
| S1 |
1.3571 |
1.3614 |
|