CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3626 |
1.3516 |
-0.0110 |
-0.8% |
1.3774 |
| High |
1.3630 |
1.3563 |
-0.0067 |
-0.5% |
1.3845 |
| Low |
1.3509 |
1.3450 |
-0.0059 |
-0.4% |
1.3486 |
| Close |
1.3553 |
1.3523 |
-0.0030 |
-0.2% |
1.3754 |
| Range |
0.0121 |
0.0113 |
-0.0008 |
-6.6% |
0.0359 |
| ATR |
0.0181 |
0.0176 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
320 |
1,520 |
1,200 |
375.0% |
3,682 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3851 |
1.3800 |
1.3585 |
|
| R3 |
1.3738 |
1.3687 |
1.3554 |
|
| R2 |
1.3625 |
1.3625 |
1.3544 |
|
| R1 |
1.3574 |
1.3574 |
1.3533 |
1.3600 |
| PP |
1.3512 |
1.3512 |
1.3512 |
1.3525 |
| S1 |
1.3461 |
1.3461 |
1.3513 |
1.3487 |
| S2 |
1.3399 |
1.3399 |
1.3502 |
|
| S3 |
1.3286 |
1.3348 |
1.3492 |
|
| S4 |
1.3173 |
1.3235 |
1.3461 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4772 |
1.4622 |
1.3951 |
|
| R3 |
1.4413 |
1.4263 |
1.3853 |
|
| R2 |
1.4054 |
1.4054 |
1.3820 |
|
| R1 |
1.3904 |
1.3904 |
1.3787 |
1.3800 |
| PP |
1.3695 |
1.3695 |
1.3695 |
1.3643 |
| S1 |
1.3545 |
1.3545 |
1.3721 |
1.3441 |
| S2 |
1.3336 |
1.3336 |
1.3688 |
|
| S3 |
1.2977 |
1.3186 |
1.3655 |
|
| S4 |
1.2618 |
1.2827 |
1.3557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3798 |
1.3450 |
0.0348 |
2.6% |
0.0162 |
1.2% |
21% |
False |
True |
983 |
| 10 |
1.3874 |
1.3450 |
0.0424 |
3.1% |
0.0171 |
1.3% |
17% |
False |
True |
864 |
| 20 |
1.4231 |
1.3450 |
0.0781 |
5.8% |
0.0179 |
1.3% |
9% |
False |
True |
804 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.9% |
0.0171 |
1.3% |
34% |
False |
False |
605 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0151 |
1.1% |
28% |
False |
False |
422 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0133 |
1.0% |
28% |
False |
False |
320 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0112 |
0.8% |
28% |
False |
False |
256 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.3% |
0.0097 |
0.7% |
26% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4043 |
|
2.618 |
1.3859 |
|
1.618 |
1.3746 |
|
1.000 |
1.3676 |
|
0.618 |
1.3633 |
|
HIGH |
1.3563 |
|
0.618 |
1.3520 |
|
0.500 |
1.3507 |
|
0.382 |
1.3493 |
|
LOW |
1.3450 |
|
0.618 |
1.3380 |
|
1.000 |
1.3337 |
|
1.618 |
1.3267 |
|
2.618 |
1.3154 |
|
4.250 |
1.2970 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3518 |
1.3624 |
| PP |
1.3512 |
1.3590 |
| S1 |
1.3507 |
1.3557 |
|