CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3516 |
1.3440 |
-0.0076 |
-0.6% |
1.3774 |
| High |
1.3563 |
1.3550 |
-0.0013 |
-0.1% |
1.3845 |
| Low |
1.3450 |
1.3440 |
-0.0010 |
-0.1% |
1.3486 |
| Close |
1.3523 |
1.3478 |
-0.0045 |
-0.3% |
1.3754 |
| Range |
0.0113 |
0.0110 |
-0.0003 |
-2.7% |
0.0359 |
| ATR |
0.0176 |
0.0172 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
1,520 |
1,111 |
-409 |
-26.9% |
3,682 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3819 |
1.3759 |
1.3539 |
|
| R3 |
1.3709 |
1.3649 |
1.3508 |
|
| R2 |
1.3599 |
1.3599 |
1.3498 |
|
| R1 |
1.3539 |
1.3539 |
1.3488 |
1.3569 |
| PP |
1.3489 |
1.3489 |
1.3489 |
1.3505 |
| S1 |
1.3429 |
1.3429 |
1.3468 |
1.3459 |
| S2 |
1.3379 |
1.3379 |
1.3458 |
|
| S3 |
1.3269 |
1.3319 |
1.3448 |
|
| S4 |
1.3159 |
1.3209 |
1.3418 |
|
|
| 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 |
1.3440 |
0.0358 |
2.7% |
0.0150 |
1.1% |
11% |
False |
True |
909 |
| 10 |
1.3874 |
1.3440 |
0.0434 |
3.2% |
0.0163 |
1.2% |
9% |
False |
True |
933 |
| 20 |
1.4231 |
1.3440 |
0.0791 |
5.9% |
0.0175 |
1.3% |
5% |
False |
True |
828 |
| 40 |
1.4231 |
1.3161 |
0.1070 |
7.9% |
0.0169 |
1.3% |
30% |
False |
False |
628 |
| 60 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0152 |
1.1% |
24% |
False |
False |
441 |
| 80 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0133 |
1.0% |
24% |
False |
False |
334 |
| 100 |
1.4472 |
1.3161 |
0.1311 |
9.7% |
0.0113 |
0.8% |
24% |
False |
False |
268 |
| 120 |
1.4556 |
1.3161 |
0.1395 |
10.4% |
0.0098 |
0.7% |
23% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4018 |
|
2.618 |
1.3838 |
|
1.618 |
1.3728 |
|
1.000 |
1.3660 |
|
0.618 |
1.3618 |
|
HIGH |
1.3550 |
|
0.618 |
1.3508 |
|
0.500 |
1.3495 |
|
0.382 |
1.3482 |
|
LOW |
1.3440 |
|
0.618 |
1.3372 |
|
1.000 |
1.3330 |
|
1.618 |
1.3262 |
|
2.618 |
1.3152 |
|
4.250 |
1.2973 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3495 |
1.3535 |
| PP |
1.3489 |
1.3516 |
| S1 |
1.3484 |
1.3497 |
|